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1. Project Management Body jf Knowledge (PM BOK), Project Menagement
Institute, Drexel Hill, Pennsylvania, 1987.
2. Body of Knowledge, Assosiation of Project Managers, INTERNET UK,
Buckinghamshire, 1992.
3. IN 69 901. Projektmanagement, Aug. 1987. Daneben hat der Normen anschuss
den Begriff der Projektwirtschaft ges chaffen (Besamtheit aller einrichtungen und
Mass gahmen, die dazu dienen, das Projekt zu realisieren).
4. Dulfer, E.; Projekte und Projektmanagement im internationalen Kontext. Eine
Einfuhrung, in: Projektmanagement INTERNATIONAL, Stuttgart, 1982, s. 2-30.
5. Clealand, D.I., King, W.R. (Tds.). Projekt Management Handbook, 2nd.Ed. New
York. Van Nostrand Reinhold, 1988.
6. Projektmanagement - Fachmann, GPM und RRW, Dentschland, Eschbon, 1991,
B1, B2, - 1130 s.
7. .. . . .: , 1995. - 225 .
8. 27-31
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max{T1 x1; T2 x2 } . ( x1, x2 ) ,
, :
(2)
max{T1 x1; T2 x2 } T
6
(1) (2) ( 1).
6 : 5= /c2; A5= c/c1; B6= T/T2; A6= T/T1.
,
( (1) (2)) 113454. ,

47

 , ,
(r; 0) -(0; r).
, ,
,
P1, (R/; 0) - (0; R),
.

X2
B2
C2

r
B5
B3
B6

C3
P1

C4
C5

C1

A1

A4

A5

A2

X1

. 6.
, ,
(,
).
,
. ? -
!
, , -
()
.
, .

48

 , , , ,
, (
). , -

.
4.
1.2.2.
1.1.2
( ).

?
-
,
(
). ,
.
. , ,
( ),
, .

(. ).
, , ( -
), ,
, .
,

(. 1.1.3 1.2.3).

( ),
, .
( ),
.
,

.
,
. , ()
, (
), .

(
- ), ,

49

 ( , ),
. ,
, [4]. , ,
(
), ,
, , (
,
[6]).
, 1.1.2.
, , :
4 R l 1l 2 1 ( l 1 ) 2 ( l 2 ) .
(1)
, :
1 ( y2 )

1l 21
,
2

(2)

2 l 2
.
(3)
2
{1(), 2()}
. ,
:
1 ( y2 ) = 1 y2 , 1 > 0 .
(4)
2 ( y2 )

2 ( y2 ) = 2 y2 , 2 > 0 .

(5)

{1 , 2 } , , 1 > 0, 2 > 0, ( 1 + 2 ) y2 C , y2 ,
(1) . ,
(
4).
, :
4R l l 4 R l l 4 R l l max,
(6)
1 2
1
1 2
2
1 2

1 2

1l12
l2

(7)
4 R1 l 1l2 1 1 l 1 0,
4 R1 l 1l 2
2
2

l 2
l2

(8)
4 R2 l 1l 2 1 2 4 R2 l 1l 2 2 2 l 2 0,
2
2

l , l 0; , > 0; ( + ) 4 R l l C.
(9)
1 2
1
2
1 2
1 2
(6) , {1, 2}
. , (1)
l1 l2 ,

50

 ( (7) (8)).
(9)
.
,
(l1 l2 ). , {1,

2} , (7) - (8) .
, :
l1

3
= 2 R 13 2
1 2

1
4

l 2

3
= 2 R 1 23
1 2

( 10 )

(10) (6) (9),

:
1
1
( 11 )
1 = 2 =
12 C 2 4
4R
, (11)

: 1 2 ,
.
(11). -, ,
,
(. (10)) .
( 1 2) ,
,
, .
, ,
, ( (.
1.1.2)):
- ;
- -
;
- , , ;
-
().
, (
).
.
1.2.3.

,
.
: ( ),

51

 ( ),
.
1.1.3.
-
.
- ,
..
, ,
,

,
.
, ,

.

.

.
.
, ,
.
:

()

. , ,
.
, :

,
..

52

K=4
24

19
\16\

\11\

K1=4 K2=4

(19)

(16)

K1=4 K2=4

(13)

(13)

[10] [9]

[7] [9]

[10] [3]

[10] [4]

[5]

K1=4 K2=4

K1=3 K2=4

K1=4 K2=1

K1=4 K2=2

K1=2 K2=3

[6]

[10] [6]

[5] [9]

[7] [6]

K1=4 K2=3

K1=2 K2=4

K1=3 K2=3

. 7
,
-. ,
, ,
.
, =4,
. 7. (4)
(1, 2, 3): (4;4;4); (3;4;4);
(4;1;4); (4;2;4); (4;3;4); (3; 3;4); (2;3;4); (2;4;4).
.
,
, .

.
( -),
, ,
.
.
, ,

, .
( ).
( )

. 7. (,

53

 , ,

- ,
).
. 7 .
, , 4 = 4 - (1=4, 2=4)
(19) (1=4, 2=3) (16). ,
. 4 = 3
(1=2, 2=3) (11) (. . 7). ,
= 4, (19),
(1=2, 2=3, 3=4).

.

.
. ,
,
.
.
. - ,
.

,
.
, .
(1,2,3,4)
p1=1/8; p2=1/2;
p3=1/4; p4=1/8 q1=1/6; q2=1/3; q3=1/3; q4=1/6, .
(4) r4= 1 8 1 6 + 1 4 = 1 16 .
r3=7/16, r2=7/16, r1=1/16.
,
. ,


. (
)
, .
, .
, (
) ,
.

, .
.

- ,

54

, .
, -, ,
, - ,
. - , ,

,
, , .
=3,
, ,
3=3, 4=3 , , ,
3=3, 4=2 3=2, 4=4 ..

(
)
.

,
,
. ,

.
, [1,8],
, ,
.

,

1, 2, 3 (, ,
, , (1=2,
2=3, 3=4), 1 = 2, 2 = 4 3 = 5
). ,

,
, = max {2, 4, 5} = 5.
, , ,
4 = 3, - 3 = 4.
: = 3+ 4 = 5+max{2,
4} = 9.

, ,
, , .
,

,

55

 .
( . 4).
, ,
. , .
,
. ,
,
.
,
. ,
.
,
.
.

, .

, , , ,
, .
, ,
, , .
.

,

.
.
? ,
, .
, , ,
. - ?
. ,
, .. ,

, .
.
1.

, ,
,

.
2. (
),

56

 , ( ,
).
3.
, ,
.
, , , - .
.
,
( , ).
. .
.
( ,
) . ,
, ,
, , ,
..
,
.
, .

.
,

.
=4,
5,
(3=4; 4=3).
4=3 (1=4; 2= 1) (1=2;
2=3). 5 .
, .
. -,
(
, ). -,

, ,
, ,
. , , -,

( ),

-.

,

.
,

57

.
, .
1.3.
,
, , ,
, -
,
. ,
.

, .. -
, ,
,
- .

.
.
, -
.
. ,
, . ,
, , .
,
.
(
), , ,
,
. - -
?, , (
).
.., , (
) .
, - .
(),
( ).
? , .
1.3.1.
n , -
( ,

58

 ..). d i D, i = 1, n ,
d - , D - . x = (),
, ,
, = (1, 2, ... , n). ri - i- ,
. ,
()
i, (a, a, ... , a) = a, a [d, D].
, ri.
(
), , , :

1
n

r i

i 1

.
,
, ()
(i ri).
. ,
,
, i- :
f i ( x, ri ) = x ri , i = 1, n
(1)
i,
x ( 1 , ..., i , ..., n ) ri .
. n=3, d=0, D=1, r1=0.4, r2=0.5,
r3=0.6, :
x = ( ) =

1
3

. i ri , i = 1,3 ,

i =1

, x = 0.5.
, .
( ) , r1<0.5, r3>0.5.
, 1 3.
1 = 0, 2 = 0.5, 3 = 1. x = (1 , 2 , 3 ) = 0,5. .
. ,
.
(1 , 2 , 3 ) >

1 1 ,

2 = 2 , 3 = 3 ,

x , , , ,
.
: (1 , 2 , 3 ) < x , 3 3 . ..,
* ,

59

 . * = (0; 0,5; 1) -
[6].
: w1 = (d, D, D) = (0, 1, 1) = 2/3; w2 = (d, d, D) =
(0, 0, 1) = 1/3 (, (0, 0, 0) = 0
(1, 1, 1) = 1). w2 r1 w1(1/3 1/2 2/3). [w2, w1]
(
).
,
, ,
( ) .

r = {ri} ( ):
q, wq-1 rq-1; wq rq, q = 2, n ( ,
q), x* = min (wq-1,rq).
q=2, 1/2 = min (2/3; 1/2).
, ,
i = d , i > q, i = D, i < q
(,
ri,
r1 < r2 < r3). , r , w1 w2,
*.
ri ri (
, , ~
) . , ~ri ri
, x*(r1, r2, r3) r2. ~
r1 < r1 .
r~1 = 0.2 . - -
. ~
r1 > r1 ,
, , r~1 > r2 .

( r~1 , r2 , r3 ) = r~1 , r1 r~1 > r1 r2 ,

r1. , r~1 ,
r1.
, .
, ,
,
, .
(
). ri , r1
<r2 < ... < rn x* - (x* = (*)).
, , x*>r

i = d , x* < ri,

i = D, i = 1, n . d < i < D , x* = ri. , x* = rq,

j = d j < q , j = D j > q , q

60

d , d ,..., d , q , D, D,..., D = rq .
3
14243
1424
n q
q 1

(2)

,
q. (n-1) :

(3)
wi = d , d , . . . , d , D , D , . . . , D , i = 1 , n 1 .
3 1 42 43
142 4

q 1
nq
w0 = D > w1 > w2 > ... >wn = d, wi ri wi-1, x* = ri, i [wi, wi-1]. ,
q, :
wq-1 rq-1, wq rq.
(4)
q, :
x* = min (wq-1, rq).
, ,
S* :
1. {wi }, i = 1, n .
2. q (4).
3. q (2).
4. j = d j > q , j = D j < q .
,
( ~ri ri ) .
, , , ()
,
.
,
,
.

(
).
1.3.2.
,

. ,
- -
(
, ).

61

,
() ,
. ?
,
?

.
,
, . ,

.
. ?
.
,
, . , , ,
1.1.3, - (1),
(2), (3).
, , .
- .
() 1 3, - 2 3.

. ,
1 (, 2 )
( ), 3.
1 2. 1 (2) ,
x1 (x2) 1 (2 ) 1 (2) ,
3, 1 = x1/x3 (2= x2/x3). ,
i 0, i = 1,2 .
:

(1)
xi = i , i = 1, 3 ,
1+
= 1 + 2, 3 1. , xi -
. , 1, 2 3
R , i- xiR.
. -,
, . -,

. , , -,
, .
.
1
1 2 3.

62

 1.

