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Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

Methodology · Statistics 2021-03-16 Hongming Pu , Bo Zhang

Subsidies are commonly used to encourage behaviors that can lead to short- or long-term benefits. Typical examples include subsidized job training programs and provisions of preventive health products, in which both behavioral responses and…

Econometrics · Economics 2022-03-18 Yu-Chang Chen , Haitian Xie

We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…

Computer Science and Game Theory · Computer Science 2024-07-31 Daniel Freund , Chamsi Hssaine

Optimal treatment rules are mappings from individual patient characteristics to tailored treatment assignments that maximize mean outcomes. In this work, we introduce a conditional potential benefit (CPB) metric that measures the expected…

Methodology · Statistics 2024-08-29 Alexander W. Levis , Eli Ben-Michael , Edward H. Kennedy

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

Practitioners conducting adaptive experiments often encounter two competing priorities: maximizing total welfare (or `reward') through effective treatment assignment and swiftly concluding experiments to implement population-wide…

Machine Learning · Computer Science 2024-07-31 Chao Qin , Daniel Russo

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

The current work is motivated by the need for robust statistical methods for precision medicine; as such, we address the need for statistical methods that provide actionable inference for a single unit at any point in time. We aim to learn…

Statistics Theory · Mathematics 2021-07-02 Ivana Malenica , Aurelien Bibaut , Mark J. van der Laan

This paper studies the problem of optimally allocating treatments in the presence of spillover effects, using information from a (quasi-)experiment. I introduce a method that maximizes the sample analog of average social welfare when…

Econometrics · Economics 2024-04-09 Davide Viviano

In networks, effective dynamic treatment allocation requires deciding both whom to treat and also when, so as to amplify policy impact through spillovers. An early intervention at a well-connected node can trigger cascades that change which…

Machine Learning · Statistics 2026-05-08 Bengusu Nar , Jiguang Li , Veronika Ročková , Panos Toulis

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

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 numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

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

The Stochastic Sequential Threshold Assignment Problem (SSTAP) addresses the optimal assignment of arriving tasks (jobs) to available resources (workers) to maximize a reward function which consists of indicator functions that incorporate…

Optimization and Control · Mathematics 2018-05-07 Aristomenis Tsopelakos

Dynamic treatment regimes have been proposed to personalize treatment decisions by utilizing historical patient data, but they may not always improve on the current standard of care. It is thus meaningful to integrate the standard of care…

Applications · Statistics 2025-12-11 Johannes Hruza , Arvid Sjölander , Erin Gabriel , Samir Bhatt , Michael Sachs

This paper studies algorithmic decision-making in the presence of strategic individual behaviors, where an ML model is used to make decisions about human agents and the latter can adapt their behavior strategically to improve their future…

Artificial Intelligence · Computer Science 2025-08-22 Tian Xie , Xueru Zhang

In optimal policy problems where treatment effects vary at the individual level, optimally allocating treatments to recipients is complex even when potential outcomes are known. We present an algorithm for multi-arm treatment allocation…

Econometrics · Economics 2024-04-30 Torben S. D. Johansen

To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the…

Methodology · Statistics 2021-11-23 Trinetri Ghosh , Yanyuan Ma , Rui Song , Pingshou Zhong

Sequential multiple assignment randomized trials mimic the actual treatment processes experienced by physicians and patients in clinical settings and inform the comparative effectiveness of dynamic treatment regimes. In such trials,…

Methodology · Statistics 2025-04-07 Zi Wang , Yu Cheng , Abdus S. Wahed