最短路径算法在多阶段决策中的应用  

Application of Shortest Path Algorithm in Multi-Stage Decision

作　　者：王琼[1] 

机构地区：[1]南京师范大学数学与计算机科学学院,江苏南京210097

出　　处：《南京师范大学学报（工程技术版）》2008年第1期84-87,共4页Journal of Nanjing Normal University(Engineering and Technology Edition)

摘　　要：介绍了最短路径算法的研究发展.针对多阶段决策问题,给出了利用最短路径算法的求解思路和实例,即图结点表示状态、弧表示状态之间的先后关系.针对套汇问题,指出了其与一般最短路径问题的本质差异:求解路径上权值乘积的最大值.并基于Floyd算法框架,提出了最大获利的套汇算法,算法计算结果优于以往文献.Research and development of the shortest path algorithm is introduced. Regarding muhi-stage decision problems, ideas and practical examples of resolution by using shortest path algorithm are presented. The method is that decision states are represented as nodes of graph and the sequential relation of states are arcs of graph. Regarding arbitrage problem, a new algorithm is presented. Regarding arbitrage problem, the paper points out distinguishing characteristic with traditional shortest path problem ： solving maximum of weight＇ s product of path. Based Floyed algorithm framework, maximum profit arbitrage algorithm is presented. The algorithm＇ results are better than those of the former literatures.

关 键 词：最短路径 多阶段决策 套汇问题 

分 类 号：TP311[自动化与计算机技术—计算机软件与理论]