摘要
不确定性条件下的经济问题非常重要,采取动态规划方法研究不确定性投资理论的应用现实意义重大。本文介绍了动态规划及其基本方程———贝尔曼方程,然后应用贝尔曼方程和处理不确定性问题的基本引理———伊藤引理,阐释了一个著名的不可逆性投资模型及其现实应用,由此抛砖引玉,推进该领域的研究。
The economic problems under uncertainty are very important, but researches on them are not very popular. Dynamic programming theory and stochastic process are very useful for dealing with economic problems under uncertainty. In this paper, the dynamic programming method and Bellman equation are introduced, and then Bellman equation and Ito lemma are used to introduce a famous irreversible investment model.
出处
《山东建筑工程学院学报》
2006年第2期145-147,共3页
Journal of Shandong Institute of Architecture and Engineering
