Page "Design of experiments" Paragraph 16

The use of a sequence of experiments, where the design of each may depend on the results of previous experiments, including the possible decision to stop experimenting, is within the scope of Sequential analysis, a field that was pioneered by Abraham Wald in the context of sequential tests of statistical hypotheses.

Herman Chernoff wrote an overview of optimal sequential designs, while adaptive designs have been surveyed by S. Zacks.

One specific type of sequential design is the " two-armed bandit ", generalized to the multi-armed bandit, on which early work was done by Herbert Robbins in 1952.