Dynamic treatment regimes (DTR) are sequential decision rules corresponding to several stages of intervention. Each rule maps patients' covariates to optional treatments. The optimal dynamic treatment regime is the one that maximizes the mean outcome of interest if followed by the overall population. Motivated by a clinical study on advanced colorectal cancer with traditional Chinese medicine, we propose a censored C-learning (CC-learning) method to estimate the dynamic treatment regime with multiple treatments using survival data. To address the challenges of multiple stages with right censoring, we modify the backward recursion algorithm in order to adapt to the flexible number and timing of treatments. For handling the problem of multiple treatments, we propose a framework from the classification perspective by transferring the problem of optimization with multiple treatment comparisons into an example-dependent cost-sensitive classification problem. With classification and regression tree (CART) as the classifier, the CC-learning method can produce an estimated optimal DTR with good interpretability. We theoretically prove the optimality of our method and numerically evaluate its finite sample performances through simulation. With the proposed method, we identify the interpretable tree treatment regimes at each stage for the advanced colorectal cancer treatment data from Xiyuan Hospital.
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