Lending decisions with limits on capital available: the polygamous marriage problem
From MaRDI portal
Publication:320958
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
Applications of mathematical programming (90C90) Dynamic programming (90C39) Financial applications of other theories (91G80) Markov and semi-Markov decision processes (90C40)
Related Items (1)
Cites Work
- Markov decision processes with applications to finance.
- Optimal control of diffusion processes with reflection
- Who solved the secretary problem
- Analysis of heuristic solutions to the best choice problem.
- Selecting the best choice in the full information group interview problem
- The Dynamic and Stochastic Knapsack Problem
- Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process
- Submodular Secretary Problem and Extensions
- The Dynamic and Stochastic Knapsack Problem with Random Sized Items
- The Secretary Problem and Its Extensions: A Review
- A secretary problem with uncertain employment
- On Multiple Choice Secretary Problems
- Finite Horizon Stochastic Knapsacks with Applications to Yield Management
- Optimal Sequential Investment Decisions Under Conditions of Uncertainty
- House-Hunting Without Second Moments
- A Sequential Stochastic Assignment Problem
This page was built for publication: Lending decisions with limits on capital available: the polygamous marriage problem
