We study minimax regret treatment rules under matched treatment assignment in a setup where a policymaker, informed by a sample of size N , needs to decide between T different treatments for a . Randomized rules are allowed for. We show that the generalization of the minimax regret rule derived in Schlag (2006, ELEVEN—Tests needed for a recommendation , EUI working paper) and Stoye (2009, Journal of Econometrics 151, 70–81) for the case is minimax regret for general finite and also that the proo