2019
DOI: 10.48550/arxiv.1905.04937
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Explicit approximation of stochastic optimal feedback control for combined therapy of cancer

Abstract: In this paper, a tractable methodology is proposed to approximate stochastic optimal feedback treatment in the context of mixed immuno-chemo therapy of cancer. The method uses a fixed-point value iteration that approximately solves a stochastic dynamic programming-like equation. It is in particular shown that the introduction of a variance-related penalty in the latter induces better results that cope with the consequences of softening the health safety constraints in the cost function. The convergence of the … Show more

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