Optimizing credit limit adjustments under adversarial goals using reinforcement learning

DOI10.1016/J.EJOR.2023.12.025MaRDI QIDQ6554682FDOQ6554682

Cristián Bravo, Jesús Solano, Kristina P. Sendova, Alejandro Correa-Bahnsen, Sherly Alfonso-Sánchez

Publication date: 13 June 2024

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

reinforcement learningOR in bankingbanking analyticscredit limit management

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• Do Banks Pass through Credit Expansions to Consumers Who want to Borrow?*

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