政府投资项目投资Pontryagin连续和离散控制模型  

Research on the Pontryagin Continuous and Discrete Control Model of Government Projects' Cost

作　　者：张小平[1] 余建星[1] 段晓晨[2] 

机构地区：[1]天津大学建筑工程学院,天津300072 [2]石家庄铁道学院经管分院,河北石家庄050043

出　　处：《工业工程》2007年第5期89-92,共4页Industrial Engineering Journal

基　　金：国家自然科学基金资助项目(70373032)

摘　　要：结合政府投资项目的特点,针对政府投资项目投资控制的难点、重点,从Pontryagin连续、离散最优控制模型角度对政府投资控制进行定量研究。通过引入投资流的概念,在一定假设条件下建立起最优控制模型,采用庞特里亚金最小值原理对模型求解。通过举例,表明经过该方法优化后的投资方案不仅投资总额得到节省,而且业主的投资流更为平稳,有利于业主筹集资金以保障项目的顺利实施,从而为政府投资项目的前馈控制创造了条件。This paper introduces the concept of cash flow and builds an optimal control model under some hypotheses to study cost control of government investment projects and then solves the model using pontrya- gin continuous and dicrete theory, The validity of the method is illustrated through an example which shows that not only the total cost is less in the optimized investment plan than the original ＇ s, but also cash flow needed by the project is more steady, and both of them facilitate the implement of the project,

关 键 词：投资控制 庞特里亚金模型 政府投资项目 前馈控制 

分 类 号：F830[经济管理—金融学]