IDEAS home Printed from https://ideas.repec.org/a/plo/pcbi00/1006087.html
   My bibliography  Save this article

Optimal dynamic control approach in a multi-objective therapeutic scenario: Application to drug delivery in the treatment of prostate cancer

Author

Listed:
  • Itziar Irurzun-Arana
  • Alvaro Janda
  • Sergio Ardanza-Trevijano
  • Iñaki F Trocóniz

Abstract

Numerous problems encountered in computational biology can be formulated as optimization problems. In this context, optimization of drug release characteristics or dosing schedules for anticancer agents has become a prominent area not only for the development of new drugs, but also for established drugs. However, in complex systems, optimization of drug exposure is not a trivial task and cannot be efficiently addressed through trial-error simulation exercises. Finding a solution to those problems is a challenging task which requires more advanced strategies like optimal control theory. In this work, we perform an optimal control analysis on a previously developed computational model for the testosterone effects of triptorelin in prostate cancer patients with the goal of finding optimal drug-release characteristics. We demonstrate how numerical control optimization of non-linear models can be used to find better therapeutic approaches in order to improve the final outcome of the patients.Author summary: Mathematical models of the disease processes are widely used in computational biology to quantitatively describe the time course of disease progression and are often linked to pharmacokinetic–pharmacodynamic models in order to evaluate the effect of drug treatment on disease. Once the models are built from observed information and/or literature data, they can predict the dynamics of the system under different conditions through computer simulations. However, simulation exercises are not always effective to obtain the desired objectives due to the complexity of these systems. In this work, we optimized the release characteristics of a synthetic gonadotropin-releasing hormone analog used to induce chemical castration by inhibiting the testosterone levels in prostate cancer patients. The therapeutic goals to achieve were to minimize the initial flare up of testosterone levels and the time to reach testosterone values below castration limit, while maximizing the castration period of the patients. Our methodology, based on control theory, introduces a manipulable variable into the system’s equations to drive the model towards the established goals. We demonstrated how drug-release properties can be improved with the implementation of optimal control strategies to enhance the outcome of cancer patients. These methods are extrapolable to other problems encountered in the field.

Suggested Citation

  • Itziar Irurzun-Arana & Alvaro Janda & Sergio Ardanza-Trevijano & Iñaki F Trocóniz, 2018. "Optimal dynamic control approach in a multi-objective therapeutic scenario: Application to drug delivery in the treatment of prostate cancer," PLOS Computational Biology, Public Library of Science, vol. 14(4), pages 1-16, April.
  • Handle: RePEc:plo:pcbi00:1006087
    DOI: 10.1371/journal.pcbi.1006087
    as

    Download full text from publisher

    File URL: https://journals.plos.org/ploscompbiol/article?id=10.1371/journal.pcbi.1006087
    Download Restriction: no

    File URL: https://journals.plos.org/ploscompbiol/article/file?id=10.1371/journal.pcbi.1006087&type=printable
    Download Restriction: no

    File URL: https://libkey.io/10.1371/journal.pcbi.1006087?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    2. Jinghua Shi & Oguzhan Alagoz & Fatih Erenay & Qiang Su, 2014. "A survey of optimization models on cancer chemotherapy treatment planning," Annals of Operations Research, Springer, vol. 221(1), pages 331-356, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Freya Bachmann & Gilbert Koch & Marc Pfister & Gabor Szinnai & Johannes Schropp, 2021. "OptiDose: Computing the Individualized Optimal Drug Dosing Regimen Using Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 189(1), pages 46-65, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. William R. Morgan, 2023. "Finance Must Be Defended: Cybernetics, Neoliberalism and Environmental, Social, and Governance (ESG)," Sustainability, MDPI, vol. 15(4), pages 1-21, February.
    2. Filipe Fontanela & Antoine Jacquier & Mugad Oumgari, 2019. "A Quantum algorithm for linear PDEs arising in Finance," Papers 1912.02753, arXiv.org, revised Feb 2021.
    3. Weihan Li & Jin E. Zhang & Xinfeng Ruan & Pakorn Aschakulporn, 2024. "An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(7), pages 1117-1153, July.
    4. Jun, Doobae & Ku, Hyejin, 2015. "Static hedging of chained-type barrier options," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 317-327.
    5. Thomas Kokholm & Martin Stisen, 2015. "Joint pricing of VIX and SPX options with stochastic volatility and jump models," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 16(1), pages 27-48, January.
    6. Paul Ormerod, 2010. "La crisis actual y la culpabilidad de la teoría macroeconómica," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 12(22), pages 111-128, January-J.
    7. An Chen & Thai Nguyen & Thorsten Sehner, 2022. "Unit-Linked Tontine: Utility-Based Design, Pricing and Performance," Risks, MDPI, vol. 10(4), pages 1-27, April.
    8. Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019. "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, vol. 108(C).
    9. Joao Felipe Gueiros & Hemanth Chandravamsi & Steven H. Frankel, 2025. "Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks," Papers 2504.20088, arXiv.org.
    10. Boyarchenko, Svetlana & Levendorskii[caron], Sergei, 2007. "Optimal stopping made easy," Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 201-217, February.
    11. Robert C. Merton, 2006. "Paul Samuelson and Financial Economics," The American Economist, Sage Publications, vol. 50(2), pages 9-31, October.
    12. Eduardo Abi Jaber, 2022. "The characteristic function of Gaussian stochastic volatility models: an analytic expression," Working Papers hal-02946146, HAL.
    13. Peter Carr & Liuren Wu, 2014. "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 3-46.
    14. Dammak, Wael & Frikha, Wajdi & Souissi, Mohamed Naceur, 2024. "Market turbulence and investor decision-making in currency option market," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
    15. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2003. "Are convertible bonds underpriced? An analysis of the French market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 635-653, April.
    16. Jeremy Leake, 2003. "Credit spreads on sterling corporate bonds and the term structure of UK interest rates," Bank of England working papers 202, Bank of England.
    17. Suleyman Basak & Georgy Chabakauri, 2012. "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
    18. Jay Cao & Jacky Chen & John Hull & Zissis Poulos, 2021. "Deep Hedging of Derivatives Using Reinforcement Learning," Papers 2103.16409, arXiv.org.
    19. Kuang, Yu Flora & Qin, Bo, 2009. "Performance-vested stock options and interest alignment," The British Accounting Review, Elsevier, vol. 41(1), pages 46-61.
    20. Dubey, Pradeep & Sondermann, Dieter, 2009. "Perfect competition in an oligopoly (including bilateral monopoly)," Games and Economic Behavior, Elsevier, vol. 65(1), pages 124-141, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pcbi00:1006087. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ploscompbiol (email available below). General contact details of provider: https://journals.plos.org/ploscompbiol/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.