Penalized Q-learning for dynamic treatment regimens

DOI10.5705/ss.2012.364zbMath1415.62054arXiv1108.5338WikidataQ40642766 ScholiaQ40642766MaRDI QIDQ2950196

Rui Song, Michael R. Kosorok, Donglin Zeng, Wei-wei Wang

Publication date: 8 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.5338

zbMATH Keywords

shrinkage; Q-learning; two-stage procedure; multi-stage; individual selection; dynamic treatment regimen; penalized Q-learning

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis