In allusion to the shortcomings of the current dynamic portfolio investment decision methods, this paper presents a non linear recursive programming approach for dynamic portfolio investment decision through the introduction of recursive programming.

• 针对现有动态组合证券投资决策方法的不足 ；引入递推规划的思想和方法建立了动态组合证券投资决策的非线性递推规划模型 .