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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

Immunotherapies and targeted therapies have gained popularity due to their promising therapeutic effects across multiple treatment areas. The focus of early phase dose-finding clinical trials has shifted from finding the maximum tolerated…

Methodology · Statistics 2023-12-27 Hao Sun , Jieqi Tu

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

Dose volume histograms are a useful tool in state-of-the-art radiotherapy planning, and it is essential to be aware of their limitations. Dose distributions computed by treatment planning systems are affected by several sources of…

Medical Physics · Physics 2007-06-13 Francisco Cutanda-Henriquez , Silvia Vargas-Castrillon

Identifying optimal medical treatments to improve survival has long been a critical goal of pharmacoepidemiology. Traditionally, we use an average treatment effect measure to compare outcomes between treatment plans. However, new methods…

Recent development in the data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, policy makers best individualized treatment rule…

Machine Learning · Statistics 2020-06-29 Weibin Mo , Zhengling Qi , Yufeng Liu

An individualized treatment rule (ITR) is a decision rule that aims to improve individual patients health outcomes by recommending optimal treatments according to patients specific information. In observational studies, collected data may…

Methodology · Statistics 2023-10-03 Zeyu Bian , Erica EM Moodie , Susan M Shortreed , Sylvie D Lambert , Sahir Bhatnagar

Precision medicine aims to tailor therapeutic decisions to individual patient characteristics. This objective is commonly formalized through dynamic treatment regimes, which use statistical and machine learning methods to derive sequential…

Machine Learning · Statistics 2026-03-23 Sophia Yazzourh , Erica E. M. Moodie

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Selective labels are a common feature of consequential decision-making applications, referring to the lack of observed outcomes under one of the possible decisions. This paper reports work in progress on learning decision policies in the…

Machine Learning · Computer Science 2020-11-04 Dennis Wei

We consider the problem of detecting an odd process among a group of Poisson point processes, all having the same rate except the odd process. The actual rates of the odd and non-odd processes are unknown to the decision maker. We consider…

Information Theory · Computer Science 2015-09-24 Nidhin Koshy Vaidhiyan , Rajesh Sundaresan

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

Project Optimus, an initiative by the FDA's Oncology Center of Excellence, seeks to reform the dose-optimization and dose-selection paradigm in oncology. We propose a dose-optimization design that considers plateau efficacy profiles,…

Applications · Statistics 2025-04-22 Rebecca B. Silva , Bin Cheng , Shing M. Lee

Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are…

Methodology · Statistics 2022-08-02 Youfei Yu , Jiacong Du , Min Zhang , Zhenke Wu , Andrew M. Ryan , Bhramar Mukherjee

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

Describing dynamic medical systems using machine learning is a challenging topic with a wide range of applications. In this work, the possibility of modeling the blood glucose level of diabetic patients purely on the basis of measured data…

Machine Learning · Computer Science 2023-03-10 David Jödicke , Daniel Parra , Gabriel Kronberger , Stephan Winkler

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng

Effective management of Type 1 Diabetes requires continuous glucose monitoring and precise insulin adjustments to prevent hyperglycemia and hypoglycemia. With the growing adoption of wearable glucose monitors and mobile health applications,…

Machine Learning · Computer Science 2026-01-22 Giorgia Rigamonti , Mirko Paolo Barbato , Davide Marelli , Paolo Napoletano

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

Machine Learning · Computer Science 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli
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