@article {Burnetas1998811,
	title = {Dynamic allocation policies for the finite horizon one armed bandit problem},
	journal = {Stochastic Analysis and Applications},
	volume = {16},
	number = {5},
	year = {1998},
	note = {cited By 2},
	pages = {811-824},
	abstract = {The unknown performance of a new experiment is to be evaluated and compared with that of an existing one over a finite horizon. The explicit structure of an optimal sequential allocation policy is obtained under pertinent reward/loss functions, when the experiments are characterized by random variables with distributions from the one parameter exponential family.},
	issn = {07362994},
	url = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-0032391888\&partnerID=40\&md5=db1e06b4e6d58bb8b0cabfa37734cb8d},
	author = {Burnetas, AN and Katehakis, M.N.}
}
