Robust response-guided dosing

In response-guided dosing (RGD), doses are adapted to the uncertain progression of each patient's disease condition. A stochastic dynamic program was recently developed for RGD. We study its robust counterpart, where the dose response, distribution belongs to an uncertainty set. For interval uncertainty sets, we prove that it is optimal to administer higher doses in worsening disease. When a certain scaling of a nominal distribution describes the interval, optimal doses also increase in the scaling parameter. Theory is illustrated via numerical results. (C) 2016 Elsevier B.V. All rights reserved.