基于动态规划的我国铜战略储备路径研究

Study of reasonable strategic copper reserve basing on the stochastic dynamic programming model

建立战略储备是保证紧缺资源铜供应安全的一条重要途径,目前国家储备中存在忽略成本控制的弊端。本文以战略铜储备综合成本为主要优化目标,在终端时间、市场出清条件约束下,基于潜在总成本函数开发一个战略铜储备的随机动态规划模型,并利用该模型得到不同情况下中国的战略铜储备最优规模、最佳的补仓战略。研究成果对中国最佳战略铜储备政策的制定具有现实指导意义。

It is an important way to establish strategic reserve to ensure supply security of copper resources shortage, while the cost control is ignored in the existing national reserve. On the condition of terminal time and market clearing,we develop a stochastic dynamic programming model based on the potential total cost. The aim of the model is to minimize the comprehensive cost of strategic copper reserves, We can figure out the optimal scale and drawdown strategies for a few specific cases by using the model. The research results have practical guiding significance to the policy formulation of optimal strategic policy of copper reserves.