Annals of the Institute of Statistical Mathematics (Ann. Inst. Statist. Math.) (19900101), 42, no.~4, 637-655. ISSN: 0020-3157 (print).eISSN: 1572-9052.
This paper is devoted to the empirical Bayes approach for multiple decision problems, with a sequential decision problem as component. The author exhibits an empirical Bayes sequential decision procedure generalizing his previous work. The main results of the paper concern the asymptotic optimality and the asymptotic superiority of this procedure.