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This contribution mainly focuses on the finite horizon optimal control problems of a susceptible-infected-vaccinated(SIV) epidemic system governed by reaction-diffusion equations and Markov switching. Stochastic dynamic programming is…

Optimization and Control · Mathematics 2024-01-23 Zong Wang

Precision medicine seeks to discover an optimal personalized treatment plan and thereby provide informed and principled decision support, based on the characteristics of individual patients. With recent advancements in medical imaging, it…

Methodology · Statistics 2023-04-26 Xinyi Li , Michael R. Kosorok

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

Optimization and Control · Mathematics 2022-12-06 Sérgio S. Rodrigues

In studies based on electronic health records (EHR), the frequency of covariate monitoring can vary by covariate type, across patients, and over time. This can lead to major challenges: first, the difference in monitoring protocols may…

We study the selection of covariate adjustment sets for estimating the value of point exposure dynamic policies, also known as dynamic treatment regimes, assuming a non-parametric causal graphical model with hidden variables, in which at…

Statistics Theory · Mathematics 2020-05-27 Ezequiel Smucler , Facundo Sapienza , Andrea Rotnitzky

Studies often report estimates of the average treatment effect. While the ATE summarizes the effect of a treatment on average, it does not provide any information about the effect of treatment within any individual. A treatment strategy…

Methodology · Statistics 2025-06-13 Nicholas T. Williams , Katherine L. Hoffman Iván Díaz , Kara E. Rudolph

The field of precision medicine aims to tailor treatment based on patient-specific factors in a reproducible way. To this end, estimating an optimal individualized treatment regime (ITR) that recommends treatment decisions based on patient…

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

We study the design of multi-armed parallel group clinical trials to estimate personalized treatment rules that identify the best treatment for a given patient with given covariates. Assuming that the outcomes in each treatment arm are…

Statistics Theory · Mathematics 2022-07-13 David Azriel , Yosef Rinott , Martin Posch

With the advancement in drug development, multiple treatments are available for a single disease. Patients can often benefit from taking multiple treatments simultaneously. For example, patients in Clinical Practice Research Datalink (CPRD)…

Applications · Statistics 2018-04-17 Muxuan Liang , Ye Ting , Haoda Fu

We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…

Optimization and Control · Mathematics 2019-04-02 Kevin J. Kircher , K. Max Zhang

We propose a new procedure for inference on optimal treatment regimes in the model-free setting, which does not require to specify an outcome regression model. Existing model-free estimators for optimal treatment regimes are usually not…

Methodology · Statistics 2020-07-06 Yunan Wu , Lan Wang

To promote precision medicine, individualized treatment regimes (ITRs) are crucial for optimizing the expected clinical outcome based on patient-specific characteristics. However, existing ITR research has primarily focused on scenarios…

Methodology · Statistics 2024-02-20 Chang Wang , Lu Wang

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

Methodology · Statistics 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang

Model predictive control (MPC) schemes are commonly designed with fixed, i.e., time-invariant, horizon length and cost functions. If no stabilizing terminal ingredients are used, stability can be guaranteed via a sufficiently long horizon.…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Lukas Beckenbach , Stefan Streif

In many applications of optimal control, the stage cost is not fixed, but rather a design choice with considerable impact on the control performance. In infinite horizon optimal control, the choice of stage cost is often restricted by the…

Optimization and Control · Mathematics 2022-07-13 Christian Fiedler , Sebastian Trimpe

We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…

Optimization and Control · Mathematics 2025-04-02 Somdeb Lahiri

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

Personalized decision-making, tailored to individual characteristics, is gaining significant attention. The optimal treatment regime aims to provide the best-expected outcome in the entire population, known as the value function. One…

Methodology · Statistics 2024-05-28 Yuwen Cheng , Shu Yang

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese