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Stochastic control for medical treatment optimization

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Authors : de Saporta, Benoîte (Author of the conference)
CIRM (Publisher )

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Abstract : We are interested in monitoring patients in remission from cancer. Our aim is to detect their relapses as soon as possible, as well as detect the type of relapse, to decide on the appropriate treatment to be given. Available data are some marker level of the rate of cancerous cells in the blood which evolves continuously but is measured at discrete (large) intervals and through noise. The patient's state of health is modeled by a piecewise deterministic Markov process (PDMP). Several decisions must be taken from these incomplete observations: what treatment to give, and when to schedule the next medical visit. After presenting a suitable class of controlled PDMPs to model this situation, I will describe the corresponding stochastic control problem and will present the resolution strategy that we adopted. The objective is to obtain an approximation of the value function (optimal performance) as well as build an explicit policy applicable in practice and as close to optimality as possible. The results will be illustrated by simulations calibrated on a cohort of a clinical trial on multiple myeloma provided by the Center of Cancer Research in Toulouse.

Keywords : Continuous time Markov process; dynamic programming; Hidden process; numerical approximation; partially observed Markov decision process

MSC Codes :
60J05 - Markov processes with discrete parameter
60J25 - Continuous-time Markov processes on general state spaces
93E11 - Filtering
93E20 - Optimal stochastic control

Additional resources :
https://www.cirm-math.fr/RepOrga/2390/Slides/Benoite_de_Saporta.pdf

    Information on the Video

    Film maker : Recanzone, Luca
    Language : English
    Available date : 27/09/2023
    Conference Date : 06/09/2023
    Subseries : Research talks
    Mathematical Area(s) : Control Theory & Optimization ; Probability & Statistics
    Format : MP4 (.mp4) - HD
    Video Time : 00:52:29
    Targeted Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students
    Download : https://videos.cirm-math.fr/2023-09-06_De_Saporta.mp4

Information on the Event

Event Title : A Random Walk in the Land of Stochastic Analysis and Numerical Probability / Une marche aléatoire dans l'analyse stochastique et les probabilités numériques
Event Organizers : Champagnat, Nicolas ; Pagès, Gilles ; Tanré, Etienne ; Tomašević, Milica
Dates : 04/09/2023 - 08/09/2023
Event Year : 2023
Event URL : https://conferences.cirm-math.fr/2390.html

Citation Data

DOI : 10.24350/CIRM.V.20088403
Cite this video as: de Saporta, Benoîte (2023). Stochastic control for medical treatment optimization. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.20088403
URI : http://dx.doi.org/10.24350/CIRM.V.20088403

See Also

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