zzc 发表于 2005-4-13 11:59

投资策略问题

<P>一个数学建摸中的运筹学问题，哪位高手能给一个比较详细的解答，不胜感激！</P>
<P ><FONT size=3>某公司拟对<FONT face="Times New Roman">8</FONT>个项目进行投资，下表是公司过去一年中这些项目的月净收益率，试通过分析表中数据来确定公司下一步的投资计划。<p></p></FONT></P>
<P ><FONT size=3><FONT face="Times New Roman"> <p></p></FONT></FONT></P>
<P>
<TABLE  cellSpacing=0 cellPadding=0 width=576 border=1>

<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">     </FONT>月份<p></p></P>
<P >项目<p></p></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman"> 1<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman"> 2<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman"> 3<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman"> 4<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman"> 5<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman"> 6<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A1<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.015<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.012<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.017<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">-0.005<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">-0.006<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.002<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A2<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.039<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.040<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.032<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.081<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.004<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">-0.062<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A3<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.002<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.011<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.077<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.003<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.001<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.003<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A4<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.012<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">-0.048<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.026<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.039<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.150<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">-0.076<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A5<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.055<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.014<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.001<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.001<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.023<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.002<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A6<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">-0.011<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.012<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.063<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.028<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.081<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.021<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A7<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.017<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.099<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.034<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.044<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.022<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">-0.021<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A8<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.007<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.006<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.011<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.003<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.002<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.017<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">       </FONT>月份<p></p></P>
<P >项目<p></p></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">   7<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">   8<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman"> 9<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">  10<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">  11<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">  12<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A1<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.018<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.007<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.014<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.019<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.002<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.017<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A2<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">-0.051<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.002<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.047<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.036<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.022<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.021<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A3<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.018<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.009<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.011<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.007<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.010<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.003<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A4<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.102<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.116<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.002<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">-0.083<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">-0.022<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.049<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A5<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.019<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">-0.023<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.009<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">-0.015<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.022<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.015<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A6<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.014<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">-0.002<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.008<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.011<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.026<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.031<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A7<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.042<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.003<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.052<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.044<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.039<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.051<p></p></FONT></P></TD></TR>
<TR >
<TD  vAlign=top width=109>
<P ><FONT face="Times New Roman">A8<p></p></FONT></P></TD>
<TD  vAlign=top width=83>
<P ><FONT face="Times New Roman">0.021<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.016<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.024<p></p></FONT></P></TD>
<TD  vAlign=top width=72>
<P ><FONT face="Times New Roman">0.025<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.023<p></p></FONT></P></TD>
<TD  vAlign=top width=84>
<P ><FONT face="Times New Roman">0.019<p></p></FONT></P></TD></TR></TABLE></P>
<P ><FONT size=3>要求：由于市场限制，对项目<FONT face="Times New Roman">A2</FONT>、<FONT face="Times New Roman">A4</FONT>、<FONT face="Times New Roman">A7</FONT>的每项投资不能超过<FONT face="Times New Roman">1</FONT>千万元，对<FONT face="Times New Roman">A2 </FONT>和<FONT face="Times New Roman">A4</FONT>的投资总额不能超过<FONT face="Times New Roman">1.6</FONT>千万元，对<FONT face="Times New Roman">A3</FONT>的投资不能超过<FONT face="Times New Roman">2</FONT>千万元。<p></p></FONT></P>
<P ><FONT face="Times New Roman"><FONT size=3>一、</FONT>              </FONT><FONT size=3>设公司下一步的总投资额为<FONT face="Times New Roman">6</FONT>千万元，试建立一个数学模型用以求解最佳投资方案，使公司总期望收益尽可能大。<p></p></FONT></P>
<P ><FONT face="Times New Roman"><FONT size=3>二、</FONT>              </FONT><FONT size=3>分析上述投资方案的风险，问是否可以对上面的数学模型进行调整，或建立一个新的模型，使投资方案更为合理？</FONT><p></p></P>

<P>谢谢了！小弟初学数模，还没入门，大家帮忙啊！</P>

zzc 发表于 2005-4-13 12:15

高手们帮忙啊，再次感谢！

ilikenba 发表于 2005-4-13 12:52

<P><a href="http://www.madio.net/Article_Show.asp?ArticleID=439" target="_blank" >http://www.madio.net/Article_Show.asp?ArticleID=439</A></P><P>这篇文章是关于这方面的好文章！</P>

threedays 发表于 2005-8-19 01:14

奇怪

兄台所指地址文章无显示啊

ilikenba 发表于 2005-8-19 14:21

<P>我这里可以正常显示，好像也出现过不难显示的时候，大概就是IE的某个插件没有打开的缘故！</P>

ricky_611 发表于 2009-7-16 18:51

没显示……

hua372494277 发表于 2010-5-28 22:21

好难！希望高手能留下解题过程

marshhu 发表于 2010-6-24 21:58

没显示，可惜！
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