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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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.
- 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