source/paper/output.bbl

\begin{thebibliography}{26}
\providecommand{\natexlab}[1]{#1}
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\bibitem[Agrawal \& Ramdas(2025)Agrawal and Ramdas]{agrawal2025stopping}
Agrawal, S. and Ramdas, A.
\newblock On stopping times of power-one sequential tests: Tight lower and upper bounds.
\newblock \emph{arXiv preprint arXiv:2504.19952}, 2025.

\bibitem[Agrawal et~al.(2020)Agrawal, Juneja, and Glynn]{agrawal2020optimal}
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\bibitem[Agrawal et~al.(2021{\natexlab{a}})Agrawal, Juneja, and Koolen]{pmlr-v134-agrawal21a}
Agrawal, S., Juneja, S.~K., and Koolen, W.~M.
\newblock Regret minimization in heavy-tailed bandits.
\newblock In \emph{Proceedings of Thirty Fourth Conference on Learning Theory}, volume 134 of \emph{Proceedings of Machine Learning Research}, pp.\  26--62. PMLR, 15--19 Aug 2021{\natexlab{a}}.

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Agrawal, S., Koolen, W.~M., and Juneja, S.
\newblock Optimal best-arm identification methods for tail-risk measures.
\newblock \emph{Advances in Neural Information Processing Systems}, 34:\penalty0 25578--25590, 2021{\natexlab{b}}.

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\bibitem[Burnetas \& Katehakis(1996)Burnetas and Katehakis]{burnetas1996optimal}
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\newblock Optimal adaptive policies for sequential allocation problems.
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\bibitem[Deep et~al.(2024)Deep, Bassamboo, and Juneja]{deep2024asymptotically}
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\newblock Asymptotically optimal and computationally efficient average treatment effect estimation in a/b testing.
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\newblock Asymptotic optimality theory of confidence intervals of the mean.
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\bibitem[Fan \& Glynn(2025)Fan and Glynn]{fan2025fragility}
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\newblock The fragility of optimized bandit algorithms.
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\bibitem[Gut(2009)]{gut2009stopped}
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\bibitem[Honda \& Takemura(2010)Honda and Takemura]{honda2010asymptotically}
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\bibitem[Honda \& Takemura(2015)Honda and Takemura]{honda2015non}
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\newblock Non-asymptotic analysis of a new bandit algorithm for semi-bounded rewards.
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\newblock Top two algorithms revisited.
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\bibitem[Lai \& Robbins(1985)Lai and Robbins]{lai1985asymptotically}
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\bibitem[Mukhopadhyay(2020)]{mukhopadhyay2020asymptotic}
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\newblock Asymptotic normality of sequential stopping times with applications: Confidence intervals for an exponential mean.
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\bibitem[Panda \& Agrawal(2026)Panda and Agrawal]{panda2026regret}
Panda, S. and Agrawal, S.
\newblock Regret tail characterization of optimal bandit algorithms with generic rewards.
\newblock \emph{arXiv preprint arXiv:2604.14876}, 2026.

\bibitem[Robbins \& Siegmund(1974)Robbins and Siegmund]{robbins1974expected}
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\bibitem[Siegmund(2013)]{siegmund2013sequential}
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\bibitem[Wald(1992)]{wald1992sequential}
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\bibitem[Wald \& Wolfowitz(1948)Wald and Wolfowitz]{wald1948optimum}
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\newblock Optimum character of the sequential probability ratio test.
\newblock \emph{The Annals of Mathematical Statistics}, pp.\  326--339, 1948.

\bibitem[Wang et~al.(2026)Wang, Agrawal, and Ramdas]{wang2026almost}
Wang, H., Agrawal, S., and Ramdas, A.
\newblock Almost sure null bankruptcy of testing-by-betting strategies.
\newblock \emph{arXiv preprint arXiv:2602.08888}, 2026.

\end{thebibliography}