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Paper Abstract and Keywords
Presentation 2010-06-10 16:20
[Invited Talk] Managing Credit Lines Using Markov Decision Processes
Yasunari Maeda, Masakiyo Suzuki (Kitami Inst. of Tech.) SIS2010-13
Abstract (in Japanese) (See Japanese page) 
(in English) 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.
Keyword (in Japanese) (See Japanese page) 
(in English) managing credit lines / Markov decision processes / outer environment / dynamic programming / expected total discounted reward / / /  
Reference Info. IEICE Tech. Rep., vol. 110, no. 74, SIS2010-13, pp. 71-75, June 2010.
Paper # SIS2010-13 
Date of Issue 2010-06-03 (SIS) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee SIS  
Conference Date 2010-06-10 - 2010-06-11 
Place (in Japanese) (See Japanese page) 
Place (in English) Abashiri Public Auditorium 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To SIS 
Conference Code 2010-06-SIS 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Managing Credit Lines Using Markov Decision Processes 
Sub Title (in English)  
Keyword(1) managing credit lines  
Keyword(2) Markov decision processes  
Keyword(3) outer environment  
Keyword(4) dynamic programming  
Keyword(5) expected total discounted reward  
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1st Author's Name Yasunari Maeda  
1st Author's Affiliation Kitami Institute of Technology (Kitami Inst. of Tech.)
2nd Author's Name Masakiyo Suzuki  
2nd Author's Affiliation Kitami Institute of Technology (Kitami Inst. of Tech.)
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Speaker Author-1 
Date Time 2010-06-10 16:20:00 
Presentation Time 40 minutes 
Registration for SIS 
Paper # SIS2010-13 
Volume (vol) vol.110 
Number (no) no.74 
Page pp.71-75 
#Pages 5 
Date of Issue 2010-06-03 (SIS) 

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