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In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

There has been significant attention given to developing data-driven methods for tailoring patient care based on individual patient characteristics. Dynamic treatment regimes formalize this through a sequence of decision rules that map…

Methodology · Statistics 2022-02-22 Eric J. Rose , Erica E. M. Moodie , Susan Shortreed

With the recent advancements of technology in facilitating real-time monitoring and data collection, "just-in-time" interventions can be delivered via mobile devices to achieve both real-time and long-term management and control.…

Methodology · Statistics 2023-09-26 Wenzhuo Zhou , Yuhan Li , Ruoqing Zhu

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

Dynamic treatment regimes formalize precision medicine as a sequence of decision rules, one for each stage of clinical intervention, that map current patient information to a recommended intervention. Optimal regimes are typically defined…

Methodology · Statistics 2024-07-09 Kyle Duke , Eric B. Laber , Marie Davidian , Michael Newcomb , Brian Mustanksi

A treatment regime is a deterministic function that dictates personalized treatment based on patients' individual prognostic information. There is a fast-growing interest in finding optimal treatment regimes to maximize expected long-term…

Statistics Theory · Mathematics 2016-11-25 Runchao Jiang , Wenbin Lu , Rui Song , Marie Davidian

We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the…

Optimization and Control · Mathematics 2024-06-12 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

In many applied fields, researchers are often interested in tailoring treatments to unit-level characteristics in order to optimize an outcome of interest. Methods for identifying and estimating treatment policies are the subject of the…

Methodology · Statistics 2020-04-06 Eli Sherman , David Arbour , Ilya Shpitser

We investigate the problem of persistent monitoring, where a mobile agent has to survey multiple targets in an environment in order to estimate their internal states. These internal states evolve with linear stochastic dynamics and the…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Samuel C. Pinto , Sean B. Andersson , Julien M. Hendrickx , Christos G. Cassandras

In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…

Robotics · Computer Science 2013-03-15 Mária Svoreňová , Ivana Černá , Calin Belta

Stabilized dynamic treatment regimes are sequential decision rules for individual patients that not only adaptive throughout the disease progression but also remain consistent over time in format. The estimation of stabilized dynamic…

Methodology · Statistics 2019-03-05 Ying-Qi Zhao , Ruoqing Zhu , Guanhua Chen , Yingye Zheng

Health policy decisions regarding patient treatment strategies require consideration of both treatment effectiveness and cost. Optimizing treatment rules with respect to effectiveness may result in prohibitively expensive strategies; on the…

Methodology · Statistics 2021-10-20 Nicholas Illenberger , Andrew J. Spieker , Nandita Mitra

Public policies and medical interventions often involve dynamic treatment assignments, in which individuals receive a sequence of interventions over multiple stages. We study the statistical learning of optimal dynamic treatment regimes…

Methodology · Statistics 2025-05-21 Shosei Sakaguchi

We develop a prediction-based prescriptive model for learning optimal personalized treatments for patients based on their Electronic Health Records (EHRs). Our approach consists of: (i) predicting future outcomes under each possible therapy…

Machine Learning · Statistics 2018-12-06 Ruidi Chen , Ioannis Paschalidis

Interfractional geometric uncertainties can lead to deviations of the actual delivered dose from the prescribed dose distribution. To better handle these uncertainties during treatment, the authors propose a dynamic framework for robust…

Medical Physics · Physics 2019-05-16 Michelle Böck , Kjell Eriksson , Anders Forsgren

We consider identification of optimal dynamic treatment regimes in a setting where time-varying treatments are confounded by hidden time-varying confounders, but proxy variables of the unmeasured confounders are available. We show that,…

Methodology · Statistics 2025-02-19 Jeffrey Zhang , Eric Tchetgen Tchetgen

Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Anne Koch , Julian Berberich , Johannes Köhler , Frank Allgöwer

Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the…

Econometrics · Economics 2021-07-14 Sukjin Han

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li