Treatment of schizophrenia is notoriously difficult and typically requires personalized adaption of treatment due to lack of efficacy of treatment, poor adherence, or intolerable side effects. The Clinical Antipsychotic Trials in Intervention Effectiveness (CATIE) Schizophrenia Study is a sequential multiple assignment randomized trial comparing the typical antipsychotic medication, perphenazine, to several newer atypical antipsychotics. This paper describes the marginal structural modeling method for estimating optimal dynamic treatment regimes and applies the approach to the CATIE Schizophrenia Study. Missing data and valid estimation of confidence intervals are also addressed.