Multihypothesis sequential probability ratio tests - Part I: Asymptotic optimality

@article{Dragalin1999MultihypothesisSP,
  title={Multihypothesis sequential probability ratio tests - Part I: Asymptotic optimality},
  author={Vladimir P. Dragalin and Alexander G. Tartakovsky and Venugopal V. Veeravalli},
  journal={IEEE Trans. Inf. Theory},
  year={1999},
  volume={45},
  pages={2448-2461}
}
The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential test procedures are studied. Both tests are multihypothesis versions of the binary sequential probability ratio test (SPRT), and are referred to as MSPRTs. The first test is motivated by Bayesian optimality arguments, while the second corresponds to a generalized likelihood ratio test. It is shown that both MSPRTs are asymptotically optimal relative not only to the expected sample size but also… 
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Multihypothesis sequential probability ratio tests - Part II: Accurate asymptotic expansions for the expected sample size
For pt. I see ibid. vol.45, p.2448-61, 1999. We proved in pt.I that two specific constructions of multihypothesis sequential tests, which we refer to as multihypothesis sequential probability ratio
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