摘要
就考虑贴现效用偏好的情况下如何实现一段投资计划期末最大贴现消费效用 ,提供了一种行业投资分配策略模型·运用此模型 ,针对相应的行业投资最优控制问题进行了分析 ,利用极大值原理结合实际经济过程导出了上述问题的最优控制形式 ,可以对投资资金进行最优控制决策 ,达到最佳期望投资效果·
In order to maximize a discounted consumption utility at the terminal time of planning,a model was developed to determine the optimal investment allocation policy among trades. In accordance with relevant optimal trade investment behavior, some problems were analyzed using the model. Based on the maximum principle, an optimal control form was proposed according to the practical behavior process. The model predicts that commercial banks could control their fund to realize their expected discounted utilization through the optimal control policy.
出处
《东北大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2002年第7期648-651,共4页
Journal of Northeastern University(Natural Science)
基金
国家自然科学基金资助项目 (97 5 62 0 3 0 1)
关键词
最优控制
行业投资
贴现
投资分配
optimal control
trade investment
discounted
investment allocation
