Computing Optimal Sequential Allocation Rules in Clinical Trials*

  title={Computing Optimal Sequential Allocation Rules in Clinical Trials*},
  author={Michael N. Katehakis},
Michael N. Katehakis State University of New York at Stony Brook and Cyrus Derman Columbia University The problem of assigning one of several treatments in clinical trials is formulated as a discounted bandit problem that was studied by Gittins and Jones. The problem involves comparison of certain state dependent indices A recent characterization of the index is used to calculate more efficiently the values of these indices. 

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