马尔可夫链在企业经济活动分析中的应用  

Application of Markov Chains in Economic Activities Analysis

作　　者：陈建梅[1] 周世国 张斌[2] 

机构地区：[1]郑州工业大学数理力学系,河南郑州450002 [2]郑州工业大学建筑系,河南郑州450002

出　　处：《郑州工业大学学报》1999年第3期63-65,共3页Journal of Zhengzhou University of Technology

基　　金：河南省自然科学基金

摘　　要：为了科学地预测企业所关心的各项经济指标，以便为企业的未来行为作出正确的决策方案，需用适当的数学模型和方法对企业的经济活动进行定量的研究．基于经济活动的复杂、多变性及带有许多随机性因素的特点，针对两种常见的经济问题，分别建立了相应的马尔可夫链模型，应用马尔可夫链的相关理论，巧妙地构造转移概率矩阵，只通过简单的矩阵运算，便迅速解决问题．实例表明：马尔可夫链模型及方法在企业经济活动分析中是可行和实用的。To scientifically forecast numerical indexes which enterprises are concerned with in their economic activity,or to make a correct strategic decision in the future,suitable mathematical model and method are needed.Economic activity has the characteristics of complexity,changeability and randomness.In this paper,according to two real economic problems of different types,Markov models are estabished respectively,and the transition probability matrixs are constructed.Based on the relevent theory on Markov chains,the forecasting problem 1 and the decision problem 2 are solved respectively.The main computing method is through matric operation.Solutions of two problems show that Markov model is practiable and feasible,and it can be widely applied to the solution of all other forecasting problems and the decision problems in enterprises.

关 键 词：马尔可夫链 经济活动分析 利润 转移矩阵 

分 类 号：F224.7[经济管理—国民经济] O211.62[理学—概率论与数理统计]