| Presentation | 2010-06-10 Managing Credit Lines Using Marlov Decision Processes Yasunari MAEDA, Masakiyo SUZUKI, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In previous research Markov decision processes has been applied to managing credit lines. And an expected total discounted reward was maximized. But an outer environment (e.g. economic growth) was not represented in the model. So in this research we apply Markov decision propcesses with the outer environment to managing credit lines. And we propose a new managing credit lines method which maximizes expected total discounted reward in the Markov decision processes with the outer environment. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | managing credit lines / Markov decision processes / outer environment / dynamic programming / expected total discounted reward |
| Paper # | SIS2010-13 |
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| Conference Information | |
| Committee | SIS |
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| Conference Date | 2010/6/3(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Registration To | Smart Info-Media Systems (SIS) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Managing Credit Lines Using Marlov Decision Processes |
| Sub Title (in English) | |
| Keyword(1) | managing credit lines |
| Keyword(2) | Markov decision processes |
| Keyword(3) | outer environment |
| Keyword(4) | dynamic programming |
| Keyword(5) | expected total discounted reward |
| 1st Author's Name | Yasunari MAEDA |
| 1st Author's Affiliation | Dept. of Computer Sciences, Kitami Institute of Technology() |
| 2nd Author's Name | Masakiyo SUZUKI |
| 2nd Author's Affiliation | Dept. of Computer Sciences, Kitami Institute of Technology |
| Date | 2010-06-10 |
| Paper # | SIS2010-13 |
| Volume (vol) | vol.110 |
| Number (no) | 74 |
| Page | pp.pp.- |
| #Pages | 5 |
| Date of Issue | |