Geodesic
Sequential desing of experiments performed in several measurment points
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 479-489

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A function of unknown parameters being estimated from a number of experiments, the problem of optimal (in the sense of minimum variance estimators) design of the experiments is considered. Unlike the papers by Kiefer and Wolfowitz and others, some a priori information about these parameters is assumed to be available. The problem of optimal distribution of measurment time among $n$ fixed experiments is studied. It is proved that there exists the unique solution. For large total measurment time the asymptotic solution is obtained in an explicit form. 
@article{TVP_1968_13_3_a6,
     author = {A. P\'azman},
     title = {Sequential desing of experiments performed in several measurment points},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {479--489},
     publisher = {mathdoc},
     volume = {13},
     number = {3},
     year = {1968},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a6/}
}
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A. Pázman. Sequential desing of experiments performed in several measurment points. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 479-489. http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a6/