SPECIAL SECTION: WAGNER PRIZE PAPERS - Managing Credit Lines and Prices for Bank One Credit Cards - The PORTICO system uses Markov decision processes to choose price points and credit lines for card holders to maximize net present value for the portfolio.
Year of publication: |
2003
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Authors: | Trench, Margaret S. ; Pederson, Shane P. ; Lau, Edward T. ; Ma, Lizhi ; Wang, Hui ; Nair, Suresh K. |
Published in: |
Interfaces : the INFORMS journal on the practice of operations research. - Linthicum, Md : INFORMS, ISSN 0092-2102, ZDB-ID 1207854. - Vol. 33.2003, 5, p. 4-21
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