Related papers: Optimal curtailed designs for single arm phase II …
The U.S. Food and Drug Administration (FDA) launched Project Optimus to shift the objective of dose selection from the maximum tolerated dose to the optimal biological dose (OBD), optimizing the benefit-risk tradeoff. One approach…
Multi-Arm, Multi-Stage (MAMS) clinical trial designs allow for multiple therapies to be compared across a spectrum of clinical trial phases. MAMS designs can be categorized into several overarching design groups, including adaptive designs…
For a trial with primary endpoint overall survival for a molecule with curative potential, statistical methods that rely on the proportional hazards assumption may underestimate the power and the time to final analysis. We show how a cure…
The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…
Conventional robust H2/H-infinity control minimizes the worst-case performance, often leading to a conservative design driven by very rare parametric configurations. To reduce this conservatism while taking advantage of the stochastic…
Recently, the strategy for dose optimization in oncology has shifted to conduct Phase 2 randomized controlled trials with multiple doses. Optimal biologic dose selection from Phase 1 trial data to determine candidate doses for Phase 2…
Group sequential designs drive innovation in clinical, industrial, and corporate settings. Early stopping for failure in sequential designs conserves experimental resources, whereas early stopping for success accelerates access to improved…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
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…
This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…
We formulate an optimal stopping problem for a geometric Brownian motion where the probability scale is distorted by a general nonlinear function. The problem is inherently time inconsistent due to the Choquet integration involved. We…
This paper studies the optimal multiple-stopping problem arising in the context of the timing option to withdraw from a project in stages. The profits are driven by a general spectrally negative Levy process. This allows the model to…
Randomized discontinuation design (RDD) is an enrichment strategy commonly used to address limitations of traditional placebo-controlled trials, particularly the ethical concern of prolonged placebo exposure. RDD consists of two phases: an…
In a sequential multiple-assignment randomized trial (SMART), a sequence of treatments is given to a patient over multiple stages. In each stage, randomization may be done to allocate patients to different treatment groups. Even though…
This paper presents a novel synthesis method for designing an optimal and robust guidance law for a non-throttleable upper stage of a launch vehicle, using a convex approach. In the unperturbed scenario, a combination of lossless and…
Stochastic resetting is a driving mechanism that is known to minimize the first passage time to reach a target, at the cost of energy expenditure. The choice of the physical implementation of each resetting event determines the tradeoff…
In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…
We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…
We study stage-wise conservative linear stochastic bandits: an instance of bandit optimization, which accounts for (unknown) safety constraints that appear in applications such as online advertising and medical trials. At each stage, the…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…