哈尔滨工业大学学报：社会科学版
哈爾濱工業大學學報：社會科學版
합이빈공업대학학보：사회과학판
Journal of Harbin Institute of Technology(Social Sciences Edition)
2006年
5期
108~112
,共null页
随机模糊 投资收益率 融资决策 SPSA算法
隨機模糊 投資收益率 融資決策 SPSA算法
수궤모호 투자수익솔 융자결책 SPSA산법
random - fuzzy; investment return; financial decision; SPSA algorithm
企业未来投资收益既具有随机性又表现出一定的模糊性，而将未来单位资本投资收益率定义为随机模糊变量，按照企业发展的特点将其分为低、中、高三个阶段，并在随机模糊环境下建立了融资决策模型，最后利用基于随机模糊模拟的SPSA算法对模型进行求解，结合算例对算法的有效性进行了解释。
企業未來投資收益既具有隨機性又錶現齣一定的模糊性，而將未來單位資本投資收益率定義為隨機模糊變量，按照企業髮展的特點將其分為低、中、高三箇階段，併在隨機模糊環境下建立瞭融資決策模型，最後利用基于隨機模糊模擬的SPSA算法對模型進行求解，結閤算例對算法的有效性進行瞭解釋。
기업미래투자수익기구유수궤성우표현출일정적모호성，이장미래단위자본투자수익솔정의위수궤모호변량，안조기업발전적특점장기분위저、중、고삼개계단，병재수궤모호배경하건립료융자결책모형，최후이용기우수궤모호모의적SPSA산법대모형진행구해，결합산례대산법적유효성진행료해석。
The firm＇s future yield contains not only stochastic character but also fuzzy character. In this paper, the future unit capital investment yield is characterized as a random - fuzzy variable, which according to the trait of corporate can be divided as follows： high yield, medium yield and low yield. The DCF financial decision model is developed in random -fuzzy circumstance. At last, the SPSA algorithm based on random - fuzzy simulation is given to solve the model, and one case is provided to illustrate the effectiveness of the proposed algorithm.
