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We propose a reinforcement learning method for estimating an optimal dynamic treatment regime for survival outcomes with dependent censoring. The estimator allows the failure time to be conditionally independent of censoring and dependent…

Methodology · Statistics 2022-05-13 Hunyong Cho , Shannon T. Holloway , David J. Couper , Michael R. Kosorok

In this work, we examine recently developed methods for Bayesian inference of optimal dynamic treatment regimes (DTRs). DTRs are a set of treatment decision rules aimed at tailoring patient care to patient-specific characteristics, thereby…

Methodology · Statistics 2023-03-28 Daniel Rodriguez Duque , Erica E. M. Moodie , David A. Stephens

We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…

Optimization and Control · Mathematics 2013-12-09 Nacira Agram , Bernt Øksendal

This paper develops new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential cost of measuring a large number of variables. We investigate…

Methodology · Statistics 2021-05-11 Yunan Wu , Lan Wang , Haoda Fu

We consider an optimal control problem for a diffuse interface model of tumor growth. The state equations couples a Cahn-Hilliard equation and a reaction-diffusion equation, which models the growth of a tumor in the presence of a nutrient…

Optimization and Control · Mathematics 2016-08-02 Harald Garcke , Kei-Fong Lam , Elisabetta Rocca

Around a third of type 2 diabetes patients (T2D) are escalated to basal insulin injections. Basal insulin dose is titrated to achieve a tight glycemic target without undue hypoglycemic risk. In the standard of care (SoC), titration is based…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Anas El Fathi , Mohammadreza Ganji , Dimitri Boiroux , Henrik Bengtsson , Marc D. Breton

This paper is concerned with a time-inconsistent stochastic optimal control problem in an infinite time horizon with a non-degenerate diffusion in the state equation. A major assumption is that people become rational after a large time.…

Optimization and Control · Mathematics 2025-09-19 Qingmeng Wei , Jiongmin Yong

This paper considers random access in deadline-constrained broadcasting with frame-synchronized traffic. To enhance the maximum achievable timely delivery ratio (TDR), we define a dynamic control scheme that allows each active node to…

Systems and Control · Electrical Eng. & Systems 2021-08-09 Aoyu Gong , Lei Deng , Fang Liu , Yijin Zhang

We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional…

Systems and Control · Computer Science 2011-10-07 Christos G. Cassandras , Xu Chu Ding , Xuchao Lin

Adiabatic quantum computation employs a slow change of a time-dependent control function (or functions) to interpolate between an initial and final Hamiltonian, which helps to keep the system in the instantaneous ground state. When the…

Quantum Physics · Physics 2014-06-26 Constantin Brif , Matthew D. Grace , Mohan Sarovar , Kevin C. Young

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

In both the fields of computer science and medicine there is very strong interest in developing personalized treatment policies for patients who have variable responses to treatments. In particular, I aim to find an optimal personalized…

Machine Learning · Computer Science 2014-07-01 Yousuf M. Soliman

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

Control of blood glucose is essential for diabetes management. Current digital therapeutic approaches for subjects with Type 1 diabetes mellitus (T1DM) such as the artificial pancreas and insulin bolus calculators leverage machine learning…

Computer Vision and Pattern Recognition · Computer Science 2019-02-27 Kezhi Li , John Daniels , Chengyuan Liu , Pau Herrero , Pantelis Georgiou

We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…

Machine Learning · Statistics 2020-02-04 Duzhe Wang , Haoda Fu , Po-Ling Loh

A treatment regime formalizes personalized medicine as a function from individual patient characteristics to a recommended treatment. A high-quality treatment regime can improve patient outcomes while reducing cost, resource consumption,…

Methodology · Statistics 2015-04-30 Yichi Zhang , Eric B. Laber , Anastasios Tsiatis , Marie Davidian

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

We consider a discounted infinite horizon optimal stopping problem. If the underlying distribution is known a priori, the solution of this problem is obtained via dynamic programming (DP) and is given by a well known threshold rule. When…

Machine Learning · Computer Science 2021-02-23 Daniel Russo , Assaf Zeevi , Tianyi Zhang

The goal of personalized decision making is to map a unit's characteristics to an action tailored to maximize the expected outcome for that unit. Obtaining high-quality mappings of this type is the goal of the dynamic regime literature. In…

Machine Learning · Computer Science 2018-10-01 Razieh Nabi , Phyllis Kanki , Ilya Shpitser

Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore…

Methodology · Statistics 2014-05-22 Ailin Fan , Wenbin Lu , Rui Song