1
r11=3

r21=3

2
r12=1
r22=4

3
1
1

,
( r12 r21). ,

, (r11 = 3 > 1, r21 = 4 > 1).
100 .
,
:
3
4
x1 (r11 , r22 ) = 100 = 37,5;
x2 (r11 , r22 ) = 100 = 50;
8
8
1
x3 (r11 , r22 ) = 100 = 12,5.
8
,

(x1 + x2 + x3 = R; 37,5 + 50 + 12,5 = 100).

:
3
1
x1 (r11 , r12 ) = 100 = 60;
x2 ( r11 , r12 ) = 100 = 20;
5
5
1
x3 (r11 , r12 ) = 100 = 20.
5

:
3
4
x1 (r21 , r22 ) = 100 = 37,5;
x2 (r21 , r22 ) = 100 = 50;
8
8
1
x3 (r21 , r22 ) = 100 = 12 ,5.
8
.. , ,
( ).
, 1 (60
> 37,5), 2 - (20 < 50), 3 - (20 > 12,5).
,
. ,
, 1 r1, .
, , 1=5.
:

63

5
4
1
100 = 50;
x2 (1 , r22 ) =
100 = 40;
x3 (1 , r22 ) =
100 = 10.
10
10
10

. ,
,
( ,
).
.
1=1. :
1
4
x1 (1 , r22 ) = 100 = 16,( 6); x2 (1 , r22 ) = 100 = 66,(6);
6
6
1
x3 (1 , r22 ) = 100 = 16,(6).
6

, , ,
.
, 1=1 1=5. , 1
r1,
.
i- ( i = 1, 2 ):
x1 (1 , r22 ) =

x j
f i ( ri , xi , x j ) = min , j = 1,3; i = 1, 2
(2)
j rij


, , ,
f1=min{x1/r11; x2/r12; x3/r13)
1 r1.
(2) ,

. ,
(2)
( )
.
( ()),
, ,
.
, .
(r11=3> r12=1; r22=4>
r21=3). , (2),
. ,
, .
, () ,
.

64

 , ,
( (2)
) - .
1.3.3.

(),
()
() - .
.
,
.
,
?

.
.
,


, , , , ,
(),
? ,

.
. .
U
q, .
, = U - U2/2q. U0
0,
: q=U02 / 2(U0 - 0).
, , ,
i- i
Ui ( n ):
i (U i ) = U i

U i2
U 02

(U 0 0 ),

i = 1, n .

? , i(Ui)
(, Ui = U0, i = 0),
, .
= max i - ,
i

65

.
0 U0 :
( 0 ), 0
f 0 = 0
, 0 < < 1, > 0.
( 0 ), 0

, ,
(0 ),
(0 - ). 0 ,
, ( - 0).

i 0 i :
( i 0 ), i 0
f i = i
, 0 < < 1, > 0.
( 0 i ), i 0
?
. , ,
0 U0,
,
().
?

0
. (. ) 0,
i. 0 (0 ),
:
f 0 = (1 ) 0 + ,
0 , ,
0. , 0 < , ,
, . :
f 0 = (1 + ) 0 ,
i,
, .
, ,
f0 = U (

U
U2
1) + 0 (1 + 2 ) .
U0
U0

U > U0 (0 < ), ,
0. ,
, ,
<

U 02
(U 2 U 02 )

( ) ,
, , , ,
, ,

66

. ,
.


,
.
, .
?
,
, , . ,
,
.
,
. , ..
, - ,
, (..
). . 8

i(x), i-
( i = 1, n ), X.
,
, ,
:
( x) = max { i ( x )}
i =1, n

( .8).,
i(x)
(, ),
X.
?

67

 (i)

1()

2()

3()

X ()

. 8.
. -
( ) (Ui(x), i(x)), Ui -
x, i(x) - (i-
,
). ,
,
.
-
, , .
- ? ,

.
, (1(x), ..., n(x)),
( ) = max{ i ( x )} ,
i

(x), i- :
f i ( 1 ( ), ..., n ( x)) = i i ( ) $ ( ) , 0 <

< 1,
i

i =1

68

 i - , $ ( ) - ()
.
, j- , ..
~ j ( x) j ( x) ( ,
~ ( x ) ). (x)=(), , j- ,
j

$ ( ) = j ( ) , ~ j ( x) > j ( x)
~ j ( x) < j ( x) , . j(x)(),
.. , , k
k(x) = () > j(x), ~ j ( x) < j ( x) , j-
( , ),
~ ( x) ,
~ j ( x) > j ( x) , .. , ( ) =
j
~
$
, ( ) = ( ) < ( x) . , ,
j

- .
, -,
, ( )
, , -, .
,
.


, (u)
q: (u) = u - u2/2q. , q
[a, b], ,
. ? .
, ,
q (
). , a>0,
q=a. u=a, : u=a
, ()=/2.
.
q,
.
, q [a, b] (
),

u2
b
ln .
u
a
2
b

a
(
)

69


,


( ) q.
q, ,
q.
1.3.1 ( d = a,
D = b ).
.
,

,
, i(ui) = ui - (ui2/2q), ,
q,
, ,
. ,
{ i } i =1, n . ,
ui. ui

q ( ui = ui(q)), , ,
ui,
q.
( q) u
= q, ui = qi, i = 1, n ,
qi q. , i(q) = q/2, ui = qi,
(q1, q2, ... , qn).
.
, ,
( q ,
), ,
.

70

 2


2.1.
, , ,
. ,
, ,
, ,
.
, (
, , , 1.2.3)
,
- , .
, ,
, , - .

(, ,
), . ,
,
. ?
.

:
1) ( ,
, , ..);
2) ( ),
-
, ,
..;
3) (,
, ..).
:
( ,

, ), -
.
. -,
, , .. -,
, ? , , -,

, , , (

71

 , )
, .

, ,
.
2.1.1. ()
.
,
().
. ,
,
. , ,
- li ,
, si .
li
, , ..
.
qi = li /si
, .
- ,
, . li l
, si. ,
- si s ,
li.
. ?
? , ,
. ,
, . ,
,
li - si. ci ,
i . ,
i = li - ci, 1
2 . . . n. , ,
, 1, ,
, , c1.
.

1. i
( ). ,

72

 ( i ,
). ,
si, ,
1 = l1 - s1 = l2 - c2 =2,

s1 = c2 +

1
(l 1 l 2 ) c1 .

l 1 s1 2
=
l 1 c1 1

.
, l1 = 20, c1 = 5, = 1
k=

l2 = 30, c2 = 25,
s1* = 25-10 = 15,
20 15 1
k=
=
20 5 3
1/3 .
2. ( .)
.
(li - 1si),
i = li - si.

? 1
, , -,
, , -, i,
, ,
l1 - 1c1 = li - 1ci

( ),
c1 ci, . ,
,
li - 1si,
100%.
, , 1

l1 - 1c1 = l2 - 1c2,

1 =

l 2 l1
= 0,25 .
c2 c1

73

 1 (,
s1 = 5, s2 = 25).
, , .
, ci ,
1-

( l i 1si ) ; max
( l i 1si ) .
max
i
i
, ,
.
, () -
.
- (
)
.
2.1.2.
,
,
.
Aij - , i
j, Sij - , i (, Sij Aij).
( , ) ,
. ,
, .
xij = 1, j
i xij = 0 .
:

xij Sij min

i, j

xij = 1, j = 1, m
(1)

xij = 1, i = 1, n

j- :

j =

x S

ij ij

i =1

( ),
,
( ).

74


.
,
,
C=

ij

Ci j .

(2)

i, j

{ }

. Sij - . xij = 1. i
= S ij - Aij = j = Aij. , Sik - Aik > i,
Sik, k .
Sik = Aik + i. Sik < Aik + i,
Sik Aik + i, , .

{ }

(1) Sij
Sij = Aij + i, i , j = 1, n . , ,
, , Sij =
Aij, . ,
,

( A

ij

+ i Xij ,

i, j

A x

ij ij

. ,

i, j

, Aij,
i .
, .
S = {Sij} - ( ,
), xij(S) - . ,
S ij = Sij + i,
j = 1, n , ,
, . , ,
. ?
Lj ( ). ,
.
,
Sij = Aij, i
i, i = Sii. i0 = Li, S ij0 = Li,
i = 1, n , j = 1, n . :

Sij = min Li , i + Aij + Aii ,

(3)

ij = min L j , S jj .

(4)

75

{ }

Sij , , i = Sii , i = 1, n .
,
() . ,
.
,
.
. ,
, ,
i i.
3. Li = L; Aii = a < L; Aij = L, j i. ,
S ij = L i, j.
: xii = 1; xij = 0, j i; i =L, i = 1, n .
,
Smin = na S = Ln,
S
a
K = min
=
<< 1 ,
L
S
a << L.
4. . Aij
:
i\j
1
2

1
15
25

2
10
15

L1 = 120, L2 = 100.
S ij

j .
:
0
0
0
0
S21
= S11
= L1 = 120 , S12
= S22
= 100

10 = 120 , 20 = 100
1 .

[
= min[ L ;

]
] = 110 ,

1
S12
= min L2 ; 10 + A12 A11 = 100 ,
1
S 21

0
2

+ A21 A22

[ ]
min[ L ; S ] = 100 .

1
1
S11
= 11 min L1 ; S 21
= 110 ,
1
S 22

21

1
12

76

*
*
*
*
S11
= S 21
= 110 , S 22
= S12
= 100

.
1* = 100 , 2* = 100
K = 30/210 = 1/7, ..
.
.
,
{Lj}, {Aij}. ,
, , ,
. ,
i i, (m+1)

. 0 =

A x

ii

ij ij

i, j

, (m+1)
Sm+1,j = Am+1,j,
Sij = Aij + i , i = 1, m .
i m :
m

Am+1, j xm+1, j +
Aij xij min

j =1
i k

(5)

= 1 , i = 1, m + 1 , i k ,

ij

ij

+ xm +1, j = 1 ,

j = 1, m

(6)

ik

k (m+1)
. k
. , k 0 k. k > k - 0.

( A

ij

+ i xij

i, j

A x

ij ij

. k

i, j

k - 0, k, k =
k - 0 S ij = Aij + i - 0, m+1 = 0.
n = m+1 :

77

K=

(m 1)
i

i =1

i, i = 1, n Aij,

( ).
5. 3 ,
1, 2,
, A31 = A32 = b. a < b < L. 0 = 2a, 1 = 2 = a +
b, 1 = 2 = b - a
2a a
K=
= .
2b b
*
*
1 = 2 = b.
6. 4
- A31 = 40, A32 = 20. :
15 10

A = 25 15

40 20
0 = 30, 1 = 45, 2 = 35, 1 = 15, 2 = 5.
:

= 30,
S 11

=25,
S12

= 30,
S 21

=20,
S 22

S 31
= 40,

S 32
= 20.

x11
= x22
= 1, xij = 0.
,
1* = 30, - 2* = 20.

