基于動態(tài)規(guī)劃原理的房地產(chǎn)項目多階段資金分配研究

任華茜

【摘要】房地產(chǎn)資金分配問題中，本文以動態(tài)規(guī)劃的方法為基礎(chǔ)將問題考慮為一個多階段的資金分配問題來研究，在此基礎(chǔ)上同時考慮項目的風險-收益對資金分配的影響。通過分析預測收益、風險衡量，尋求在風險-收益達到一定平衡最優(yōu)的情況下再進行資金分配，建立馬爾可夫決策模型。討論了模型的假設(shè)條件，并結(jié)合實例，得到最優(yōu)資金分配方案。

Abstract： Real estate funds allocation， the paper-based method of dynamic programming problems will be considered for allocation of funds to a multi-stage research， on this basis， taking into account the risk of the project - the impact on income distribution of funds. Through analysis and forecast earnings， risk measurement， risk seeking - income reaches a certain balance in the case then the best allocation of funds to establish a Markov decision model. Model assumptions are discussed， with examples， the optimal allocation of funds.

【關(guān)鍵詞】動態(tài)規(guī)劃；多階段；資金分配

Keywords： dynamic programming；multi-stage；allocations