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中文摘要：
本文研究了投资者在Knight不确定及机制转换环境下带通胀的最优投资决策问题．利用Ito公式、α-最大最小预期效用偏好模型、随机分析等方法，得出了机制转换环境下利润流的动力学方程，Knight不确定及机制转换条件下考虑通胀因素的投资预期价值公式，利润流临界现值及不同参数对投资的影响．
英文摘要：
This paper studies the problem of optimal investment with inflation under Knight uncertainty and regime-switching. By using the Ito formula, α-maxmin expected utility model, stochastic calculus, we obtain the dynamics of profit flow with inflation under regime-switching and Knight uncertainty, the profit flow calculation formulae with inflation, the critical present values of the profit flow and the explanations of the effect of the parameters on an investor＇s decisions.
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