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Reinforcement learning is a general technique that allows an agent to learn an optimal policy and interact with an environment in sequential decision‐making problems. The goodness of a policy is measured by its value function starting from some initial state. The focus of this paper was to construct confidence intervals (CIs) for a policy’s value in infinite horizon settings where the number of decision...
A salient feature of data from clinical trials and medical studies is inhomogeneity. Patients not only differ in baseline characteristics, but also in the way that they respond to treatment. Optimal individualized treatment regimes are developed to select effective treatments based on patient's heterogeneity. However, the optimal treatment regime might also vary for patients across different subgroups...
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