In Adaptive Designs, N. Flournoy and W.F. Rosenberger, eds., IMS Lecture Notes--Monograph Series 25, 1995, pp. 223-237.

Exact Computational Analyses for Adaptive Designs

Janis Hardwick
Statistics Department, University of Michigan

Quentin F. Stout
EECS Department, University of Michigan

Abstract: We show how to compute optimal designs and exact analyses of allocation rules for various sequential allocation problems. The problems we have solved include parameter estimation in an industrial scenario, and testing in a clinical trial. Our computational approach incorporates backward induction, dynamic programming, and a new technique of forward induction. By utilizing efficient algorithms and careful implementation, we are able to determine exact solutions to practical problems previously approached only through simulation or approximation.

Keywords: constrained dynamic programming, forward induction, backward induction, bayesian design, multiple objective criteria, clinical trials

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