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References:

[1] J. Hannan: **Approximation to Bayes Risk in Repeated Play**. Contributions to the Theory of Games 3 (1957), 97-139. MR 0109094 | Zbl 0078.32804

[2] M. Loève: **Probability Theory**. 3d ed., Van Nostrand, New York 1963. MR 0203748

[3] J. Van Ryzin: **The Sequential Compound Decision Problem with $n \times m$ Finite Loss Matrix**. Ann. Math. Statist. 37 (1966), 4, 954-975. MR 0198640

[4] E. Samuel: **Asymptotic Solutions of the Sequential Compound Decision Problem**. Ann. Math. Statist. 34 (1963), 1079-1094. DOI 10.1214/aoms/1177704032 | MR 0173340 | Zbl 0202.49102