淺析礦區投資動態規劃分析摘要前言

　　摘要

動態規劃奠基於20世紀510年代初期，其主要奠基人之1 man以最優性原理為出發點，建立了動態規劃理論。在近幾10年來，動態規劃獲得了迅速的發展。在理論和應用上都出現了大量的文獻。它正逐步成為國際學術界的重要學科。

本文詳細的闡述了動態規劃。動態規劃是基於“最優性原理”它將1個複雜的多維問題分解成若干個相互依賴、聯絡的易於求解的低維問題。動態規劃中的1些基本概念有：階段、狀態、決策、策略、狀態轉移方程、值函式等。基本演算法方程有逆推演算法基本方程、順推演算法基本方程等。為了求解實際問題首先必須對實際問題建立動態規劃模型。文中就如何建立模型及應注意的1些問題作了說明。

它在經濟中的應用10分廣泛，涉及工業、農業、交通運輸、投資、通訊等各個領域各個部門。在本文中，應用動態規劃理論，針對礦區建設的特點，以投資呆滯損失和欠產損失為主要優化目標，以初期投資少為次優化目標，建立了礦區建設投資最優模型，並對其求解，最後得到了結論。

　　關鍵詞：動態規劃；投資分析；最短路徑

　　Abstract

The dynamic programming lays a foundation in the 1950th. man is one of its main founders that he has taken optimality principle as a starting point, established the dynamic programming theory. In the recent several dozens years, the dynamic programming has get rapid development, some literatures in the theory and the application have appeared. It is gradually becoming the important discipline of international academic circles.

Dynamic programming has been elaborated in this article. The dynamic programming is based on “the optimality principle”, which makes a complex multi-dimensional question into an easy lower question with relation to it. In dynamic programming, some basic concepts include: Stage, state, policy, strategy, equation of state shift, value function and so on. The basic algorithm equation has tow: counter projection method and along projection method. In order to solve the actual problem, we establish dynamic programming model first. In this paper, it gives some explanations to establish some dynamic programming model.

It is extremely widespread in the economical application, involves the industry, the agriculture, the transportation, the investment, and so on. In this paper, in apply of dynamic programming theory, in view of the mining area construction characteristic, take of delay loss and the shortfall in output loses as the main optimized goal, take the initial investment few as the sub optimization goal, established construction investment most superior model in the mining area, and get model solution. We get the conclusion at last.

Keywords: Dynamic programming；Investment analysis； Most short-path

　　前言

在決策過程中，人類在不斷的`探索最優決策方法。1方面從橫向入手，即忽略時間對決策過程的影響，從所有可行方案中尋找最優方案，實現最優決策。這類問題由於不考慮時間因素故稱為靜態規劃，如：線性規劃、整數規劃等。另1方面從縱向入手，由於問題的複雜、環節多、時間長，往往要分階段作多次決策，每次決策都要受其緊前決策的影響，同時又影響其緊後決策，這類問題是在時間流動過程中，依次作出決策，以實現整個動態過程的最優決策，故稱為動態規劃。1951年，美國數學家貝爾曼（man）等人在研究1類多階段決策問題時，針對這類問題的特性，提出瞭解決動態規劃問題的核心——最優化原理，從而建立了數學規劃的另1新的分支——動態規劃。通過建設模型並求解，為公司得到了礦山投資最優方案，節約成本，加大利潤，為公司提供了正確的決策方法。