Modelling the profitability of credit cards by Markov decision processes.
Meko M. C. SoLyn C. ThomasPublished in: Eur. J. Oper. Res. (2011)
Keyphrases
- markov decision processes
- state space
- finite state
- transition matrices
- policy iteration
- dynamic programming
- optimal policy
- reinforcement learning
- reachability analysis
- average cost
- action space
- decision theoretic planning
- average reward
- decision processes
- finite horizon
- partially observable
- model based reinforcement learning
- reinforcement learning algorithms
- action sets
- multi agent
- factored mdps
- planning under uncertainty
- risk sensitive
- discounted reward
- temporal difference
- real valued
- real time dynamic programming