Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

Spatially Adaptive Kernel Regression Using Risk Estimation

An important question in kernel regression is one of estimating the order and bandwidth parameters from available noisy data. We propose to solve the problem within a risk estimation framework. Considering an independent and identically distributed (i.i.d.) Gaussian observations model, we use Stein's unbiased risk estimator (SURE) to estimate a weighted mean-square error (MSE) risk, and optimize it with respect to the order and bandwidth parameters. The two parameters are thus spatially adapted in such a manner that noise smoothing and fine structure preservation are simultaneously achieved. On the application side, we consider the problem of image restoration from uniform/non-uniform data, and show that the SURE approach to spatially adaptive kernel regression results in better quality estimation compared with its spatially non-adaptive counterparts. The denoising results obtained are comparable to those obtained using other state-of-the-art techniques, and in some scenarios, superior.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

Cancer gene signatures in risk stratification: use in personalized medicine

Cancer is a complex disease which arises due to a series of genetic changes related to cell division and growth control. Cancer remains the second leading cause of death in humans next to heart diseases. As a testimony to our progress in understanding the biology of cancer and developments in cancer diagnosis and treatment methods, the overall median survival time of all cancers has increased six fold one year to six years during the last four decades. However, while the median survival time has increased dramatically for some cancers like breast and colon, there has been only little change for other cancers like pancreas and brain. Further, not all patients having a single type of tumour respond to the standard treatment. The differential response is due to genetic heterogeneity which exists not only between tumours, which is called intertumour heterogeneity, but also within individual tumours, which is called intratumoural heterogeneity. Thus it becomes essential to personalize the cancer treatment based on a specific genetic change in a given tumour. It is also possible to stratify cancer patients into low- and high-risk groups based on expression changes or alterations in a group of genes gene signatures and choose a more suitable mode of therapy. It is now possible that each tumour can be analysed using various high-throughput methods like gene expression profiling and next-generation sequencing to identify its unique fingerprint based on which a personalized or tailor-made therapy can be developed. Here, we review the important progress made in the recent years towards personalizing cancer treatment with the use of gene signatures.