Sharp Causal Bounds for Dynamic Treatment Regimes

RESUMO

We study dynamic treatment regimes under contemporaneous confounding: at each stage, an unmeasured factor may affect both treatment and the next observed state, but has no further direct effect on later stages. From the observational distribution, the causal graph, and specified structural restrictions on possible next states, we construct at each state--treatment pair the set of transition probabilities compatible with this information. These local sets require no sensitivity parameter and can be combined by backward induction to obtain lower and upper bounds on the expected outcome under any given treatment regime. Our main result shows that these bounds are sharp: their endpoints are exactly the smallest and largest expected outcomes generated by causal models compatible with the same observational distribution, causal graph, and structural restrictions. The same backward-induction method gives a maximin rule for choosing treatments by maximizing the worst-case expected outcome. Thus, for this class of models with contemporaneous confounding, the framework generalizes the classical g-formula of \citet{Robins1986} for evaluating treatment regimes and the Q-learning framework of \citet{Murphy2003} for selecting them. When the local transition probabilities are identified, the two recursions reduce to these classical methods.