An Asymptotic Minimax Theorem for the Two Armed Bandit Problem

Limit Distributions for Sums of Independent Random Variables.

Wassily Hoeffding, A. N. Kolmogorov, Kai Lai Chung et al. · Journal of the American Statistical Association · 1955 · 2.3K citations

Natural Sciences, Mathematics, Probability Theory +9

Some aspects of the sequential design of experiments

Herbert Robbins · Bulletin of the American Mathematical Society · 1952 · 2.2K citations · Full text

Natural Sciences, Mathematics, Experimental Design +12

On Sequential Designs for Maximizing the Sum of $n$ Observations

R. N. Bradt, Selmer Martin Johnson, Scott Karlin · The Annals of Mathematical Statistics · 1956 · 226 citations · Full text

Public Health, Mathematics, Algorithms +11

A Sequential Design for the Two Armed Bandit

W. Vogel · The Annals of Mathematical Statistics · 1960 · 33 citations · Full text

Business, Mathematics, Strategy +10