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The unknown parameter \\(\\theta\\) lies in an interval of the real line. Also given are reward functions \\(g_ i(x,\\theta)\\). A sample of size N is taken sequentially, and at the n-th stage an observation \\(X_ n\\) is obtained from \\(\\Pi_ i\\), for some choice of i. The selection is made with help of a sequence \\(\\{\\phi_ n\\), \\(n=1,...,N\\}\\) of choice functions, where each \\(\\phi_ n\\) has possible values 1,...,k and may depend on the choices and observed X's through stage n-1. Furthermore, the restriction \\(\\phi_ n\\leq \\phi_{n+1}\\) is imposed (irreversible allocation rule), which arises naturally in certain experiments, e.g., in sequential bioassays. Several additional assumptions are made. The objective is to maximize the expected reward \\(J_ N(\\theta)=\\sum^{N}_{n=1}E_{\\theta}g_{\\phi_ n}(X_ n,\\theta)\\) by optimum choice of the sequence \\(\\phi_ n\\). Since this depends on the unknown \\(\\theta\\), an adaptive rule is proposed. 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