Optimal dynamic resource allocation to prevent defaults
Year of publication: |
July 2016
|
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Authors: | Ayesta, U. ; Erausquin, M. ; Ferreira, Eva ; Jacko, P. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 4, p. 451-456
|
Subject: | Markov Decision Processes | Multi-Armed Bandit problem | Default risk management | Dynamic resource allocation policies | Theorie | Theory | Allokation | Allocation | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Entscheidung | Decision | Risikomanagement | Risk management |
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