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Constructing confidence intervals for the value of an (unknown) optimal treatment policy is a fundamental problem in causal inference. Insight into the optimal policy value can guide the development of reward-maximizing, individualized…

Econometrics · Economics 2026-04-01 Justin Whitehouse , Qizhao Chen , Morgane Austern , Vasilis Syrgkanis

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

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

Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful…

Machine Learning · Statistics 2024-08-06 Hengrui Cai , Huaqing Jin , Lexin Li

The assignment of tasks to multiple resources becomes an interesting game theoretic problem, when both the task owner and the resources are strategic. In the classical, nonstrategic setting, where the states of the tasks and resources are…

Computer Science and Game Theory · Computer Science 2012-02-20 Swaprava Nath , Onno Zoeter , Yadati Narahari , Christopher R. Dance

We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning methods (such as $k$-nearest neighbors, kernel regression,…

Optimization and Control · Mathematics 2020-07-23 Dimitris Bertsimas , Christopher McCord , Bradley Sturt

Individualized treatment rules tailor treatments to patients based on clinical, demographic, and other characteristics. Estimation of individualized treatment rules requires the identification of individuals who benefit most from the…

Methodology · Statistics 2024-06-06 Junwei Shen , Erica E. M. Moodie , Shirin Golchi

Individualizing treatment assignment can improve outcomes for diseases with patient-to-patient variability in comparative treatment effects. When a clinical trial demonstrates that some patients improve on treatment while others do not, it…

Methodology · Statistics 2022-11-02 Nina Galanter , Marco Carone , Ronald C. Kessler , Alex Luedtke

Dynamic treatment regimes (DTRs) are personalized, adaptive strategies designed to guide the sequential allocation of treatments based on individual characteristics over time. Before each treatment assignment, covariate information is…

Methodology · Statistics 2025-07-24 Kai Chen , Yuqian Zhang

We consider a regulator willing to drive individual choices towards increasing social welfare by providing incentives to a large population of individuals. For that purpose, we formalize and solve the problem of finding an optimal…

Econometrics · Economics 2022-10-04 Lucas Javaudin , Andrea Araldo , André de Palma

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

We propose an approach for learning optimal tree-based prescription policies directly from data, combining methods for counterfactual estimation from the causal inference literature with recent advances in training globally-optimal decision…

Machine Learning · Computer Science 2020-12-07 Maxime Amram , Jack Dunn , Ying Daisy Zhuo

When the underlying conditional density is known, conditional expectations can be computed analytically or numerically. When, however, such knowledge is not available and instead we are given a collection of training data, the goal of this…

Machine Learning · Statistics 2024-07-19 George V. Moustakides

Estimating individualized treatment rules (ITRs) is crucial for tailoring interventions in precision medicine. Typical ITR estimation methods rely on conditional average treatment effects (CATEs) to guide treatment assignments. However,…

Methodology · Statistics 2025-10-20 Peng Wu , Qing Jiang , Shanshan Luo , Zhi Geng

We propose a dynamic allocation procedure that increases power and efficiency when measuring an average treatment effect in sequential randomized trials exploiting some subjects' previous assessed responses. Subjects arrive sequentially and…

Methodology · Statistics 2021-06-03 Adam Kapelner , Abba Krieger

We consider learning personalized assignments to one of many treatment arms from a randomized controlled trial. Standard methods that estimate heterogeneous treatment effects separately for each arm may perform poorly in this case due to…

Machine Learning · Statistics 2023-11-02 Rahul Ladhania , Jann Spiess , Lyle Ungar , Wenbo Wu

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

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

We consider the problem of learning about and comparing the consequences of dynamic treatment strategies on the basis of observational data. We formulate this within a probabilistic decision-theoretic framework. Our approach is compared…

Statistics Theory · Mathematics 2010-11-16 A. Philip Dawid , Vanessa Didelez

A dynamic treatment regimen (DTR) is a pre-specified sequence of decision rules which maps baseline or time-varying measurements on an individual to a recommended intervention or set of interventions. Sequential multiple assignment…

Methodology · Statistics 2019-10-23 Brook Luers , Min Qian , Inbal Nahum-Shani , Connie Kasari , Daniel Almirall
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