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An Asymptotic Minimax Theorem for the Two Armed Bandit Problem

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References

1952Some aspects of the sequential design of experiments2,183 cited
1956On Sequential Designs for Maximizing the Sum of $n$ Observations222 cited

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1981Randomized Allocation of Treatments in Sequential Experiments71 cited
1989Asymptotically efficient adaptive allocation schemes for controlled i.i.d. processes: finite parameter space54 cited

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