Treatment rules based on individual patient characteristics that are easy to interpret and disseminate are important in clinical practice. Properly planned and conducted randomized clinical trials are used to construct individualized treatment rules. However, it is often a concern that trial participants lack representativeness, so it limits the applicability of the derived rules to a target population. In this work, we use data from a single trial study to propose a two-stage procedure to derive a robust and parsimonious rule to maximize the benefit in the target population. The procedure allows a wide range of possible covariate distributions in the target population, with minimal assumptions on the first two moments of the covariate distribution. The practical utility and favorable performance of the methodology are demonstrated using extensive simulations and a real data application
