注记:最大化总回报净现值的项目选择与排序

Note—Project Selection and Sequencing to Maximize Net Present Value of the Total Return

Management Science · 1992
被引 31
人大 A+FT50UTD24ABS 4*

中文导读

研究如何同时选择一组项目并确定最优实施顺序,以最大化总回报的净现值,并提出一种高效的多项式动态规划方法。

Abstract

This note considers a problem of simultaneous selection of a subset of N projects and determination of an optimal sequence to implement these projects so as to maximize the net present value of the total return. We first establish an optimal sequence of all projects which does not depend on the particular subset of selected projects and then propose an efficient polynomial dynamic programming method for solving the problem.

项目选择项目排序净现值最大化动态规划