Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit
We introduce a method for pricing consumer credit using recent advances in offline deep reinforcement learning. This approach relies on a static dataset and requires no assumptions on the functional form of demand. Using both real and synthetic data on consumer credit applications, we demonstrate that our approach using the conservative Q-Learning algorithm is capable of learning an effective personalized pricing policy without any online interaction or price experimentation.
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Deep Reinforcement LearningQ-Learningreinforcement-learningReinforcement LearningReinforcement Learning (RL)Methods 이 논문이 사용한 방법론
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