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In randomized trials involving multiple treatments, bivariate survival outcomes present significant analytical challenges for making decisions. This paper addresses the problem of deriving optimal individualized treatment rules to maximize…

Machine Learning · Statistics 2026-05-29 Kun Ren , Yifan Cui , Wen Su

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…

Modern treatment targeting methods often rely on estimating the conditional average treatment effect (CATE) using machine learning tools. While effective in identifying who benefits from treatment on the individual level, these approaches…

Methodology · Statistics 2025-11-05 Yuchen Hu , Shuangning Li , Stefan Wager

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

Optimization and Control · Mathematics 2019-10-15 Omar El Housni , Vineet Goyal

We propose an optimal solution to a deterministic dynamic assignment problem by leveraging connections to the theory of discrete optimal transport to convert the combinatorial assignment problem into a tractable linear program. We seek to…

Multiagent Systems · Computer Science 2019-10-25 Koray G. Kachar , Alex A. Gorodetsky

There is tremendous interest in precision medicine as a means to improve patient outcomes by tailoring treatment to individual characteristics. An individualized treatment rule formalizes precision medicine as a map from patient information…

Machine Learning · Statistics 2020-05-28 Daniel J. Luckett , Eric B. Laber , Michael R. Kosorok

This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Overcoming challenges unique to time-series setting such as time-varying environments, history-dependent…

Econometrics · Economics 2025-11-04 Toru Kitagawa , Weining Wang , Mengshan Xu

Point identification of causal effects requires strong assumptions that are unreasonable in many practical settings. However, informative bounds on these effects can often be derived under plausible assumptions. Even when these bounds are…

Methodology · Statistics 2024-04-18 Julien D. Laurendeau , Aaron L. Sarvet , Mats J. Stensrud

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

This study investigates the problem of individualizing treatment allocations using stated preferences for treatments. If individuals know in advance how the assignment will be individualized based on their stated preferences, they may state…

Econometrics · Economics 2023-11-16 Daido Kido

We propose a dynamic allocation procedure that increases power and efficiency when measuring an average treatment effect in sequential randomized trials. Subjects arrive iteratively and are either randomized or paired via a matching…

Methodology · Statistics 2013-05-23 Adam Kapelner , Abba Krieger

Stabilized dynamic treatment regimes are sequential decision rules for individual patients that not only adaptive throughout the disease progression but also remain consistent over time in format. The estimation of stabilized dynamic…

Methodology · Statistics 2019-03-05 Ying-Qi Zhao , Ruoqing Zhu , Guanhua Chen , Yingye Zheng

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing…

Computer Science and Game Theory · Computer Science 2025-02-18 Michael Curry , Vinzenz Thoma , Darshan Chakrabarti , Stephen McAleer , Christian Kroer , Tuomas Sandholm , Niao He , Sven Seuken

This paper considers the estimation of treatment assignment rules when the policy maker faces a general budget or resource constraint. Utilizing the PAC-Bayesian framework, we propose new treatment assignment rules that allow for flexible…

Econometrics · Economics 2023-06-12 Daniel F. Pellatt

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

Demand response is designed to motivate electricity customers to modify their loads at critical time periods. The accurate estimation of impact of demand response signals to customers' consumption is central to any successful program. In…

Systems and Control · Computer Science 2017-05-03 Pan Li , Baosen Zhang

Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is…

Systems and Control · Computer Science 2015-05-21 Ali Heydari

The optimal dynamic treatment rule (ODTR) framework offers an approach for understanding which kinds of patients respond best to specific treatments -- in other words, treatment effect heterogeneity. Recently, there has been a proliferation…

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

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
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