风险投资的最优决策问题的数学模型
Mathematical Modelling for the Problem of Optimal Decision about Investment at Stake
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摘要: 本文从总体投资所得的最大收益着手,为找出平均投资风险与最大平均收益的关系,引进了平均总体风险率系数α,建立了规划模型.该模型在一定的条件下可化为一个线性规划问题来求解.Abstract: This article deals with the maximum profit of the overall investment.In order to find out the relation between the average of investment at stake and the maximum profit,a coefficient "a" of the average rate of overall investment at stake is introduced,a programming modelling is set up.This modelling can be solved by changing it into a problem of linear programming under specified conditions.