This project provides a simulation of multi-armed bandit problems. This implementation is based on the below paper. https://arxiv.org/abs/2308.14350.

This project consists in an empirical comparative analysis of the following stochastic multi-armed bandits algorithms: Epsilon-Greedy, SoftMax, UCB-1, UCB-V, UCB-KL, UCB-MOSS, Bayes-UCB, and Thompson Sampling. Their performance is evaluated under different metrics after multiple simulations. A peer-to-peer situation is also analysed.