パラメータが未知のマルコフ決定過程を用いた個人融資限度額の設定  [in Japanese] Managing Credit Lines Using Markov Decision Processes with Unknown Parameters  [in Japanese]

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Author(s)

Abstract

In this research we apply Markov decision processes with unknown parameters to managing credit lines. We propose a new managing credit lines method which maximizes total discounted reward with reference to a Bayes criterion.

Journal

  • IEEJ Transactions on Electronics, Information and Systems

    IEEJ Transactions on Electronics, Information and Systems 132(1), 68-69, 2012-01-01

    The Institute of Electrical Engineers of Japan

References:  8

Codes

  • NII Article ID (NAID)
    10030528933
  • NII NACSIS-CAT ID (NCID)
    AN10065950
  • Text Lang
    JPN
  • Article Type
    SHO
  • ISSN
    03854221
  • Data Source
    CJP  J-STAGE 
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