30
K=
= 0,6 ,
50
. . K = 1/7 4,2 .
,

.
,
, Aij = Aj i = 1, n , , k

= 0, k = 0, Aj, i = 1, m .
,

78

 , , (
).
n > m+1,
. , n. ,
n = m+2 Cm2 ,
i, j, , ,
.
:
ij = min

ks Aks

s k i, j

x ks = 1, s = 1, m

k i , j
m

x ks = 1, k i , j .

s=1

i + j ij 0 , i , j = 1, m,

0 i i 0 , i = 1, m,

.
, : max = max

0
.
0 + max
7. 6
15 10

25 15
A =
.
40 20

20 40
K=

: 1 = 35, 2 = 30, 12 = 40, 0 = 30,

1 35 - 30 = 5, 2 30 - 30 = 0.
,
S11 = 20, S21 = 25, S31 = 40, S41 = 20;
S21 = 15, S22 = 15, S32 = 20, S42 = 40.
.
1, - 4.
2, - 1.

K = 0,84 > 0,6.

79

 ,


.
2.1.3.
: ,
- .. , .
. ,
- (,
, ..). ,
,

.
, ,
,
. ,
( )
, , ,
.

.
.
- ( ,
).
, ?
, , .
,
( ) , ,
, - .
.
-, (),
, .

.
-,
.
. ,
n . qi,
Ci:
(1 i )
qi (Ci ) =
Ci , i = 1, n
R

80

 i < 1 - , R -
. ,
( ) .
( ). ,
, i- (Ci R),
i.
, .
, ,
. Q
:
n

Q(q1 , ... , qn ) = Q( C1 , ..., Cn ) =

i =1

(1 i )
Ci .
R

Q (q1 , ... , q n ) = (1, ..., n)

. , :
n

C R ,
i

i =1

(, - .
2.2) -
.
:
R
i = n
, i = 1, n
(1 i )

(1 )
j =1

,
. ,
, (
Q ). ,
-
.
, , , ,
.

4.2.
, ,
-
, - (
), ,
.
.

81

 (
) . , ()
,
- ,
. ?
, -
. ,
, - ( ),
. -, , -
, - . ,
, , ,
, , .
-
( - ).

- .
,
- .
,
.
, , ,
. ,
.
R = 5 .
,
x = 1 .
? ,
- ,
. -.
( ) p,
.
? (1-p).
n(1 - p) = 5 n. ,
, .
.
, :
n , ,
q (
Q = 1-q). , p=0,15.
n =5 0,56 - .
() - 0,22, n =7 q 0,07 .. (
). ,
0,002, 10 -
, ; ,
, 7 ..

82


.

, .
,
(, , ) ,
.
, ,
. ,
p<1 ,
. ,
.
( ,
). , ,
.
, . ,
. ,
- .
, ,
,
.
: -
( )
(n)
, ? ,
R,
( - p0) 0, (
p>>p0) - C<<0. , ,
,
(1 p) n R nC (1 p0 ) R C0 .

.
, - ,
,
() ,
. (
) .
, , () ,


.
,
.
,

83

. , ,
.
. ,
.
. ,
, - ,
, , - , - .
( , -

),
.
, .
- .
,

- .
.
F~ - ,
, F = ( f 1 , ..., f n ) , f i , i- .
, F.
() F~ ,
F~ (
). ,
, , , , F~ .
,
- .

, , .
,
, .
:
1. F~ ;
2.
F~ ;
3.
;
4.
, .
, 2 3 , ,

84

 , X1
X2 .
:
1. x1 . (
) - p1. - 1.
2. x2 . - p2. - 2.
3. y1 y2
. - p3. - 3.
F~ - (X1, X2) (
F~ ) . n1, n2, n3 -
, , , ,
. X1 = X2 =1; x1=0,6; x2=0,7; y1=0,2; y2=0,3.
, , ,
(n1=2, n2=2, n3=0), (n1=2, n2=1, n3=1), (n1=4, n2=0, n3=4) ..
.
- ,
.
, ( )
, ,
.
, (
R) N.
:
n1x1 n3 y1 X1
n x + n y X
2
2 2 3 2
,
n1 + n2 + n3 N
n C + n C + n C R
3 3
1 1 2 2
n1 , n2 , n3 N
N - .
,
. (n1=3,
n2=3, n3=0), (n1=3, n2=1, n3=2) .. .
N=6, R=11, C1=2, C2=3, C3=1, p1=0,1, p2=0,2, p3=0,15.
:

1
2
3
4
5

n1=2, n2=1, n3=1

n1=2, n2=2, n3=0
n1=2, n2=2, n3=1
n1=3, n2=1, n3=1
n1=3, n2=1, n3=2

4
4
5
5
6

8
10
11
10
11

0.55
0.52
0.74
0.58
0.57

85

, 1 2
. 4 5 . 3-5
. 3
( 1),
( 2) -
- .

.
1-5, , , ,
. , ,
, , , 4
(
), 5.
, ,
- , ..
.
,
, ( ) .
,
, :
(. 1.3, 2.2 [2, 3, 6]),
[4, 5] ..
,
-
, .
- ,
,
.
2.2.

, ,
. , , ,
, , ..
, , ,
(
).
,
, .
? ,
n i-
i(xi) (i() ), xi -

86

 , i = 1,n , x = (x1, ... , xn).

, :
n

( x ) max ,
i

(1)

i =1

R.

(2)

i =1

,
x*() (1) - (2) :

( ) =,

di xi
dxi
n

i = 1, n ,

(3)

x ( ) = R .

i =1

,
? ,
, , , . ,
.


, . ,
,
, , , ,
,
. ,
,
. ,
?
.
2.2.1
.
, .
ri - , i-
(i = 1, 2).
s1 s2, si - i-
. , s1+ s2 R, r1 + r2 R,
( x1 = s1, x2 = s2). ,
, s1+ s2 > R? ,

87

: 0 si R =1, i =1, 2, , ,
( si = 0), , si = 1.
() (
- ):
si
R , i = 1, 2 .
(4)
x i = i ( s1 , s 2 ) =
s1 + s 2
(4)
. , ,
, ,
. , ,
- ().
, .
:
1. r1 = +, r2 = +,
( - ).
s1* = s2* = 1. (
,
). , si >1 . si
<1, i- ( ,
sj = sj* = 1, ji), , , ( )
. x1*= 1(s1*,s2*) = x2* = 2(s1*,s2*) = R/2
= 1/2. , , r1 > 1/2, r2 > 1/2.
2. r1 1/2, r2 >1/2. s2*, , 1, s1*= r1/(1- r1)
( , si*(0, 1) r1<1/2). x1* = r1, x2* = 1-r1,
(
( 1.3.1)).
xi = 1/2? ri 1/2 (r1 + r2 >R),
i- ,
. , 1/2 = i(1, 1), ,
, .
, -
.
? - ! .

(. 1.3.1). ,
si[0, 1], ~
ri ri
~
~
i(xi). {r1 , r2 } ,
(s1* ( r~1 , r~2 ) ; s2* ( r~1 , r~2 ) ) :
1. r~i >1/2, s1* = s2*=1.
2.
si*=ri/(1-ri),

~
ri 1/2 ( ~
r j > 1/2, ji, r~1 + r~2 > 1 ),

sj = 1.

88

3. ~
r1 + r~2 1 , s1* = ~
r1 , s2* = ~
r2 .
(4).
,
, ,
. ,
, ,
~
ri ri, i=1, 2, . :
ri ri ,
1. ri > 1/2, , ~
. r~i <1/2, xi*<
1/2 - i- . ,
.
2. ri 1/2, i- ,
ri. j- (i j),
, ,
, , ~
r j <rj, sj*(ri, ~
rj ) 1
.
3. r1 + r2 1, x1 = r1, x2 = r2,
,
(,
,
).
, ,
,
, .

.
R, n
, i(xi), i= 1,n . ,
, , si Di, i = 1,n .
{ri} -
n

, ,

r > R .
i

i =1

(): xi = i(s), s = (s1, ... , sn)

() :
n

1.

( s) = R
i

i =1

s:

s > R .
i

i =1

89

2.
, .
3.

,

, ,
,
.

. ,
.
, I = {1, 2, ... , n}
: Q P (QP = ; QP = I).
Q () ,
(, ri
i- ). ,
P, , ,
, xi(s*)<ri, iP, s* -
. , si* = Di, iP.
, ,
ri .
~
, .
:
1. Q = , P = I , xi(D), i = 1,n , D = (D1, ... , Dn),
, .
xj(D) ~
r j , Q : = Q + {j}.
2. Si = Di iP
R=
r~j . ,

j Q

Q 2.
, .
. ,
, . ,
- , (, rj),
r j ) , 2 3 (),
(xj(D) - ~
, .
,
, .
, ,
{ ~
ri } ,
(). , ,
,
.

90

 , ,
, (
1.3.1) [2].
, -
()
.
, , ,
, .
, ,
.
.
2.2.2.
,
, ( ,
)
.
:
n

si ,
sj R

j =1

,
(1)
xi ( s) =
n

sj > R
min si , i ( si ) ,

j =1

n - , {si} - , xi - , R , i(si) - , . ,
, .

() :
n

min{s , ( s )} = R ,
i

i =1

,
R.
, ,
- ( i(si) si, i = 1,n ), ,

, ( i(si) -
si, i = 1,n ).

91

 ( ,
, ,
).

i(xi)
xi (
), ,
xi - si,
. - . ,
- -
.
{ri},
, n

r R
i

i =1

.
, ,
, (i(si) = si, i = 1, n ;
n

=R

s ),
i

..

i =1

.

, i(si)
si, i = 1, n , , ,
.
:
A
i ( Si ) = i , i = 1, n ,
(2)
Si
{Ai} - . Ai , i . Ai/Si
.

(- ).
(n = 3), 1 = 16; 2 = 9; 3 = 4; R = 18.
,

92

 . .

, xi ( s) = min si , ( Ai si ) si ,
si = (Ai/si). ,
n

x
i =1

= R

i =1

xi = si = Ai

Ai = R .

i =1

Ai . = 4, ,

:
xi = Si = R

Ai
n

(3)

Aj

j =1

s1* = 8; s2* =6; s3* = 4. , .

. : s1 = 7 < s1*,
s1+s2*+s3* < R. , x1= s1= 7 < x1*. s1= 9 > s1*, 4,5, x1= 8
x1*. (3) - .
[2], (3)
,
[5-7].
{ri}, ,
Si*> ri, i- ri ,
. ,
[6].
, ,

[2].
2.2.3.

,
, .
.
,
, , (

2.1.1 2.1.2).
,
i=i(xi)/xi

93

 .
( ).
, : -
si i .
i- wi=isi.
:
1 2 ..... n.
(1)
, ,
.
.
:
i = ( i si i ( si ) ) , > 0 , i = 1, n ,
(2)
isi=wi i(si). , (isi- i(si)) ,
.
:
f i (i , i ) = i ( si ) [i si i ( si )] , i = 1, n ,
(3)
- , ( i(si) -
). , , isi>i(si).
, .
R, ,
: (,
) s1.
( s2) ( )
, .
,
. , ,
.
,
i si.
,
,
(3) .
m - , (
j = 1, m ).
, , ..
j*= *, j = 1, m + 1 . ,
,
[2].

