Exact computational analyses for adaptive designs [chapter]

Janis P. Hardwick, Quentin F. Stout
1995 Lecture Notes-Monograph Series  
We show h o w to compute optimal designs and exact analyses of allocation rules for various sequential allocation problems. The problems we h a ve solved include parameter estimation in an industrial scenario, and testing in a clinical trial. Our computational approach incorporates backward induction, dynamic programming, and a new technique of forward induction. By utilizing e cient algorithms and careful implementation, we are able to determine exact solutions to practical problems previously
more » ... approached only through simulation or approximation.
doi:10.1214/lnms/1215451488 fatcat:rc26mmphkfaovdorw25pxtgrge