| 基于动态规划的企业投资决策模型 |
| |
| 引用本文： | 刘锐.基于动态规划的企业投资决策模型[J].科学技术与工程,2009,9(22). |
| |
| 作者姓名： | 刘锐 |
| |
| 作者单位： | 华南理工大学自动化科学与工程学院系统工程专业,广州,510640 |
| |
| 基金项目： | 国家自然科学基金项目（面上项目，重点项目，重大项目） |
| |
| 摘 要： | 为了保证企业投资决策最优的投资效果,企业应把投资决策过程分为多个阶段.建立了以获得利润最大化,同时把投资总风险控制在可承受范围内为目标的基本动态规划模型.该模型把一个多阶段的投资问题转化为多个单阶段的问题,从而求解整个投资阶段的最优决策问题就转化成求解一系列单个投资阶段中的最优问题.
|
| 关 键 词： | 动态规划 模型 投资决策 利润 |
| 收稿时间： | 8/12/2009 2:11:24 AM |
| 修稿时间： | 8/19/2009 4:49:28 PM |
A Dynamic Programming Model for the Decision of Capital Investment |
| |
| liurui.A Dynamic Programming Model for the Decision of Capital Investment[J].Science Technology and Engineering,2009,9(22). |
| |
| Authors: | liurui |
| |
| Institution: | LIU Rui(College of Automation Science and Engineering,South China University of Techndegy,Guangzhou 510640,P.R.China) |
| |
| Abstract: | In order to assure the optimal investment results of capital investment,enterprises should divide the process of investment into several phases.Based on this consideration,essential dynamic programming model is developed which maximizes the total profit under the acceptable bound of the risk.The model translates a multi-stage investment problem into a number of single-stage investment problems,so the optimal investment decision of the whole phase is translated into a series of individual stages. |
| |
| Keywords: | Dynamic Programming Model Investment Decision Profit |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《科学技术与工程》浏览原始摘要信息 |
| 点击此处可从《科学技术与工程》下载免费的PDF全文 |
