Multi-Armed Bandit Library v0.1

Bandit Namespace

The Bandit library includes various strategies (algorithms) for the multi-armed bandit problem. All the bandit stragegies are implemented as derived class from Gambler.

Strategies relying on the stochastic assumption could be found in the namespace Bandit.Stochastic.

The Bandit.dll library relies on the MathNet.Numerics LGPL library available at


GamblerBase class for all the multi-armed bandit strategy.