连续投资问题模型研究.doc

. . . . PAGE 专业资料 连续投资问题模型研究 摘要 项目投资分析是进行经济分析、加强综合平衡、改进计划编制的重要工具。我们所做的投资问题，也是研究经济活动的一项基本活动。本题给出了初始拥有资金总额和各个项目投资与收回的本利。在项目的投资期内，需要对项目进行连续投资，且也有收益，这样在投资期内可能需要不断进行选择，这本是一个与时间有关的连续投资问题（动态问题），现可以利用线性规划静态化处理，我们要根据各个项目投资与收回的本利的关系，确定五年内各项目的投资，以满足总资金本利总额最大。 线性规划是运筹学的一个重要分支，同时也是学习期他运筹学分支的基础和起点。随着计算机的逐渐普及，线性规划越来越广泛地应用于工业农业交通运输业和经济等各种决策领域，成为现代科学管理的重要手段之一。 在此，我们运用线性规划的知识建立模型，通过lingo软件求解模型，解决实际的经济问题。 关键词：连续投资 线性规划 灵敏度分析 lingo CONTINUOUS MODEL OF INVESTMENT ABSTRACT Project investment analysis is that the economy being in progress analyses , reinforces comprehensive balance, improves the implement planning importance weaving. The investment we have done is a basic activity of studying economic activity. This question has given the initial total amount of funds and various investments and the returning profits in this case. Investment in the project period, we need to invest continuously in the project, and there are benefits, so that it may be necessary for us to select during the project period.This is a time-related and continuous investment issue (dynamic problem). Now we can use the linear programming which is a static treatment to solve the problem. We need to determine the purpose of investment within five years to meet the maximum total amount of principal and interest total capital based on the relationship between the investment in various projects and the returning profits. Linear programming is an important branch of operations research, but also a starting of learning others branch of operations research. With the increasing popularity of computers, linear programming becoming more widely used in industrial agriculture, transportation, and economic and other policy-making, which has become an important means of modern scientific management . Here, we use linear programming to built models, through lingo software to solute the model and the real economic problems. Key words: continuous