  Gittins indices provide an optimal solution to the classical multi-armed
bandit problem. An obstacle to their use has been the common perception that
their computation is very difficult. This paper demonstrates an accessible
general methodology for the calculating Gittins indices for the multi-armed
bandit with a detailed study on the cases of Bernoulli and Gaussian rewards.
With accompanying easy-to-use open source software, this work removes
computation as a barrier to using Gittins indices in these commonly found
settings.
