Compound adaptive GPU design for clinical trials

In clinical trials, several competing treatments are often carried out in the same trial period. The goal is to assess the performances of these different treatments according to some optimality criterion and minimize risks to the patients in the entire process of the study. For this, each coming patient is allocated sequentially to one of the treatments according to a mechanism defined by the optimality criterion. In practice, sometimes different optimality criteria, or the same criterion with different regimes, need to be considered to assess the treatments in the same study, so that each mechanism is also evaluated through the trail study. In this case, the question is how to allocate the treatments to the incoming patients so that the criteria/mechanisms of interest are assessed during the trail process, and the overall performance of the trial is optimized under the combined criteria or regimes. In this paper, we consider this problem by investigating a compound adaptive generalized Pólya urn design. Basic asymptotic properties of this design are also studied.