On Robustness of Individualized Decision Rules
个体化决策规则的稳健性
With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused on finding optimal IDRs that can maximize the expected outcome for each individual. Motivated by complex individualized decision making procedures and the popular conditional value at risk (CVaR) measure, we propose a new robust criterion to estimate optimal IDRs in order to control…