The present invention employs data processing systems to handle debt collection by formulation the collections process as a Markov Decision Process with constrained resources, thus making it possible automatically to generate an optimal collections policy with respect to maximizing long-term expected return throughout the course of a collections process, subject to constraints on the available resources possibly in multiple organizations. This is accomplished by coupling data modeling and resource optimization within the constrained Markov Decision Process formulation and generating optimized rules based on constrained reinforcement learning process comprising applied on the basis of past historical data.