Lending decisions with limits on capital available: the polygamous marriage problem

DOI10.1016/J.EJOR.2015.01.047MaRDI QIDQ320958zbMATH OpenOpenAlexFDO

Authors Mee Chi So, Lyn C. Thomas, 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

zbMATH Keywords

dynamic programmingMarkov processesconsumer credit lending

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Financial applications of other theories (91G80)

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Cites work

• A Sequential Stochastic Assignment Problem
• A secretary problem with uncertain employment
• Analysis of heuristic solutions to the best choice problem.
• Finite Horizon Stochastic Knapsacks with Applications to Yield Management
• House-hunting without second moments
• Markov decision processes with applications to finance.
• On Multiple Choice Secretary Problems
• Optimal Sequential Investment Decisions Under Conditions of Uncertainty
• Optimal control of diffusion processes with reflection
• Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process
• Selecting the best choice in the full information group interview problem
• Submodular secretary problem and extensions
• The Dynamic and Stochastic Knapsack Problem with Random Sized Items
• The Secretary Problem and Its Extensions: A Review
• The dynamic and stochastic knapsack problem
• Who solved the secretary problem

Cited in

(3)

• A stochastic dynamic programming approach to decision making in arranged marriages
• Online voluntary mentoring: optimising the assignment of students and mentors
• Decision making in arranged marriages with a stochastic reservation quality level

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