PROBLEM TO BE SOLVED: A receivable used to select an optimal policy in controlling receivables, which can reflect the state of external factors such as the size of the set credit limit and the economic environment in the transition probability of future credit ratings Providing portfolio control devices. SOLUTION: Given an initial state of a bond, an initial state of an external factor, and a control period length, an optimal policy calculation unit cooperates with an action determination unit to each state of the bond at each time point and each state of an external factor Using the expected gain under each action in, output an optimal policy that is guaranteed to maximize the expected total gain in the control period. In the behavior determination unit, given the state of the bond, the state of the external factor, and the time point, the behavior determining unit outputs the optimum behavior for maximizing the expected total gain thereafter and the maximum value of the expected total gain in the state at the time point. [Selection] Figure 1
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