Optimal dynamic resource allocation to prevent defaults

Title
Optimal dynamic resource allocation to prevent defaults
Authors
Keywords
Markov Decision Processes, Multi-Armed Bandit problem, Default risk management, Dynamic resource allocation policies
Journal
OPERATIONS RESEARCH LETTERS
Volume 44, Issue 4, Pages 451-456
Publisher
Elsevier BV
Online
2016-04-30
DOI
10.1016/j.orl.2016.04.008

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