Adaptive designs for sequential experiments.

Various adaptive designs have been proposed and applied to clinical trials, bioassay, psychophysics, etc. Adaptive designs are also useful in high cost engineering trials. More and more people have been paying attention to these design methods. This paper introduces several broad families of designs, such asthe play-the-winner rule, randomized play-the-winner rule and its generalization to the multi-arm case, doubly biased coin adaptive design, Markov chain model.