HEURISTIC ANALYSIS OF INVESTMENT STRATEGY
研究了在资金有限时如何选择投资项目及分配资金，通过线性规划模型和博弈论方法分析最优投资策略的稳定性与动态变化。
The present article investigates the problem of optimal investment, when, given a limited amount of funds, a decision must be taken to which projects and what amounts of funds are to be invested. Supposing that the expected average profit depends on several possible different market conditions, a matrix .game against nature. has been selected as the initial mathematical model. With a view to develop the optimal investment strategy, a linear programming task is formulated. The sensitivity of solutions to profitability coefficients is analysed by means of formulating a dual task for this task. The present article considers the stability and dynamics of the optimum investment strategy given a varying amount of the funds allocated to investment and the profitability of specific projects.