Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes

DOI10.1137/18M1190975zbMath1428.62478arXiv1908.10742OpenAlexW2973943211MaRDI QIDQ5234282

Yu Feng Liu, Zhengling Qi, Ying Cui, Jong-Shi Pang

Publication date: 26 September 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.10742

zbMATH Keywords

nonconvexconditional value-at-riskprecision medicineindividualized decision makingdc programming for discontinuous optimizationdifference-of-convex (dc)optimized covariate-dependent equivalent

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Compound decision problems in statistical decision theory (62C25)

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