[yummyfajitas]

You do not want to use a classical bandit for A/B testing. The problem is that most bandit algorithms assume the conversion rate is constant - i.e., saturday and tuesday are the same. If sat and tues have different conversion rates, this will horribly break a bandit.

This is not a theoretical problem. I have a client who wasted months on this.

I know how to fix this (a Bayesian method, BTW), but I haven't published it. As far as I know, there is very little published research into using Bayesian bandits in assorted real world cases like this.