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With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused on finding optimal IDRs that can maximize the expected outcome for each individual. Motivated by complex individualized decision making procedures and the popular conditional value at risk (CVaR) measure, we propose a new robust criterion to estimate optimal IDRs in order to control the average lower tail of the individuals' outcomes. In addition to improving the individualized expected outcome, our proposed criterion takes risks into consideration, and thus the resulting IDRs can prevent adverse events. The optimal IDR under our criterion can be interpreted as the decision rule that maximizes the "worst-case" scenario of the individualized outcome when the underlying distribution is perturbed within a constrained set. An efficient non-convex optimization algorithm is proposed with convergence guarantees. We investigate theoretical properties for our estimated optimal IDRs under the proposed criterion such as consistency and finite sample error bounds. Simulation studies and a real data application are used to further demonstrate the robust performance of our methods. Several extensions of the proposed method are also discussed. for this article are available online. [ABSTRACT FROM AUTHOR]

In combination with Bayesian estimates based on a population pharmacokinetic model, limited sampling strategies (LSS) may reduce the number of samples required for individual pharmacokinetic parameter estimations. Such strategies reduce the burden when assessing the area under the concentration versus time curves (AUC) in therapeutic drug monitoring. However, it is not uncommon for the actual sample time to deviate from the optimal one. In this work, we evaluate the robustness of parameter estimations to such deviations in an LSS. A previously developed 4-point LSS for estimation of serum iohexol clearance (i.e., dose/AUC) was used to exemplify the effect of sample time deviations. Two parallel strategies were used: (a) shifting the exact sampling time by an empirical amount of time for each of the four individual sample points, and (b) introducing a random error across all sample points. The investigated iohexol LSS appeared robust to deviations from optimal sample times, both across individual and multiple sample points. The proportion of individuals with a relative error greater than 15% (P15) was 5.3% in the reference run with optimally timed sampling, which increased to a maximum of 8.3% following the introduction of random error in sample time across all four time points. We propose to apply the present method for the validation of LSS developed for clinical use. [ABSTRACT FROM AUTHOR]