Initial run-in. Start the trial and randomize n < N patients equally to T treatments in the set Ω. Treatment exclusion and early stopping. Drop treatment t* if q(t*, x̃h) < q(t, x̃h) for all t ≠ t* and h = 1, …, H. Set Ω = Ω \ {t*}. If enrollment remains active only for a single treatment t then stop the trial. Adaptive patient allocation. Allocate patient (n + 1) to treatment $z_{n+1}^{\ast }$ according to (9). When the response yn+1 is available, go back to step 2 and repeat for patients n + 2, n + 3, …, N. Reporting patient subpopulations. Upon conclusion of the trial we report the estimated partition 3 together with the estimated optimal treatment allocations.