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Related papers: Constructing Dynamic Treatment Regimes in Infinite…

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There is a fast-growing literature on estimating optimal treatment regimes based on randomized trials or observational studies under a key identifying condition of no unmeasured confounding. Because confounding by unmeasured factors cannot…

Methodology · Statistics 2020-08-12 Yifan Cui , Eric Tchetgen Tchetgen

A treatment regime is a rule that assigns a treatment to patients based on their covariate information. Recently, estimation of the optimal treatment regime that yields the greatest overall expected clinical outcome of interest has…

Methodology · Statistics 2022-03-07 Kevin Gunn , Wenbin Lu , Rui Song

Dynamic treatment regimes (DTRs) are personalized, adaptive, multi-stage treatment plans that adapt treatment decisions both to an individual's initial features and to intermediate outcomes and features at each subsequent stage, which are…

Machine Learning · Statistics 2022-09-22 Yichun Hu , Nathan Kallus

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

An innovative numerical algorithm for solving infinite-horizon optimal control problems is introduced in this paper, using the IsoCost-HyperSurface (ICHS) concept. In the state space of an optimal control system, an ICHS is defined as a set…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Saeed Rahimi , Amir Salimi Lafmejani , Ahmad Kalhor

Precision medicine involves developing individualized treatment regimes (ITRs) which allow for treatment decisions to be tailored to patient characteristics. Naturally, the identification of the optimal regime, that is, the rule which…

Methodology · Statistics 2025-09-30 Misha Dolmatov , Erica E. M. Moodie , David A. Stephens , Dipankar Bandyopadhyay

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

We present a receding-horizon optimal control for nonlinear continuous-time systems subject to state constraints. The cost is a quadratic finite-horizon integral. The key enabling technique is a new constrained approximate dynamic…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Ricardo Gutierrez , Jesse B. Hoagg

To achieve the goal of providing the best possible care to each patient, physicians need to customize treatments for patients with the same diagnosis, especially when treating diseases that can progress further and require additional…

Methodology · Statistics 2022-10-25 Xiao Li , Brent R Logan , S M Ferdous Hossain , Erica E M Moodie

This paper studies a dynamic real-time optimization in the context of model-based time-optimal operation of batch processes under parametric model mismatch. In order to tackle the model-mismatch issue, a receding-horizon policy is usually…

Systems and Control · Electrical Eng. & Systems 2019-07-10 Radoslav Paulen , Miroslav Fikar

The current body of research on developing optimal treatment strategies often places emphasis on intention-to-treat analyses, which fail to take into account the compliance behavior of individuals. Methods based on instrumental variables…

Methodology · Statistics 2024-02-21 Cuong T. Pham , Kevin G. Lynch , James R. McKay , Ashkan Ertefaie

Dynamic treatment regimes (DTR) are sequential decision rules corresponding to several stages of intervention. Each rule maps patients' covariates to optional treatments. The optimal dynamic treatment regime is the one that maximizes the…

Methodology · Statistics 2023-10-10 Zhishuai Liu , Zishu Zhan , Jian Liu , Danhui Yi , Cunjie Lin , Yufei Yang

A treatment regime is a function that maps individual patient information to a recommended treatment, hence explicitly incorporating the heterogeneity in need for treatment across individuals. Patient responses are dichotomous and can be…

Machine Learning · Statistics 2016-07-07 Yingfei Wang , Warren Powell

We develop a conservative continuous-time stochastic control framework for treatment optimization from irregularly sampled patient trajectories. The unknown patient dynamics are modeled as a controlled stochastic differential equation with…

Machine Learning · Computer Science 2026-03-18 Nora Schneider , Georg Manten , Niki Kilbertus

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…

Optimization and Control · Mathematics 2023-05-22 David Angeli , Lars Grüne

This paper presents a new formulation for model-free robust optimal regulation of continuous-time nonlinear systems. The proposed reinforcement learning based approach, referred to as incremental adaptive dynamic programming (IADP),…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Cong Li , Yongchao Wang , Fangzhou Liu , Qingchen Liu , Martin Buss

Estimating intervention effects in dynamical systems is crucial for outcome optimization. In medicine, such interventions arise in physiological regulation (e.g., cardiovascular system under fluid administration) and pharmacokinetics, among…

Machine Learning · Computer Science 2026-02-13 Tomer Meir , Ori Linial , Danny Eytan , Uri Shalit

This paper studies an optimal stochastic impulse control problem in a finite horizon with a decision lag, by which we mean that after an impulse is made, a fixed number units of time has to be elapsed before the next impulse is allowed to…

Optimization and Control · Mathematics 2021-02-09 Chang Li , Jiongmin Yong

Optimal treatment regimes are personalized policies for making a treatment decision based on subject characteristics, with the policy chosen to maximize some value. It is common to aim to maximize the mean outcome in the population, via a…

Methodology · Statistics 2022-02-28 Liu Leqi , Edward H. Kennedy
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