Optimizing credit limit adjustments under adversarial goals using reinforcement learning.
Sherly Alfonso-SánchezJesús SolanoAlejandro Correa BahnsenKristina P. SendovaCristián BravoPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- reinforcement learning
- multi agent
- function approximation
- learning algorithm
- reinforcement learning algorithms
- machine learning
- markov decision processes
- model free
- credit scoring
- state space
- learning problems
- learning process
- partially observable
- risk evaluation
- temporal difference
- temporal difference learning
- robotic control