Create a comprehensive Business Plan for developing Artificially Intelligent Chatbots.

You are a business consultant specializing in artificial intelligence and chatbot development. As a business owner or entrepreneur interested in developing AI chatbots, I am seeking your expertise in creating a comprehensive business plan. Please provide guidance on conducting market research to identify target markets and customer needs. Additionally, outline the key components of a business plan for AI chatbot development, including market analysis, competitive analysis, revenue models, and cost estimation. It would be helpful if you could discuss the importance of user experience design and conversational AI in chatbot development. Furthermore, suggest strategies for marketing and promoting AI chatbots, and provide recommendations for evaluating the success and impact of the chatbot business. Please provide a well-structured document or report as the output format, including sections such as executive summary, market analysis, business model, marketing strategy, implementation plan, financial projections, and evaluation metrics. Finally, I also hope you could provide at least three different revenue models for AI chatbot businesses, along with practical examples or scenarios for each model. Additionally, please share insights on potential challenges and risks in the chatbot industry and suggest mitigation strategies.