Q-LEARNING WITH CENSORED DATA

We develop methodology for a multistage-decision problem with flexible number of stages in which the rewards are survival times that are subject to censoring. We present a novel Q-learning algorithm that is adjusted for censored data and allows a flexible number of stages. We provide finite sample b...

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Bibliographic Details

Published in:	The Annals of statistics Vol. 40; no. 1; p. 529
Main Authors:	Goldberg, Yair, Kosorok, Michael R
Format:	Journal Article
Language:	English
Published:	United States 01.02.2012
ISSN:	0090-5364
Online Access:	Get more information
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