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相关论文: Penalized Q-Learning for Dynamic Treatment Regimes

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Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

计量经济学 · 经济学 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

The optimistic nature of the Q-learning target leads to an overestimation bias, which is an inherent problem associated with standard $Q-$learning. Such a bias fails to account for the possibility of low returns, particularly in risky…

In this article, we propose a novel pessimism-based Bayesian learning method for optimal dynamic treatment regimes in the offline setting. When the coverage condition does not hold, which is common for offline data, the existing solutions…

机器学习 · 统计学 2023-02-23 Yunzhe Zhou , Zhengling Qi , Chengchun Shi , Lexin Li

This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…

机器学习 · 计算机科学 2024-11-28 Mohit Apte , Ketan Kale , Pranav Datar , Pratiksha Deshmukh

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…

统计理论 · 数学 2010-11-16 A. Philip Dawid , Vanessa Didelez

Public policies and medical interventions often involve dynamic treatment assignments, in which individuals receive a sequence of interventions over multiple stages. We study the statistical learning of optimal dynamic treatment regimes…

统计方法学 · 统计学 2025-05-21 Shosei Sakaguchi

The optimal prophylaxis, and treatment if the prophylaxis fails, for a disease may be best evaluated using a sequential multiple assignment randomised trial (SMART). A SMART is a multi-stage study that randomises a participant to an initial…

统计方法学 · 统计学 2022-03-25 Robert K. Mahar , Katherine J. Lee , Bibhas Chakraborty , Agus Salim , Julie A. Simpson

Drawing an inspiration from behavioral studies of human decision making, we propose here a general parametric framework for a reinforcement learning problem, which extends the standard Q-learning approach to incorporate a two-stream…

机器学习 · 计算机科学 2019-11-14 Baihan Lin , Djallel Bouneffouf , Guillermo Cecchi

Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in…

统计方法学 · 统计学 2022-12-26 Zhengling Qi , Rui Miao , Xiaoke Zhang

We methodologically address the problem of Q-value overestimation in deep reinforcement learning to handle high-dimensional state spaces efficiently. By adapting concepts from information theory, we introduce an intrinsic penalty signal…

人工智能 · 计算机科学 2018-11-21 Felix Leibfried , Jordi Grau-Moya , Haitham Bou-Ammar

Dynamic treatment regimens (DTRs) aim at tailoring individualized sequential treatment rules that maximize cumulative beneficial outcomes by accommodating patients' heterogeneity in decision-making. For many chronic diseases including type…

统计方法学 · 统计学 2024-04-23 Mochuan Liu , Yuanjia Wang , Haoda Fu , Donglin Zeng

The vision for precision medicine is to use individual patient characteristics to inform a personalized treatment plan that leads to the best healthcare possible for each patient. Mobile technologies have an important role to play in this…

Estimating optimal dynamic treatment regimes (DTRs) using observational data is often challenged by nonignorable missing covariates arsing from informative monitoring of patients in clinical practice. To address nonignorable missingness of…

统计方法学 · 统计学 2025-07-01 Jian Sun , Bo Fu , Li Su

Recent statistical and reinforcement learning methods have significantly advanced patient care strategies. However, these approaches face substantial challenges in high-stakes contexts, including missing data, inherent stochasticity, and…

Individualized treatment rules (ITRs) tailor treatments according to individual patient characteristics. They can significantly improve patient care and are thus becoming increasingly popular. The data collected during randomized clinical…

统计方法学 · 统计学 2015-06-30 Stanislav Minsker , Ying-Qi Zhao , Guang Cheng

Q-learning facilitates the development of an optimal adaptive treatment strategy through stagewise regression on a pre-specified set of tailoring variables and confounders. Semiparametric robust Q-learning eliminates the residual…

统计方法学 · 统计学 2025-10-14 Jeremiah Jones , Ashkan Ertefaie , James R. McKay , David W. Oslin , Robert L. Strawderman

In this paper, we place deep Q-learning into a control-oriented perspective and study its learning dynamics with well-established techniques from robust control. We formulate an uncertain linear time-invariant model by means of the neural…

机器学习 · 计算机科学 2022-11-08 Balazs Varga , Balazs Kulcsar , Morteza Haghir Chehreghani

Complex systems in science and engineering sometimes exhibit behavior that changes across different regimes. Traditional global models struggle to capture the full range of this complex behavior, limiting their ability to accurately…

机器学习 · 计算机科学 2023-07-24 Okezzi F. Ukorigho , Opeoluwa Owoyele

Quantum neural networks, parameterized quantum circuits optimized under a specific cost function, provide a paradigm for achieving near-term quantum advantage in quantum information processing. Understanding QNN training dynamics is crucial…

量子物理 · 物理学 2025-08-12 Bingzhi Zhang , Junyu Liu , Liang Jiang , Quntao Zhuang

The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, design and analysis are cast in a Bayesian framework, where QCD…

最优化与控制 · 数学 2025-12-30 Austin Cooper , Sean Meyn