94

2.2.4
, ,
-

,

..

, ( ,
, ,
) .
9.
.
( N) n (ni -
n

i- , i = 1, n ,

n = N ).
i

i =1

n . i ( i = 1, n )
i- . i . ,
9 ,
(
..).
.

u 11

u12

.
. .

u 1n1

u 12

u 22

. . . . . . .

.
. .

u 2n 2

u1n

u 2n

.
. .

u nn n

. 9.
R . -
N (, ,
, 2.2.1 - 2.2.3). ,

95

 . ,
, ,
? .
N I = {1, 2, ... , N},
- I1 I2 (I1I2 = I; I1I2 = ).
:
1 2
i ( xi ) = xi
x , i = 1, n ,
(1)
2ri i
ri i-
. :
( ,
).

. , (1) :
r
xi = i R , i = 1, n ,
(2)
ri

i I

( (1) xi xi = ri ri/2). A=

r .
i

i I

:
=

( x ) = R 1 2 A .
i

(3)

i I

,
1 2.
1 2
R1 R2 (R1 + R2 = R),

.
, i ( i = 1, 2 )
:
rj
x j =
Rk , j I k , k = 1, 2 .
(4)
rj

j I k

R
R
k =
i ( xi ), k = 1, 2 ; 1 = R1 1 1 ; 2 = R2 1 2 ,
(5)
A
A2
2
2
1

k =

r ,
i

i=Ik

k = 1, 2 ,

1 + 2 = .

i I k

96

 (3) 1 2
. -, ,
1 + 2 * ,
(6)
. -,
, (6) , :
A
(7)
Ri = i R , i = 1, 2 .
A
,
(,
),
.
, (
1 2) .
, (4) (7)
{ri}.

.
:
, . ,
,
( )
.

,
. , ?
,
() . ,

( ,
, ,
).
.
R N ,
:
s
xi = i R , i = 1, N ,
S
n

si - , S=

- . 2.2.1

i =1

, ( si D , i = 1, N ),
() .

97

UI
n

= I = {1, ... , N }, I i I j = , i j ) i-

i =1

i.

- i. s j =

j = 1, n -

i I j

j- ( si - i- , j- ).
, i
, :
xij =

sij

, i I j , j = 1, n ,
(8)
s Rj
Rj - , j- .
, R1, R2, ... , Rn (R1 + R2 + ... + Rn = R)
{Sj}, j. ,

, , , (
, , ,
). ,
R
:
j

sj
R , j = 1, n ,
(9)
S
,
(7).

. , , ,
, , ()
. , (
- i -
, , ,
- )
,
, .
Rj =

2.2.5.
,
. , ,
, :
( ),

98

.. , ,
.
, ( -
) () .
,
, , ..
,
. () , ,
, ()
(,
). , ,
.

,
- ,
.. -
. , , .
(
), , ,
. ,
,

.
.
(), . ,
. ,
( = 1).
q1 = 0.4 q2 = 1.2 . ,
( - ) , q1 + q2 > C.
, ,
- 1, - 2 (1 + 2 = ).
.
1. . 1 = 2 = /2. q1 > C/2
q2> C/2,
f i = qi Ci , i = 1, 2 ,
(1)
, (
). , (
).
, , , q1 q2, ,
, , ,
.
2. . , ,
:

99

si
(2)
C,
S
S = s1 + s2, si - i- .
(2). ,
s1 + s2 C,
(3)
s1 + s2 < C, (
). , (1)
, :
C1 q1; C2 q2.
(4)
, (2) - (4) (s1, s2),
10.
(2) si, Ci,
.
(s1*, s2*), 10 AB
(, si, i- ,
si , (3)
- (4)). ,
( P 10
AB).
i =

S2
5/2

3/2

A
B

3/5

2/5

S1

. 10.
,
. , s1 = 0 (C1 = 0),
( s2 = 1 (C2 = 1)).
,
. i-
i = (si - Ci)/Ci (

100

 si). (2) , 1=2,

( ,
(qi - Ci)/Ci ).
3. . :
C (s s )
C (s s )
(5)
C1 = + 1 2 ; C2 = + 2 1 .
2
2
2
2
(3) - (4)
Ci, ,
AB 10. ,
, (s1, s2).

, ,
-
[11].
.
(. [11]).
.
2.2.1 ,
.


, , ,
.
n ,
f i = qi i ( Ci ) , i = 1, n ,
(6)
qi - i- , Ci -
, i(Ci) - . , i()
ri. i- s =
(s1, ..., sn) : Ci = i(s), i() - si. si
i-
.
, si di, i = 1, n .
- {si}
(1, 2, ... , n) , 1 + 2 + ... + n = , -
.
,
. s* - , ,
i(s*) > ri, si* = di, sj* > dj, j(s*)=rj.
,
{ri}:
1. , si* = di, i = 1, n . j- j(s) < rj,
Cj=rj , (rj - j(s))
.

101

2. ( ) ,
( , )
( ).
,
{ ~
ri } ,

r ) .
s*( ~
,
, .
, ( (6)
(3) - (4))
.
,
.
, ,
.
, .

102

 3

3.1.
, , .

, , ..
,
.
.
, n ( ,
, ..),
. ,
, (
) 1.
i- ai (ai < 1, i = 1, n ).

. ,
.
,
, .
, ,
(, 20% , 80% -
). ,
. ,
, , , -,
,
(, ), -,
.

.

. n -
.
.

Si. ,
fi(Si). ,
i(Si)
. ( ,
..) {xi} ( , xi Si),
R. {xi = i(S),

103

i = 1, n } . ,
yi = Si - xi .
, :
i(Si) - yi,
(1)
i(Si) - ( yi ,
). ,
(S), :
n

f (S ) ,
i

i =1

S* = {Si*} - ( ).
, i(Si) = aiSi, fi(Si) = biSi, 0<ai<1, bi>0,
i = 1, n .
xi ( S ) =

l i Si

jS j

R, i = 1, n ,

(2)

li - i- , S = ( S1 , S2 , ... , Sn ) .
, R = 1. , xi(S) > Si
( , ). ,
xi(S) - Si .
. (2) (1)
Si
l S l S

ai Si Si i i = i i (1 ai ) Si , L( S ) =
l j Si .

L( S ) L( S )

:
l i Si = L( S )[1 qi L( S ) ] , qi =

l S

i i

1 ai
.
li

= L( S )

L( S ) =

Q =

( n 1)
Q

Si =

(n 1) (n 1) qi
1
,
li Q
Q

(3)

. , , Si* 0

qi
1
<
, i = 1, n .
Q n 1

(4)

104

 ,
. Q n .
, (4),
, ..
, , (4).
qi, q1 q2 ... qn.
k ,
qi <

Qk
, Qk =
k 1

q ,
i

i = 1, k .

1. ai, li qi .

ai
li
qi

1
0,9
1

2
0,6
2

3
0,1
3

4
0,12
2,2

5
0,75
0,5

6
0,1
1,5

0,1

0,2

0,3

0,4

0,5

0,6

, k = 3. :
q1 + q 2
= 0,3 > q 2 = 0,2 ,
1

q1 + q2 + q3
= 0,3 = q3 = 0,3 .
2
,
. bi = li i,
( R=1)
( n 1)
1
L( S ) =
=3 ,
Q3
3

7
9

S = 2 79 .

2
5
S1 = 2 ,
S2 = 1 .
9
9
li = bi, i = 1, n .

,
. {li} ,
. {li
0} ,

105

b S =

i i

i =1

i =1

bi (n 1) R (n 1) qi
1

l iQ
Q

(5)

. li = (1-ai)/qi, qi/Q = i,
pi = (1-ai)/bi (5)
n

i ( n 1)i

i =1

pi

[1 (n 1)i ] .

(6)

{i 0},

= 1 ,
i

(6) .

i =1

,
1 + ( n 2) i
pi
l0i =
, i =
, i = 1, n .
2(n 1)
pj

(7)

1 ai
, i = 1, n
i0
( ). ,

b1 b2.
2. 1.

1
10 = 20 =
2
, (6),
p1 = 0,1; p2 = 0,2; 1 = 1/3; 2 = 2/3;
0

3
0
= 1 1 10 + 2 1 20 = 3 ,
p
p
4
1

2
31/3. 31/8.
-
.
. . :
p1 = 0,1; p2 = 0,2; p3 = 0,3; 1 = 1/6; 2 = 1/3; 3 = 1/2;
1 + 1
7
1 + 2 1
1 + 3 3
10 =
=
; 20 =
= ; 30 =
= .
4
24
4
3
4
8
{i0} 1/2, (4) . (6),
:
l0i =

106

0
0
1
= 2 1 1 210 + 2 1 220 + 3 1 230 = 4 .
p
p
p
6
1

2
3
,
. . :
p1 = 1 = 0,1; p2 = 2 = 0,2; p3 = 3 = 0,3; p4 = 4 = 0,4;
1 + 2 1
1 + 2 2
7
4
10 =
= 0,2; 20 =
=
; 0 = ; 0 = 0,3 .
6
6
30 3 15 4
(4) - .
:

0
i

i =1

p (1 3 ) =

=3
R

0
i

0,2 0,4 7 0,3 0,5 8

5
1
+
+
+ 0,1 0,3 2 ,5 = 4
3
>4 .
0
1
30
45
24
,
6

,
n = 5. :
p1 = 0,1; p2 = 0,2; p3 = 0,3; p4 = 0,4; p5 = 0,5;
1 = 1/15; 2 = 2/15; 3 = 1/5; 1 = 4/15; 2 = 1/3;
1 + 31
6
7
8
9
10
.
10 =
=
; 20 =
; 30 =
; 40 =
; 50 =
8
40
40
40
40
40
(4) .
45/24.

25%
.
. ,
i-
1
(8)
i ( Si ) yi = Si ri1 , 0 < < 1

1
i ( Si ) yi = Si ri1 ( Si xi ) .
(9)

Si
i ( S ) =
.
Sj

, ,

( S )
j

i-

107

 ri

Si

= 1

1
S

( 10 )

Si = ri 1

1
1

( 11 )

S
1

1 1

, H=
H = S 1

( 12 )

, (12) S* >
1. , S* > H.
H > 1:
1

1 1

<1.
1

H
,
,
. ,
i
Si = ri.
H.
u = S/H .
(12) S = uH, u:
1

1 1

u 1
=1 .

uH

(13 )

, u. ,
,
.


:
Si
i ( S ) =
, i = 1, n .
( 14 )
S j

108

i ( Si ) ( Si i ( S ) ) = ai Si Si

Sj

Si

( 15 )

Si 1

= 1 ai , i = 1, n .

( 16 )

. (16)
:

S ( ) =

1
Si = (1 ai )

Sj

1
,
S j

1
1
S ( ) = S ( )

(1 a )
j

j =1

n
S ( ) =
1 a j

j =1

Si =

(1 ai ) 1

(1 ai ) 1

(1 ai ) 1
1

S =

(1 ai ) 1

, , ai = a, i = 1, n , :

109


,
1 a
. ,
,
,
. ,
, .
, , ,
.
S=

3.2.
( , )
.
, - .

