Optimal dynamic resource allocation to prevent defaults

DOI10.1016/j.orl.2016.04.008zbMath1380.90278OpenAlexW2343114244MaRDI QIDQ1694773

M. Erausquin, Eva Ferreira, Peter Jacko, Urtzi Ayesta

Publication date: 6 February 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/79300/1/ORL_report.pdf

zbMATH Keywords

Markov decision processesmulti-armed bandit problemdefault risk managementdynamic resource allocation policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (4)

A centre–free approach for resource allocation with lower bounds ⋮ Optimal dynamic resource allocation to prevent defaults ⋮ Modelling and solving resource allocation problems via a dynamic programming approach ⋮ Allocating resources via price management systems: a dynamic programming-based approach

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