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研究子公司在当前总公司不同政策情况下,未来政策不确定性对企业投资临界值的影响,将企业集团内子公司新技术产品未来的需求描述为混合布朗运动/泊松跳跃过程,并用泊松跳跃过程描述政策的转换过程.通过建立模型以及模型模拟数值解,得出了特定情况下子公司投资的临界值,并考察了因总公司的不支持政策对子公司投资造成的阻碍程度对企业决策临界值的影响,进一步分析了决策临界值对政策的不确定性概率的依赖程度以及在存在突变因素的情况下企业的决策.
To study the influence of the future policy uncertainty on the critical investment value of a company under different current head office policies, describe the future demand of new technology products in a subsidiary of a group as a mixed Brownian motion / Poisson jump process, and use Poisson Jump process to describe the conversion process of the policy.Through the establishment of the model and the numerical simulation of the model, the critical value of the subsidiary’s investment in a particular situation is obtained, and the degree of obstruction to the subsidiary’s investment due to the unsupported policy of the parent company is investigated. The influence of the critical value is further analyzed. The dependence of the decision threshold on the uncertainty probability of the policy and the decision-making of the enterprise under the condition of the mutation are further analyzed.