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粒子群优化算法在项目投资决策中的应用

Application of Particle Swarm Optimization in Project Investment Decision
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摘要 粒子群优化算法是一种全局随机优化算法,本文将该算法用于项目投资决策,并与经典的动态规划解法进行比较,显示了该方法的简单性、可行性和有效性. Particle Swarm Optimization（PSO） is a stochastic global optimization algorithm. It is used in project investment decision（PID）. So compared with the traditional dynamic programming（ DP）, the algorithm was simple, feasible and effective.
作者 田东平
机构地区 上海师范大学数理信息学院
出处 《天津师范大学学报（自然科学版）》 CAS 2006年第1期77-80,共4页 Journal of Tianjin Normal University：Natural Science Edition
基金 上海师范大学教育科研基金资助项目(L0148)
关键词 粒子群优化算法 项目投资决策 动态规划 particle swarm optimization project investment decision dynamic programming
分类号 TP301.6 [自动化与计算机技术—计算机系统结构]
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参考文献17

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二级参考文献20

  • 1Liang Y C，Proc 1999 Congress on Evolutionary Computation，1999年，1478页
  • 2Yu Inkeun，Proc POWERCON'98 1998 International Conference on Power System Technology，1998年，552页
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天津师范大学学报（自然科学版）
2006年 第1期

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