In this paper we develop a discretized version of the dynamic programming algorithm and study its convergence and stability properties. We show that the computed value function converges quadratically ...

The previous article in this issue dealt with the general principles of Dynamic Programming. In this article Professor Lindley shows how Dynamic Programming links up with certain decision problems in ...

So, what’s the “best” dynamic risk scoring algorithm? The truth is, each of these methods has a role, and the optimal approach depends on context.

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