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建立战略储备是保证紧缺资源铜供应安全的一条重要途径,目前国家储备中存在忽略成本控制的弊端。本文以战略铜储备综合成本为主要优化目标,在终端时间、市场出清条件约束下,基于潜在总成本函数开发一个战略铜储备的随机动态规划模型,并利用该模型得到不同情况下中国的战略铜储备最优规模、最佳的补仓战略。研究成果对中国最佳战略铜储备政策的制定具有现实指导意义。
Establishing a strategic reserve is an important way to ensure the safety of scarce resource copper supply. At present, there are some drawbacks of neglecting cost control in national reserve. In this paper, the overall cost of strategic copper reserve is taken as the main objective of optimization. A stochastic dynamic programming model of strategic copper reserve is developed based on the potential total cost function under the constraints of terminal time and market clearing conditions. The model is used to obtain China’s strategy under different conditions The optimal size of copper reserves, the best strategy to cover positions. The research results have realistic guiding significance for the formulation of China’s best strategic copper reserve policy.