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Optimal dynamic treatment regimes (with discussion). (English) Zbl 1065.62006
Summary: A dynamic treatment regime is a list of decision rules, one per time interval, for how the level of treatment will be tailored through time to an individual’s changing status. The goal of this paper is to use experimental or observational data to estimate decision regimes that result in a maximal mean response. To explicate our objective and to state the assumptions, we use the potential outcomes model. The method proposed makes smooth parametric assumptions only on quantities that are directly relevant to the goal of estimating the optimal rules. We illustrate the methodology proposed via a small simulation.

MSC:
62C99 Statistical decision theory
62C05 General considerations in statistical decision theory
90C90 Applications of mathematical programming
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