.
[6, 9 .].
,
, /
( ).
:

, ,
- ,
( , ) .
( ,
), (
) ( ).
,
,
,
, .
-
, , ,
.

.
,
,
.
,
. , - ,

110

 ,
, ..
.
n .
, ,
.
i- - pi . ,
pi (.
2.1.3 4.2) . ,

. ,
.

.
.
. i-
ri.
{ri} , {si}
.
, R = max{ri } . {ri} ,
i
, ( ) :
R = max{si } .
i
. i
Hi, li(s), s = (s1, ... , sn) . Ci,
- (Ci + ri).
si. i-
:
f i = Hi l i ( s) Ci + pi ( si ri ) .
(1)

:
(p s )
li (S) = n i i
R,
(2)

(s p )
j

j =1

.. ,
n

(, s

l ( s) = R
i

i = 1, n

li(s) - si).

i =1

, (pisi - li(s)) si

111

si = (s1, s2, ... , si-1, si+1, ... , sn) S~i = max{s j } . ,

j i
. ,
,
. ,
(2) li(S)= pisi.
s , , si = ri, i = 1, n .
, ,
.
n

( j: r j >

p r ).
i i

i =1

.
, ,
,
, , , -
, (

).
,
{pi}.
, ..
n . Hi - i-
, , li
- , Ri - , pi -
, Ci - . i-
:
f i = (1 pi ) Hi + pi Ri Ci l i , i = 1, n .
n

~
=R
i

i =1

R=

pR .
i i

i =1

.
1.
(,
..). ,

, , Ri Hi, i = 1, n .

112

 (moral hazard),
.
, ,
( - ). ,
, , ,
; , ,
..
, -
(adverse selection):
, . , ,

, .
2. , :
l i pi Ri , i = 1, n .
3. ,
:
Hi Ci l i 0 , i = 1, n ,
Ri Ci l i 0 , i = 1, n .
4. , :
n

R p 0 .
li

i =1

i i

i =1

,
. , ,
. 4
, ,
, , ,
.
( - - ).

, , .
, ,
, 0
: li = Hi 0 Ri = Hi.
1 - 4 :

113

Ci
1
Hi

Ci

.
(3)
1 max
i Hi

min p
{ i}

i
n
n

Hi
pi Hi

i =1
i =1
. n = 1, p1 = 0.1, H1 = 6, C1 = 3.
, (3) - {(,): =0.1/3,
[5/9, 1]}.
=l1/R1=/=0.1. , p1. .

(n = 100), , ,
, pi=0,1 i = 1, 50 , pj=0,05 j = 51, 100 .
, 11.
0,07 < p1.

D
-1/2

5/90

0,1
7/186

0,07

0,5

5/9
50/93

. 11.

114

 ,
. -,
. -, .
. 11 : -
CD ( ), ( ). -, ,
pi
.
,
.
, 2 4
. , ,
, ,
. ,
. , ,
.
:
,
,
.
? - !
.
,
, . , p -
( ), , (1-p) -
x. , , Ex = (1-p)x.
- x0
? .
:
- , (risk-neutral) -
, x0 = (1-p)x;
- , (risk-averse) -
, x0<(1-p)x;
- , - ,
, x0>(1-p)x.
x0(x) ,
12 ( (1p)x, 1, 2).

115

X0
1
(1-p)x

X
. 12.
.
x, , , u() - , ,
, (
), - , (. 13, 14 15).
U(x)

U(x)

U(x)

U > 0

U > 0

U > 0

U = 0

U > 0

U < 0

x
. 13.

x
. 14.

x
. 15.

116

 ,
, .
, x0,
,
x .
(U(x) = x), U1=x
U2=x (. 16) -
.
(. 16),
U1 U2
(
). , ,
( )
.
( )
:
- , ..
, ;
- , ,
,
, ..;
- , , .

U(x)

U(x)

U(x0)+U

U(x0)+U

U(x0)

U(x0)

U(x0)+U

U(x0)+U
x
x0-x

. 16.

x0+x

x
x0-x x

x0+x
. 16.

.
,
.
.
- () - .

117

u(),
.
, xR1 : 0<x1<x2,
, , (1-p) p (p [0,1]), ..
(
) (1-p). :
= r h(1 p) ,
(4)
r 0 - , h 0 - .
x1 = x1 r + h -
: ~
~
, : x2 = x2 r - .
:
U = u( x1 ) (1 p) + u( x2 ) p - ;
U~ = u( ~
x ) (1 p) + u( ~
x ) p - .
1

, ,

H, = H0.
,
, H = 0.
,

.
,

{h, r, H | x , x , p, u()},
x , x , p, u() ,
h, r H (, ~
x1 ~
x2 ) - ,
.

{h, r, H}, H
, ,
, . ,
, ,
, .
,
(h, H), .
= H ,
.
~
x1 = x1 + ph H ,
(5)
~
x2 = x2 (1 p)h H .

(6)

(E -
):

118

Ex = (1 p) x1 + px2 - ;

Ex~ = (1 p) ~
x1 + px~2 - .
, Ex~ = Ex H .
( x = x1 - x2 = 0, h = x ):
U ( x) =

[u( x2 ) u( x1)]x + u( x1) x2 u( x2 ) x1 ,

[

x2 x1

x [ x1 , x2 ] ;

u( ~
x2 ) u( ~
x1 ) x + u( ~
x1 ) x~2 u( ~
x2 ) ~
x1
x1 , ~
x2 ] ;
U~( x ) =
, x [ ~
~
~
x2 x1

x$( p) = max x R1 u( x ) U ( Ex) = u 1(U ) ,

u () - , . Ex [ x1, x2],
p[0,1] x$( p) [x1, Ex]. ,
x = Ex (, x = Ex~ ) U(x) ( U~ (x)) -
x1 x2 ( ~
x1 ~
x2 )
(1-p) , .
-1

~
U( x)

u(x)

U(x)

x1

~x
1

x$

Ex

~x
2

x2

. 17.
u = u(x) - U(x) 0
,

,
( )
, Ex. u

119

 .
. ,
, ,

, , ,
(

,
,

).
x$( p) - , ( )
(. .17).
:
U~( Ex~) U ( Ex) .
(7)
(7), H,
. ,

- , ,

,
.
, (7)
:
x1 x$( p) ~
x1 Ex ~
x2 ;
(8)
:
x1 x~1 Ex x~2 x2 .
(9)
- .
( H = 0) Ex~ = Ex.
(9) , (
,
~
~
,

x1

x2 ,

: h x).

(8)-(9). , (7).
, ,
u() :

[u( x1 + ph) u( x1 )](1 p) + [ u( x2 + h(1 p) ) u( x2 )] p

p(1 p) h[ u( x1 + ph) u( x2 h(1 p) )] 0 .

, -

120

 , , ,
.

. U~ (h) , , , r = h
(1-p) ,
h - x. x~1 = x~2 = Ex~ = Ex
, ,

, u(Ex). , u(Ex) E u(x),

,
.

:
1) ;
2) ( )
;
3) ( )
x ;
4)

x
;
5) : x = 0,
h = r = 0, p = 0, h = r = x, p = 1, h = x, r = 0 (
);
6)

;
7) , (
) :
.
.
(8)

.
x1 x~1 . :
~
x1 Ex . :
Ex x~2 . :

H p h.
H p[h - x].
H (1-p)[ x - h ].

( 10 )
( 11 )
( 12 )

(11) (12) ,
h x,

( 13 )

121

~
x 2 < x2.

(10) - (13) : x1 x$( p) ~

x1 (. (8)).
. 17 .
, x$ = Ex (8)
x$( p) = x~1 = Ex , (13) H 0,

( ).
:
. u( x ) = x .

x$( p) = (1 p) x1 + p x2

)2 .

. x$( p) ~
x1 ,

x1 x$( p)

H p h + 2 x1 p( x1 + x2 ) 2(1 p) x1x2 .

( 14 )
*

(14) , (10). (12) (14) h ,

:
h = x p(1 p)

x2 x1

)2 .

( 15 )

, h (14) p
x1 x2.
H = p(1 p)

x2 x1

)2 .

( 16 )

:
x~1 = Ex p(1 p)

x2 x1

~
x2 = Ex ;

)2 = x$( p) ;

( 17 )
( 18 )

r = (1 - p)x.
( 19 )
.
,
p = 1/2, , p = 0, p =
1 x1 x2.

- p 1/2. p = 0 ,
x.
x. p = 1 ( )
, - x
( , ).
x=0 h* = H* = r* = 0.
, , -,

122

 ( )
. ,

. , , -, (17)
(18), ,
(8), , , ,
(
, ).
.
x1 ~
x2 :
~
= p( x2 ~
x2 ) (1 p)( ~
x1 x1 ) .

, ~
x1 ~
x2 , ,
, .
(8). ,
, :
x~1 = x$( p) , ~
x2 = Ex .
( 20 )
,
(8)

. ,
(20), ,

( ) . , (20)
,
,
,
. , . , (16)
( ,
p0, p1, x0). .
(20)
,
(
, (16)).
,

.
. ,

.
n ( i = 1, n
n

).

r ,
i

i =1

123

(1 p )h .
i

i =1

{ri, hi},
:

[ p ( x
n

i =1

2i

x~2 i (1 pi ) x~1i x1i

)] ,

hi = xi ~
xi , ri = x2 i ~
x2i .
, .
, -, ,
( ,
, ,
).
-, ,
. .
n ,
(, ),
. n=1, -
,
, .
, ,
. n
, ,
( -
, , , ).
, ,
, .

,
. :
,
.
,

, ,
. ,
.

, :
.
, - x. -
, , , .
, .
,
,

124

 ( , ,
).
? .

,
,
.
.
,

.
, ( ,
), ,
, , , .
,
,
(. 1.3 [6]),

(, ..)
.
,
,
[6]

, .
3.3.
, ,
. ?
, , ,
.
, ,
. i-
, j- ( ).
( )
[1, 8, 10].
, , . n

{ i } i =1 , : C =
n

c . ,
i

i =1

. ,
?
R0
R0C, -

125

 . ,
, R0<C. ?
i- (Ci, Di, i), Di 0 - i-
, i - . (Di Ci)
(Di < Ci) . , ,

. , ,

. , ,
,
, .
,
-
,
.
ti 0 - i- , R - .
,
( ).
t :
n

f (t ) = R0 + R

Ci I ( t ti ) +

i =1

D I (t T + )
i

(1)

i =1

1, t ti
I (t ti ) =
- -.
0, t < ti
,
,
f(t) 0 t[0, ], - .
.
,
( ),
:
R min
{t i }
(2)

f (t ) 0, t 0.

T = max{ ti + i } ,
i =1,n

:
T min
{t i }
(3)

R = const , f (t ) 0, t 0.
, .

