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Historical fiction rather than fantasy, but one absolutely classic series in the theme you describe is the "Flashman" series by George MacDonald Fraser, which follows the rise through the military ranks of Flashman (from "Tom Brown's Schooldays") despite his being an adject coward, womaniser, and con-man. Extremely well-written and funny. Well worth a read. There's an omnibus edition of all 12 books in the series which goes on deeply-discounted sale every so often.
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