摘要：This paper reviews and develops methods for implementing in practice recent ideas
in the field of optimal dynamic treatment allocation. Given longitudinal sequences of
observational data on health status and treatment selection for a cohort of patients,
the aim is to determine a regime, or decision rule, which can be used to select treatment
in order to optimise some final response or outcome. The approach to this problem
that has been taken in the causal inference literature is shown to be extendable to
problems in the field of stochastic optimisation. New diagnostic techniques to aid in
model assessment are developed, and an application in anticoagulation is presented
