In this work, we consider a simple mathematical model of radiochemotherapy which includes a term responsible for radiosensitization. We focus on finding theoretically optimal controls which maximise tumour cure probability for a finite, fixed therapeutic horizon. We prove that the optimal controls for both therapies are of 0-bang type, a result which is not altered by the inclusion of the radiosensilization term. By means of numerical simulations, we show that optimal control offers a moderate increase in survival time over a sequential treatment. We then revisit in more detail a question of measuring the synergy between the therapies by means of isobolograms, a common experimental technique for measuring the additivity of two treatments.

In this paper we investigate the problem of strong time-consistency of the core for a particular class of differential games with random time horizon, namely, it is assumed that there exists a set of probabilities of the end of the game at discrete time instants. A condition guaranteeing the strong time consistency of the core is presented.

We present and discuss the notion of asymptotic efficiency of estimators as introduced by Hajek and Le Cam. We give also some general construction of a class of asymptotically efficient estimators of Euclidean parameters. Moreover, we briefly indicate some generalizations of the discussed ideas to the case of semiparametric models. We show also that technical results obtained in the asymptotic theory of efficient estimation can be successfully used in asymptotic theory of testing. The selection of the material is highly subjective and to a little extent reflects complexity of several problems and range of results available in present-day literature. The paper is a shortened version of invited series of lectures presented at the Conference on Mathematical Statistics WISŁA 2005. Its main purpose is to show that classic approach to define efficiency was not satisfactory and to discuss how, for some class of problems, this question was solved in a natural and elegant way.