Abstract
Optimal batch-sequential designs are difficult to compute, even when sufficient statistics and relatively uncomplicated loss functions simplify the calculations required. While backward induction applies, its difficulty grows exponentially in the number of stages, while a recently developed forward algorithm grows only linearly, but involves a maximization over a rather flat surface. This paper explores a hybrid algorithm, partially backward induction, partially forward, that has some of the advantages of each.
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Kadane, J.B., Vlachos, P.K. Hybrid methods for calculating optimal few-stage sequential strategies: Data monitoring for a clinical trial. Statistics and Computing 12, 147–152 (2002). https://doi.org/10.1023/A:1014834602714
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DOI: https://doi.org/10.1023/A:1014834602714