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Optimal dynamic resource allocation to prevent defaults - MaRDI portal

Optimal dynamic resource allocation to prevent defaults (Q1694773)

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scientific article; zbMATH DE number 6835040
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English
Optimal dynamic resource allocation to prevent defaults
scientific article; zbMATH DE number 6835040

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    Optimal dynamic resource allocation to prevent defaults (English)
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    6 February 2018
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    Markov decision processes
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    multi-armed bandit problem
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    default risk management
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    dynamic resource allocation policies
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