Optimal dynamic resource allocation to prevent defaults
U. Ayesta, M. Erausquin, E. Ferreira, P. Jacko
| 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
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| Subject: | Markov Decision Processes | Multi-Armed Bandit problem | Default risk management | Dynamic resource allocation policies | Theorie | Theory | Markov-Kette | Markov chain | Allokation | Allocation | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2016.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011535335