In Chapter 10 of his classical work on sequential analysis [8], Wald started a program for dealing with multiple decision problems based on sequential estimation, and this work was to some extent ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 38, No. 3 (Aug., 1976), pp. 219-230 (12 pages) Sequential point estimation problems for a univariate normal mean were considered ...