外部要因を考慮したマルコフ決定過程の個人融資における限度額の設定戦略への適用

概要

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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 processes 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.