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Markowtiz\u6559\u6388\u5728\u5747\u503c-\u65b9\u5dee\u6295\u8d44\u7ec4\u5408\u7406\u8bba\u4e0a\u7684\u7ecf\u5178\u9759\u6001\u6a21\u578b\u63a8\u5e7f\u5230\u66f4\u5177\u4e00\u822c\u6027\u7684\u52a8\u6001\u6295\u8d44\u6846\u67b6\u4e0b\uff08\u5176\u4e2d\u4e0e\u5434\u4e91\u9f99\u535a\u58eb\u5408\u4f5c\u89e3\u51b3\u4e86\u591a\u9636\u6bb5\u6a21\u578b\uff0c\u53ca\u4e0e\u5468\u8fc5\u5b87\u6559\u6388\u5408\u4f5c\u89e3\u51b3\u4e86\u8fde\u7eed\u65f6\u95f4\u6a21\u578b\uff09\uff0c\u5f00\u542f\u4e86\u52a8\u6001\u5747\u503c-\u65b9\u5dee\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u7406\u8bba\u8fd9\u4e00\u8fd1\u5e74\u6765\u6d3b\u8dc3\u800c\u5145\u6ee1\u524d\u666f\u7684\u65b0\u7814\u7a76\u65b9\u5411\u3002<\/p><p>\u674e\u6559\u6388\u79ef\u6781\u53c2\u4e0e\u4e13\u4e1a\u5b66\u672f\u6d3b\u52a8\u670d\u52a1\u793e\u4f1a\u3002\u4ed6\u62c5\u4efb\u6216\u66fe\u62c5\u4efb<em>IEEE Transactions on Automatic Control<\/em><em>\u3001<\/em><em>Journal of the Operations Research Society of China<\/em><em>\u3001<\/em><em>Journal 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