Constructs a time-indexed set S_t retaining the true optimal policy uniformly over time with high probability, enabling early stopping with sample complexity O((log |Π| + log log(1/Δ_min))/Δ_min²) when the optimum is unique.
and Janson, Lucas and Murphy, Susan A
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Anytime-valid Optimal Policy Identification
Constructs a time-indexed set S_t retaining the true optimal policy uniformly over time with high probability, enabling early stopping with sample complexity O((log |Π| + log log(1/Δ_min))/Δ_min²) when the optimum is unique.