To promote precision medicine, individualized treatment regimes (ITRs) are crucial for optimizing the expected clinical outcome based on patient-specific characteristics. However, existing ITR research has primarily focused on scenarios with categorical treatment options and a single outcome. In reality, clinicians often encounter scenarios with continuous treatment options and multiple, potentially competing outcomes, such as medicine efficacy and unavoidable toxicity. To balance these outcomes, a proper weight is necessary, which should be learned in a data-driven manner that considers both patient preference and clinician expertise. In this paper, we present a novel algorithm for developing individualized treatment regimes (ITRs) that incorporate continuous treatment options and multiple outcomes, utilizing observational data. Our approach assumes that clinicians are optimizing individualized patient utilities with sub-optimal treatment decisions that are at least better than random assignment. Treatment assignment is assumed to directly depend on the true underlying utility of the treatment rather than patient characteristics. The proposed method simultaneously estimates the weighting of composite outcomes and the decision-making process, allowing for construction of individualized treatment regimes with continuous doses. The proposed estimators can be used for inference and variable selection, facilitating the identification of informative treatment assignments and preference-associated variables. We evaluate the finite sample performance of our proposed method via simulation studies and apply it to a real data application of radiation oncology analysis.