  We present a computational approach to solution of the Kiefer-Weiss problem.
  Algorithms for construction of the optimal sampling plans and evaluation of
their performance are proposed. In the particular case of Bernoulli
observations, the proposed algorithms are implemented in the form of R program
code.
  Using the developed computer program, we numerically compare the optimal
tests with the respective sequential probability ratio test (SPRT) and the
fixed sample size test, for a wide range of hypothesized values and type I and
type II errors.
  The results are compared with those of D.~Freeman and L.~Weiss (Journal of
the American Statistical Association, 59(1964)).
  The R source code for the algorithms of construction of optimal sampling
plans and evaluation of their characteristics is available at
https://github.com/tosinabase/Kiefer-Weiss.
