Simplest possible object-oriented FSM

AttackState.cs

public class AttackState : IBehaviorState
{
    private readonly ICharacter _character;

    public AttackState(ICharacter character)
    {
        _character = character;
    }

    public IBehaviorState Execute(long time)
    {
        if (_character.Dead)
            return new DeadState().Execute(time);

        if (_character.HasTarget() == false)
            return new FindTargetState(_character).Execute(time);

        _character.AttackTarget();

        return this;
    }
}

DeadState.cs

public class DeadState : IBehaviorState
{
    public DeadState()
    {
    }

    public IBehaviorState Execute(long time)
    {
        // Playing death animation or smth
        return this;
    }
}

FindTargetState.cs

public class FindTargetState : IBehaviorState
{
    private readonly ICharacter _character;

    public FindTargetState(ICharacter character)
    {
        _character = character;
    }

    public IBehaviorState Execute(long time)
    {
        if (_character.Dead)
            return new DeadState().Execute(time);

        if (_character.HasTarget())
            return new AttackState(_character).Execute(time);

        _character.FindTarget();

        return this;
    }
}

IBehaviorState.cs

public interface IBehaviorState
{
    /// <summary>
    /// Updates state and checks for transitions.
    /// </summary>
    /// <returns>
    /// Next state or self.
    /// </returns>
    IBehaviorState Execute(long time);
}

ICharacter.cs

/// <remark>
/// Sample bot interface.
/// </remark>
public interface ICharacter
{
    int Health { get; }
    bool Dead { get; }

    bool HasTarget();
    void FindTarget();

    void AttackTarget();
}