126

 , .
, (3),
() .. ,
(2) - (3).
,
. ,
() ,
. ,
( )
.
, .
(3)
.
1. ,
( )
.
2.
, .
,
.. ,
/ .
1 2
( ).
, .
- ,
, (3) -
.
,
-
, ,
.
(3),
.

[1, 8].
(2), .
,
[1].
- v,
, .
- , (n-1) (
).
- ,
.

127

 i j (i, j).
(i, j)V (V - ) (j, i)V, .
- ,
. ,
.
- , .
- ,
. - ,
.
,
(n+1)-,

,
.
lij, i,j = 0, 1, 2, ..., n - .
[1]:
.
, ,
i, i, i = 1, n , , lij = j - i i , j = 1, n .
(n+1)- , (.
. 18 18).

l31 l13
ln1
3

l21

l12
l32

l1n
l23

ln2 l2n

l3 n

ln3

. 18.

+Di

-j

j
(i, j)

. 18.

1, 2, ... , n , 0 - .
, ,
0 (0 = 0). = (0, i1, i2, ... , in, 0) -

128

. M j ( ) =

ik

ik 1

k =1

- j .

i ( i = 1, n ) Ci,
i Di.
(
), ,
,

(
n

T =

), , ,

i =1

. ,
, ,
.
( )
. lij
j- i-
, lij = j - Di, ,
. ,
.
, ( ,
n

) C
Di . lij = j- i

i =1

j= j, i= Di (. . 18).
j

M j ( ) =

k =1

( ik ik 1 ) =

k =1

j 1

Ci k

k =1

Dik 1 = Cij

k =1

j 1

Dik +

ik

k =1

j .
( ) , ,
( ) j-1 . , Mj()
j- (
) . Mj() > 0,
. Mj() 0,
j- .
,
,
.
: ,

129

M ( ) = max M j ( ) .
j =1, n

~i = Di Ci , -
( M() = Mmin),
M min i1
M
~
min + i1 i 2
M
+

min ~i1 + ~i 2 i 3
............................

M min + ~i1 + ..... + ~in 1 in .

. ,
,
, . , ,
( ,
Mmin). , i1,
( ).
, Ci2
, Mmin
~i ( .. ).
,
~i < 0, , [1],
:
- , ~i 0 i
( );
- i 0
Di.
, :
(
..),
( - , ..).
[1],

M min = max Ci1 , max Cik +1

~j .

1 k < n

j = 1

: ,
(

i1),
.

130


.
( R0 = 0):
n 1
k

max Cik +1
~j , 0 .
(4)
R = Ci1 +

k =1

j =1

, ,
. , ,
.
, ( R0 = 0) i1.
i2 i1Ci1 Ci1
( ) ..
,
,

..

( Ci , Di , i )in=1 .

, ,
. si - , i , i = 1, n . {Di}.
, Di Si, .. ,
:
S1 S2 ..... S k ,
, ,
Di.
Dk +1 Dk + 2 ..... Dn ,
.
. ,
,
.
. ,
Di<Ci, , Si, , Si
(, , Si<Di ) i-
(Si + Di - Ci)
( Di). ,

Smax. ()
:

Si = min Di , Si+1 , i = 1, k 1, Sk = Dk

(5)

,
,
, (
).
, ,

131


( (4) i (5)).

: {Ci}
Si* = Smax, -
(5).
,
.
3.4.
,
, .
,

, ()
. ,
,
.

, .

. ,
: - ,
(, ,
..); - ,
(, , ..).
,
(,
).

. , ,
C=S+a
(1)
- ()
- S ( , ,
..).
= (1 + ) ,
(2)
- . :
= - = .
(3)
, (1) - (3) .

.

132

 ,
()
, . ,
, , ,
, ,
. ,

, .
, , , ,
.
?
, , (,
,
), ,
, l,
. ,
. ,
, :
(4)
= lC .
= () , (),
. ,
, :
d
(5)
0.
dC
, ,
:
d
(6)
0.
dC
(5) - (6) . ,
:
d ( )
(7)
0<
( ) < 1.
d
(1)=0 (, ,
), ,
( ) [2]:

( ) =

h( x )
x2

dx ,

(8)

h(x) - , (0, 1).

h(x) ,
. , h(x)
, ,

133

 .
.
(
).
.
(,
..).
, .

.

( ,
) [2].
(, ) (, ), ,

= (l/C) [2, 6].
, (1) - (3), =
(1 + ()) + S, =()
.


(, ),
.
[2].
,
,
. , ,
,
, . ,
,

[2].

,
. ,
, , ,
, .
. ,

.
( )

134

, , , .
,
.
.
m
( ) L. i - i . ,

:
(9)
i = (1 + (i))Ci , i = L/Ci , i = 1, m .
xi - i-
( ,
xi ). ,
, , i = (1 + xi)Ci. ,
i(i)>xi, i = 1, m , .
- (, i), , ,
i.
. Ai,
:
A1 A2 . . . . . Am.
, (
{Ai}),
* = min(1, 2).
( 10 )
, 1 2, *
(
). ,
,
(10).

135

 4

( 1.1.1 - 1.1.2) ,

, .
,
. ,
1.2.1. - 1.2.2,

.

. ,
, (
- , ..) ,
. ,
, , .. ,
,
, ,
.
.
4.1
( ,
, ..)
, , . 70-
-
- . , ,
. ,
, ,
.
, ,
. , (
[6]), .
, , - , .
:
1. .
2.
( , , ..).

( ) .
( ,

136

). , ,

, . ,
, .
,
?
.
.
(),
. y 0.
, .. ,
y, C(y),
, , ()
.. C(y), ,
: C(0) = 0,
, C(y) (,
, , , ).
,
H(y), H(0) = 0 () .
, ,
(),
. () .
,
.
. :
() = H() - ()
(1)
.
:
f(y) = () - C(y)
(2)
() .
: -,
(
) , -,
, ( ) .
, ,
0 () .
?
(1), -
(2). -
, ,
U 0. U ,
, ().

137

, U -
.
, -
, (1).
, (), , .
, , , (2)
.
(. 1) :
- ();
- , , ,
(2);
-

,
..

(1) (2) U .
(1) (2),
U ().
( -
):
H y y max ,
(3 )

0 ( y ) C

(4)
y C y ( y) C( y ) , y 0 ,

y C y U
(5 )

, (3) - (5)
. ,
. (3) - (5),
, ,
.
( 0), ,
(4), = 0, ,
.
, ,
, max:
(6)
(max) = - U .
,
~
y , max, , , :
y
C( y~ ) + U , y = ~
( y) =
, 0 ~
y ymax .
(7)
~
,
0
y

(7) [4,6].
, .
(7) (3), :

( ) ( )
( ) ( )
( ) ( )

138

( y~) = H ( y~ ) C ( y~) U , 0 ~
y y max .

(8)
, (0) = 0 - ,
, (7),
~
y , (8).
,
.
() = 2, () = , = 4, U = 0. (6) max = 2.
(7) ,
y 2 , y = ~
y
(9)
( y) =
, 0 ~
y 2.
0 , y ~
y
, (8)
( y~) = ~
y~
y 2.

( 10 )

(10) ~
y = y =1/2[0, 2].
,
:
1
1
,y= ;

4
2
( 11 )
( y) =
0 , y 1 .

2
, .

* = 1/4 ( ,
).
19.

1/2

-1/4
-1

-4

-C(y)
. 19.

139

, = 0
= 1/2 (, f(0) = f(1/2) = 0).
(. 1), ,
, , .
, ,
= 0 = 1/2. (
), ,
(

[4]).

.
, () = 10 (
). :
4 , y = 2
( y) =
,
( 12 )
0 , y 2
= 2 = max.
16. ..
- .
,
, max.
- ()= 42. max=
1, :
1
1
,y=

16
8
( 13 )
( y) =
.
1
0 , y

8
1/8 ( 1/16 > 0).
, .
( ) = 9. max= 3. , - () = ,
(13). ..
.
: () = 10,
-
:
9 , y = 3
( y) =
,
( 14 )
0 , y 3
21.

, ,
.

140

, ,
.
, ,
, . , (
), , .
,
.
,
(
[6]). .

n . ,
, ,
.
,
. , .
.

,
,
.
:
n

( y1, ... , yn ) = H ( y1 , ... , yn )

( y ) ,
i

( 15 )

i =1

(1, ... , n) - ,
n

y = (1, ... , n), i(yi) - i- ,

(y )
i

i =1

. , i-
n

0 i Ci, Ci - ,

C C , -
i

i =1

.
:
f i ( yi ) = i ( yi ) Ci ( yi ) , i = 1, n ,
( 16 )
i(yi) - i- .

{ i ( yi )}ni =1

(),

(15), , ,

141

 , .
:
n

H ( y1 , y2 ,..., yn )
i ( yi ) max
( 17 )
{ i }

i =1

( 18 )
i ( yi ) Ci ( yi ) i ( yi ) Ci ( yi ) , yi 0 , i = 1, n

( 19 )
i ( yi ) Ci ( yi ) U i , i = 1, n

(19) ,
(5) . ,
= (1(), ... , n()).
,
(17) - (19), .
i
, .
,
- {Ci},

:

C C.

( 20 )

i =1

, yimax(Ci) (. (6) - (7)).

. (17) - (19)

) [C ( y

H y1max (C1 )... ynmax (Cn )

i =1

max
(Ci )) + Ui
i

( 21 )

(1, ... , n), (20).

. i(yi)= iyi2, H(y1, ...,yn)
n

y , ,
i i

- , i Ci , i = 1, n , U i =0.

i =1

yimax ( Ci ) = Ci i ,
:

142

Ci

Ci max
i

C 0

i
i =1
.
n

Ci C

i =1
(22) :

( 22 )

Ci = C

i2 i
n

2j

, i = 1, n .

( 23 )

j =1

(23). i
i. , i
i- . -
. , i i, ,
,
, .

. (16)
. ,
:
( 24 )
f i ( y i ) = hi ( yi ) i ( y i ) , i = 1, n ,
hi(yi) - i- , i -
. ,
0 i Ci, i = 1, n . ,
, , ,
:
( y ) = H ( y1 ,..., yn ).
( (17) - (19)):
H ( y1 ,..., yn ) max
( 25 )

{i }

h ( y ) ( y ) h ( y ) ( y ), y 0, i = 1, n .
( 26 )
i i
i i
i i
i
i i
(25) - (26) (
, ..)
[6].
,
(24)-(25).

143

 hi(yi) = yi - (1/2i)yi2, i - ,
n

i = 1, n , H(y) =

i =1

i yi ,

C C - .
i

i =1

, ,
i- , yimax (Ci ) = i + 2i Ci , i = 1, n .
,
( () ),
,
{Ci},
. , {Ci}
n

[ +
i

2i Ci

i =1

( 27 )

(20). :
Ci = C

i i2
n

, i = 1, n .

( 28 )

j 2j

j =1

(28) (23),
.
.
,
, ,
,
.
.
, , (
) .
, .
,

,
. ,
.
.
. (
..) = (y1, ... ,
yn). , -
: = , < 1.
. ?

