The Dynamic Programming Model for Investment Decision of Enterprise

Abstract

Enterprise often face to limit financial resources but also have to consider how to invest effectively on a number of projects in the various factors of the risks and benefits in different periods. In order to assure the optimal investment results of capital investment, this paper has established dynamic programming model which is multi-dimensional and multi-objective and fuzzy optimization, dynamic programming and genetic algorithm is combination to solve investment decision of enterprise. At last, this paper through an example to verify the validity of dynamic programming model.