Abstract Designing optimal treatment regimes based on individual patient characteristics has gained momentum over the last few years. Dynamic treatment regimes that are geared towards the ``best" outcome for a patient based on his/her genetic and genomic markers are of high importance. In this work we propose a method for treatment assignment based on individual covariate information for a patient. While most techniques found in the literature can only handle the assignment of two treatments, our method covers more than two treatments and it can be applied with a broad set of models. Furthermore, it has desirable large sample properties. An empirical study using simulations and a real data analysis show the applicability of the proposed procedure