144

 : i(yi) = i(y1, ... ,yn), i 0, i = 1, n .

n

= .
i

i =1

,

. , yi i- , () =
n

y , 0 - , i-
i i

i =1

= 1 ).

( ,

i =1

, Ci(yi) = (iyi2)/2, i 0, i = 1, n .
i- :
n

j j

j =1

i yi2
max , i = 1, n ,
y y 0
2

( 29 )

yi* = (ii)/i, i = 1, n . (1-)(),

0*, :
n

i =1

i i2
max ,
i
{ i}

( 30 )

= .
i

i =1

0, i k
i =
,
, i = k
k - (k2/k). ,
,
.
. .
, .
, ,
n

. () =

yi , ,

i =1

(29), yi (i ) = i i
2 i

. :

145

i2
i =

2 i

2
j

2 j

j =1

-
(i) (i).



, .
,
(), .
,
.
,
. tAt t
( t = 1, T ) Ct(yt) Ht(yt).
t t(yt). ,
, :
t(yt, t) = Ht(yt) - t(yt) ,
( 31 )
ft(yt, t) = t(yt) - Ct(yt) .
( 32 )
,
:
T

( y, ) =

,
t

( 33 )

t =1
T

f ( y, ) =

,
t

( 34 )

t =1

- (, (0, 1]), = (1,

... , ), = (1, ... , ). ,
, (33), :
T

( y, ) = H ( y1 ,..., yT )

( y ).
t

t =1

, (
(33) , ,
(34)) ,

146

 . ,

, ,
(, -
, ),
. .

(, t* t, t t).
, , , ,
(. (17)-( 19)).
,
.
,
. ,
, (31)-(34) (15)-(16). ,
,
. , ,
. (
), .
-
, -
, ,
(1=1(2), 2=
2(2)). , ,
- :

. ,
. ,
.

.
( = 2)

, (1, 2) = (1+2), 1+2 , - .
- 1(1) = 11, 1 > 0, 2(2) = 22, 2> 0, 1 >2. ,
(()/) ,
. ,
,
. (.
)
, , 1*(1) = 1/1 , -
, 2*(2) = 2/2. -

147

 (1+2 = , 1 1, 2 2),
:
C1 C2
+
max

( 35 )
C1 0 , C2 0
1 2
C + C = C
( 36 )
2
1
, (35) - (36) 1 = 0, 2 = (
,
, ).
(30). ,
- .
. , ,
(35) - (36) , y1 y2
.
, ,
- . , , 1
, , 1
( ).
(1+)1 + 2. ,
(35) - (36), :
(1 + ) 1

>
C ,
1
2

C1 =
, C2 = C C1.
( 37 )
0 , (1 + ) < 1
2
2

(1+)2 = 1,
, (36). (37)
(35) - (36). ,

. , - ,
. ,
1 2,
1/(1+) 2.
.
, .
= 2, 1 - , z2 = z2(y1, y2) -
, 2
1 (. ).
z2 1 :
1. z2 - 1.
1
(. ),
..

148

2. z2 - 1. ,
,
..
, :
y 1 + z 2 1 ( y 1 ) 2 ( y 2 ) max
( 38 )

1 (.), 2 (.)

( 39 )
1 ( y 1 ) C 1 ( y 1 ) 1 ( y 1 ) C 1 ( y1 ) , y 1 0 ,

2 ( z 2 ) C 2 ( y 2 ) 2 ( z 2 ) C 2 ( y 2 ) , y 2 0
( 40 )

z2* = z2(y1*, y2*), z2 = z2(y1*, y2).

(38) , 1 2

. (39)
(40) , ,
, 1* 2* .
,
, {1(); 2()} (
, 1* 2*

) 1() 2() -
. .
,
, .
[6].
1(1) = 112, 1>0, C2(y2) = 2y22, 2>0, z2
= y2+ y1, 0 1. ,
. K [6] :
1. :
*
C1 ( y1 ) , y1 y1
y1*, 1 ( y1) =
,
( 41 )
0 , y1 > y1*
2. :
C2 ( y2 ) , y2 y2*
y2*, 2 ( y2 ) =
,
( 42 )
0 , y2 > y2*
z2* = y2* +y1*,
(11*2 + 22*2).
(38), :
2

y1 + ( y2 + y2 ) 1 y1 2 y2

max

y1 0, y2 0

( 43 )

149

y1 =

(1 + ) ,
2 1

y 2 =

.
2 2

( 44 )

(44) ,
. , 1* - .
, ,
( 1, z2), ,
1*. , , , 2*
,
(.
, ).

, , , ,
(
) -
( )
, , , . (41) - (42),
y1 = C1 1 ,

y2 = C2 2

:
C1 + C2 min,

( 45 )
C1
C2

(1 + ) + X ,
1
2

i - i (i = 1, 2), X .
(45).
4.2.
4.1
. , ,
.
, -
. , ,
,
, . ,

.

.

150

 : ,
,
, -
.
:
() ,

.
, ,
, .

:
1.
,
( - . 1 ).

,
.
, , ,
.. (
).
2.
( , ),

.

( ).
3. ,
(, ) ( ) ,
,
,
. , ,
( ).
4. ,
, , ,

.
( ).
[4, 6]

.

151


( 4.1)
,
. ( - ),
, .
,
z0
, , .
,
,
( - -,
..), , ,
, ..

p(z, y1)

p(z, y2)

y1

y2

. 20.
, ,
(z, ) z, y. F(z, y) (z, ) .
, z -
( ).
,
. , , > 0, z > y -
. < 0,
- , ,
.
20. ,
.

152


:
F ( z ), z < y
F ( z, y ) =
,
(1)
1, z y
[7].
(1) 21.
, , .
, Fz(x, y) - ,
z , . (1), z
,
.

1
F(z, y2)
F(z)
F(z, y1)

y1

y2

. 21.
.
:
(z) = H(z).
(2)

:
f(z) = h(z) - (z),
(3)
h(z) - , (z) - , - .
:
1. , (2), (3) ,
.
2. , (z), (2), (3)
, 0.
3. ( ) ,
z = z(y, ).
4. z (z).
, -, ,
( , ) ,

153

 . -, z,
, .

. ( ),
( ).
. (
)
.
,
, ,

.

, , ,
,
(2) (3), :
( , y ) =

H ( z) p(z, y)dz = H ( y) ,

(4)

[h( z) ( z)] p( z, y )dz ,

(5)

A0

f ( , y) =

A0

.
:
H ( y ) max,

(.)

f ( , y ) f ( , y ) y A.

(6)

(7)
(6) , (
)
(4). , ,
(5)
( (4) - (7)
, 4.1).
,
, . [6].

. ,
(6)-(7) (1) [6].

-:
h( z ) h( z max ) + , z min z z max
( z ) =
,
(8)
0, z z min , z z max

154

 zmin, zmax , zmin zmax, h(zmin) = h(zmax) = hmax - C, hmax . (8)

, (
) (3) . h(z) = z - (1/2r) z2, r > 0, hmax =
r/2, zmin = r - 2rC , zmax = r + 2rC .
22, - -
23.

r/2
h(z)
C

r/2-C

(z)

f(z)

zmi

r
. 22.

zmax

zmi

zmax

. 23.

, ,
[zmin, zmax] . - ,
, ,
.
,
( 4.1),
.

(
[6]).

1.2.3 2.1.3 ,
,
, ()
.
.

, .
,
- , ,

155

 .
( ).

,
,
,
: ,
V.


.
,
. ,
, ,
()
.
, :
q = Prob{Z V | y*} = 1 - F(V, y*),
(9)
Prob - , * - ,
. , (9)
V .
, , (.
(7)), .
.

p(z, y)

y*

. 24.
. 24
. .
.

, (9) (7).
,
.
(

156

 ) ( ) .
,
, .

( ), , ,
, ..
, *, ,
. ,
, . ( )
i*(Ci), i= 1,n ,
n

C =

i =1

: Q = Q(q1, ... ,qn),

.
2.1.3.
,
, .

( ) .
( 1.2.3),
( 2.1.3)
( 5.2).

, ,
,
. ,
- .

: , ( )
( ). ,
,
.
, ,
? ,
, .
( 2) ( 1) ,

.
( 4.1) ,
. ,

157

 ,
, .
.
:
1 2
hi ( yi , ri ) = y y
y , i = 1, 2 ,
( 10 )
2 ri i
yi - , (1/2ri)yi2 - ; r1, r2 - ,
, , .
(xi, yi) Ci, i = 1,2,
:
1 2
f i ( xi , yi , , ri ) = yi
y i ( xi , yi ).
( 11 )
2ri i
xi+ = ri + 2 ri Ci , xi = ri 2ri Ci . , , -,
, [xi-, xi+] ,
(, - -)
. -,
, . , ,
.
,
(. 4.1). {ri} ,
, .
, , ri[0.1, 1]. , ,
, .
S1 S2,
. , .
,
,
hi ( xi , ri ), xi [ xi , xi+ ],
i ( xi , ri ) = max f i ( xi , yi , ri ) =
i = 1,2.
( 12 )
+
yi Ai
hi (ri , ri ) Ci , xi [ xi , xi ].
(12) 25.
xi = i(S), S = (S1, S2), i() - .
r1 = 0.6, r2 = 0.8, x1 + x2 = 1.5 -
. r1 + r2 1.5,
.

(. 2) xi = 1.5(Si/S), S = S1 + S2. S1 = r1,

S2 = r2 x1 = 9/14<r1, x2 = 6/7 > r2.
, ,
, 2.
(Si [0.1, 1], i = 1,n ): S1* = 0.1, S2* = 4/35. x1* = 0.7 > r1, x2* r2.

158

 , (
{ri})
, .
1*, 2*,
,
. 1+ = 1*, 1* = (1* - r1)2/2r1 =
1/120. , 1* - ,
, 1*.

ri/2

i(xi, ri)

ri/2-C
xi-

ri

xi+

xi

. 25
, ,
(1* + 2* = 1.5). -
, . ,
-
, .
( - ),
( )
.
, , ,
,

[6].


. ,

. , .
(. )
:
h(g) = A - kz,
( 13 )

159

 > 0, k > 0 - , z 0.
, , ,

-, :
zmax = C / k.
( 14 )
F(z - y)
F(t) = t / (t+1),
:
+

h( y) =

h( z) p(z, y)dz = A k ln(1 + y).

( 15 )

h(ymax) = A - C,
y max = eC / k 1
( 16 )
max
max
(14) (16), y
z ,
= 0.
ymax ,
, ,
() . ,
, ,
(, , ) .
,
,
( ).
,
,
, ,
.
, : ,
.
.
.
.
- ,
( ,
..), .
( ,
..)
,
. ,
, , .
, ,
.

160

, ,
,
. , ,
, ,
. ,
?
- .
, ,
zmax, (14),
zmax = zmax(). ,
( - ), ymax = ymax( ), ,
.
max :
C C max

C
k
( 17 )
=e
1.
k
, - kln(C/k - 1) = max,
. > max,
.

