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Wiktionary
gamebook

n. A book of games, especially one with an interactive story which unfolds as the reader makes decisions and follows links between numbered pages.

Wikipedia
Gamebook

A gamebook is a work of printed fiction that allows the reader to participate in the story by making choices. The narrative branches along various paths, typically through the use of numbered paragraphs or pages. Production of new gamebooks in the West decreased dramatically during the nineties as choice based stories have moved away from print based media.