This project aims to address the need for robust, rigorous and computationally efficient methods for optimizing Just-In-Time Adaptive Interventions (JITAIs) to prevent and treat substance use disorders (SUD). Although the proposed methods are motivated by micro randomized trials (MRTs) in SUD, they can be extended to observational studies and employed to develop effective JITAIs in other health domains as well. The methods developed in this project will help SUD scientists to more effectively leverage emerging technologies (e.g., mobile and wearable devices) to deliver support in a timely and ecological manner.