Lending decisions with limits on capital available: the polygamous marriage problem

DOI10.1016/j.ejor.2015.01.047zbMath1346.91273OpenAlexW2011982737MaRDI QIDQ320958

Lyn C. Thomas, Mee Chi So, Bo Huang

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/374077/1/revisionLoanaceptancelimitedcapital070614.pdf

zbMATH Keywords

dynamic programmingMarkov processesconsumer credit lending

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Financial applications of other theories (91G80) Markov and semi-Markov decision processes (90C40)

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Cites Work

• Markov decision processes with applications to finance.
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