.
( 1.3.3.) ,

. ..
- .
,
.
-,
.
, ,
. ,
, , ,
. ,
, . ,
,
() .

.
, , ,
. ..

161

, - ,
. ,
, .
?
,
. , (
, ),
, . , ,
,
.
, ,
, ,
, .
, ,
. ,
.
, ,
.
, , ,

[2, 3].
( )
. , ,
?
, ,
. ,
(
),
.
. , , .
, ,

{ [

]}

= y ( C), + ( C) ,

( 18 )

.. - ,
[-, +], ( )
. (+ () - -()) .
= 0, - = 0, + = + , (18)
, = : - = +,
. , C max, max
(17),
.
,

*,
0 * C max ,

162

 . .
-() = - -(), +() = + +(),
-(0) = , -( ) = 0, +(0) = +, +( ) = 0.
-() = (1 - / ), +() = / - 1.

,
C
( 19 )
A C + C = A k ln 1 +
y

C
():
y ( C ) =

C C
e k 1 .

C
C

( 20 )

, = (20) (17).
(20) ,
, . *
(20). ,
(),
m

.
,
,
. n
hi(zi) = Ai - kizi, i = 1,n , ij = zimax - zjmax, zimax = Ci/ki, i, j
= 1,n , i-
j- , zi = yi + ,
- . zi - zj = yi - yj
,

.
.
4.3

,
.
- ,
. ,
, ,
, .
. ,
,
-

163

. ,
.
,
, , (.,
, 2.2.4).

, 26, n
.

u1

. . . . . . . . . .

u2

un

. 26.
, i-
fi(yi) = i(yi) - Ci(yi),
0 i Ci, Ci(yi) = iyi.

(1)

2
i

i =1

:
n

( y) =

yi2

i =1

( y )
i

(2)

i =1

( y ) C
i

i =1

4.1 (

< C ):
i

i =1

Ci = C

i2
n

(3)

2j

j =1

164


C
Ci , yi = i
i

i ( yi ) =
.
Ci

0
,
i

( ) :
=

C2
n

C.

(4)

(5)

2j

j =1

,
, 26
, ,
(5) ( , , ,
,
).
,
, . ,
, i- i [i-, i+].
, ,
(1) - (2) i =i+.
:
1 =

2
n

C.

(6)

( +j ) 2

j =1

, * - i, i imax, 1 *.

( ,
i
).
, , N
(1, 2, ... , N),
. 27.
(k
N

u1, ... , unk,

= n ).

k =1

165

2 . . . . . .

u1

u2 . . . . . un1

u1

. . . . . . . . N

u2 . . . . . unk

u1

u2 . . . . . unN

. 27.
(1, ... , N) -
N

(i Ci,

= C );

i =1

(1, ... ,n ) k

k-

nk

k (i Ci,

C = C ), k = 1, N .
i

i =1

:
N

( y, ) =

nk

yi2

k =1 i =1

(7)

k =1

k:
nk

( y , ) = ( y )
k

( y ) ,
i

k = 1, N ,

(8)

i =1

yk = (y1, ... , yn k ), i- ( k):

f i ( yi , i ) = i ( yi ) Ci ( yi ) , i = 1, nk , k = 1, N .

(9)

, i- -
, - k, ,
. k
,
. , ,

.

166

, , k, k = 1, N ,

{i } in=1 .

nk

, k(yk) =

( y ) , (7) - (9) (1) - (2).

i

i =1

(
),
( ,
*). k (k= 1,n ),
(
), , ,
*. ,

.
,
. , ,
[i-, i+], i= 1,n . ,
,
, . , k
i: [ i , i+ ], i i-; i+ i+, i = 1,nk , k = 1, N .
(1) - (2), k
.
k ( ) - qk, k = 1, N .
(
) ,
nk

C k = ( C Q)

(~ )
j =1
n

+
j

( 10 )

C,

(11 )

( )
~ i+

i =1

2 = (C Q )

( )
n

~ +j

j =1

Q=

i =1

.
2 (11) 1 (6) ,

.
,

167

 ( j+

j+)

(11) (6). ,

1, ... ,N Q, . (11) (6)

Q,

.
, , -,

. qk(yk),
Q .
-,
,
. ,
.
qk
.
.

. ,
, ,
= (1, ... , n),

( 12 )
zimax = Ci/ki ,
(. (13)-(16) 4.2). ,
,
k, k= 1, N , (

).
( 27)
qk ,
. yi i- , ( k)

q
Ci k n

k
ki

yimax = e
1.
( 13 )
(13) , i-
, k- , qk/nk, k-
k- .

168

max
i

i =1

{ q k } kN=1 ,

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nk

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e

1 ,

i =1

(z )
n

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,
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, ,
. - ( , ,
) , - - .
(
):
.
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[1, 8]).

169

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170

 ..), (., , 4.2). -,

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[3, 5, 7].
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,
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t =1

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. .

171

 , , .
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j

j i

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si < 1, i-
, ~s j = 1 , j = 1, 2, ... , i-1, i+1, ... , n.
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172



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. ,
[0, xmax] (. . 28), xmax = C/k.
(. 4.2) ,
, ,
.

- , p(z, y) - .

173

 , k C/2, <xmax,
[0, ~
xmax ], x~max = xmax - . , ~
xmax
xmax,
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.
,
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()
,

.

A-
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(y)

y
~x ~
x max x max
max

. 28.
,
. ,

:
H ( y) =

p(z, y ) ln p( z, y )dz ,

y A,

(2)

A0

174

 .
.
, , ,
F1(z, y) F2(z, y)
. - ,
. ,

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, ,
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F13F2 , 0
F1(+) - F1(-) F2(+) - F2(-)
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, F13F2, yA, 1(y) 2(y).
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( (3), (2)),
.
: F13F2,
, .
~
xmax 1 ~
xmax 2 (. 29).
xmax = xmax -. 1 2, F13F2 ~
1
F1(z, y)
F2(z, y)

y-2

y-1

y+1

y+2

. 29.

. ,
.
.
{1, y1},
F1(z, y) , 1(z) -

175

, y1 - , . , ,
, F23F1
, (,
, - . 4.2).
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, F1.
, ,
{2, y2}, F2(z, y)?

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2, f(y2) hmax - C.
, ,
, ,
. , ,
. f(y2) = hmax - C.
f(y1) > hmax - C, f(y1) > f(y2)
. f(y1) > hmax - C ,
, p(z, y) > 0, z A0, y A,
.

176

 , .
F23F1
,
, . F13F2,
.
.
, ,
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.
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n hi(y*) = Ai - kiyi,
i.

177

y , 0, i = 1, n .
i i

i =1

, , i-
- zi = yi + ,
i = 1, n , - .
,
i , ,
, {i} {zi},
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- 1.3.3 4.2).
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.

, .
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.
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i

ik

(k- -

yk* 0 - ,

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i k,
).
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, yi = zi - ,
, .
, k= 1, n k*, qk
. k* . ,
.
, .

C
< max i .
(4)
i =1, n ki

178

 fi(0) = Ai - Ci. , i-

f i1

Ai

i = 1, n ,

Ci,

1 =

C k .
i

i =1

:
f i2 = Ai Ci , i k ,

f k2 = Ai ,

:
2 =

ik

Ci
.
ki

, fi2 fi1, i = 1, n , .
2 1, ,
n

k
i

i =1

Ck

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2.1.3
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4.2


. ,
(. ,
1.1.3 1.2.3) ,
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. ,
, ,
( )
.
,

179


, .
n > 1 ,
.
( 4.2),
{yi}, .
qi(Ci) i-
, Ci - , i = 1, n .
pi(yi) = 1-qi(yi) i- .
. n
. , ,
,
n

Vi.

C (t ) = R
i

i =1

R, .

it ( zit ) , i = 1, n , t = 1, 2 , ... ,
.
, k 2 i- (
)
Qi ( k ) = 1 [ pi ( Ci ) ] .
k

(1)

, k (
):
n

Q( k ) =

1 [ p (C )] .
k

(2)

i =1

.
,
,
Q( k ) max
{ Ci }

n
.

Ci R
i =1
~ } - . { C
~} { C
i
i

. -
? ,
,
~ .
{ C
i}

180

 , , , , ..
. -
,
. .
Ci
1 , Ci R
pi (Ci ) =
, i = 1, n .
R
0 , Ci R
, , T =
n (
(), - ..). k n,
.

. ,
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.

. n = 2.
30

.
, - .
(k = 0) . k = 1
: ,
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.
2n.

.
5.1 .

. , ,

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.
.
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. , n
(, ). (n + 2) .

, n ,

181

(n + 1)- - .
(n + 1)- .
,
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j- i-, (
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, ,
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[1, 8, 10].

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182


. , ,
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.

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K
B
C

E
H
F

I
G

. 30.

183

5.3.


, . ,
,
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x - T, y -
( ), F(y) - y
< T (T - ).
x. v , (v - x) - .
T
( v y) , v y
( y , v ) =
.
(1)
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, y y
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:
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, ,

z T , z 0
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z , z 0

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v :

T
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F ( v ) =
+
+

+
+

T
T
, F ( x ) >
;
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+
+

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T
v = x ,
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+
+

184

 , = 0
x,
y ( x, y) ,
,

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+
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- (1).
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F0 ( x ) =

5.4.

.

(). ,
,
.
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()
.

185

 (. 31).
(
T = 17) = 4.
.
-
.

(3)

(4)

(1)
(5)

(7)
2

6
(6)

(6)

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3
. 31.

.
, (, )
.
ti()

. :
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(0-2)
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186

 = 4 = 4. , = 4
,
12, .
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, .

(4-6), (5-6) (0-3) (3-5) , =5.
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. i(ti) -
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i =1

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1 2 2
s
2 si
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2 ri
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.

187

 , , ,

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188


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189


1. .., .., ..
. : , 1974. - 234 .
2. .., ., .. . :
. .: , 1989. - 246 .
3. .., ..
. .: , 1994. - 270 .
4. .., ..
. .: , 1981. - 384 .
5. .., .., .., ..
. .: ,
1984. - 272 .
6. .., .. . .:
, 1996. - 125 .
7. .. . .: ,
1977. - 255 .
8. . . .: , 1972. . 1-4.
9. .. . .: , 1995. - 225 .
10. .. . .: , 1990. - 383
.
11. M . K : . M.: M,
1991. - 464 .

190

..
, -

. 062471 26 1993 .
30.04.97. 6088/16.
Times New Roman Cyr.
. .
. . . 11,5. 3000 .
.

-.
.., . , -, .1, . 377-0783.

191


XXI :
.. . . - 160 .
- 5. - 3000 . III . 1997 .
, ,
,
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- , ..., . -
, 160 , 6 10 .
.
,
, , -
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.. . - . - 190 .
- 5. - 3000 . IV . 1997 .

-
,
, :
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-), .
- - LVS/Waterhouse Business Solution,
1997 .
LVS c Management
Consalting Servies Price Waterhouse,
, (
). 1995 - 1997 .. ,

.
- .
,
,
- ,
, -
.

, .
,
!..
.
./ (095) 371-1316.


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