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

DOI10.1016/J.EJOR.2015.01.047zbMATH Open1346.91273OpenAlexW2011982737MaRDI QIDQ320958FDOQ320958

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

Recommendations

• A stochastic dynamic programming approach to decision making in arranged marriages
• On Multiple Choice Secretary Problems
• Many-to-many matching: stable polyandrous polygamy (or polygamous polyandry)
• The senior and junior secretaries problem
• Optimal project selection when borrowing and lending rates differ

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)

Cites Work

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

This page was built for publication: Lending decisions with limits on capital available: the polygamous marriage problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320958)