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回顾动态规划在过去一些年的发展,特别是它在多目标优化与不可分优化问题中的可喜进展.介绍了动态规划在解决多阶段均值-方差组合投资问题中的创造性应用.旨在进一步推动动态规划的理论研究,拓广它在各行各业中的应用.
Reviewing the development of dynamic programming over the past few years, especially its promising progress in multi-objective optimization and indivisible optimization problems, this paper introduces the creative application of dynamic programming in solving multi-stage mean-variance portfolio investment and aims to further promote the dynamic Planning theoretical research, to expand its application in all walks of life.