Вы находитесь на странице: 1из 253

..


. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
1.1 : .
1.1.1 . . . . . . . . . . . . . . . . .
1.1.2 . . . . . . . . . . . . . . . . . . . . . . .
1.1.3 .
1.1.4 . . . . . . . . . . . . . . . . . . . . . . .
1.1.5 . . . . . . . . . . . . . . . . . . . . . .
1.1.6 . . . . . . . . . . . .
1.1.7 . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 C . . . . . . .
1.2.1 . . . . . . . . . . . .
1.2.2 . . . . . . . . . . .
1.2.3 . . .
1.2.4 2 M
1.3 . . . . . . . . . . . . . . . . . . . . . . . . .
1.3.1 . . . . . . . . . . .
1.3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

9
10
10
11
14
17
19
22
23
31
31
33
37
39
41
42
44
51

.
.
.
.
.
.
.
.
.
.
.
.
.

67
67
68
68
73
79
82
85
98
98
100
106
111
116

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

131
131
132
140

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

2
2.1 . . . . . . . . . . . . . . . . . . . . . .
2.1.1 . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.2
2.1.3 . . . . . . . . . . . . .
2.1.4 . . . . . . . .
2.1.5 . . . . . . . . . . . . . . . . . .
2.1.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.1 , . . . . . . . . .
2.2.2 . . . . . . . . . . . . . .
2.2.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.4 . . . . . . . . . . . . . .
2.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3
3.1 . . . . . . . .
3.1.1 . . . . .
3.1.2 . . . . . . .

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

. . .
. . .

. . .
. . .
. . .
. . .
. . .
. . .
. . .
. . .
. . .
. . .

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

3.2

3.3

3.1.3 . . . . . . .
. . . . . . . . . . . . . . . . . .
3.2.1 . . . . . . . . . . . . . . . . . .
3.2.2 - . . . . . . .
3.2.3
3.2.4 . . . . . . . .
3.2.5 . . .
. . . . . . . . . . . . . . . . . . . . . . . . . .

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

4
4.1 . . . . . . . . . . . . . . . .
4.1.1 . . . . . . . . . . . .
4.1.2 ( ) . . . .
4.1.3 . . . . . . . . . . . . . . . . . .
4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2.2 . . . . . . . . . . . . . . . . . . .
4.2.3 . . . . . . . . . . . . . . . . . .
4.2.4
4.2.5 . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3.1 . . . . . . . . . . .
4.3.2 . . . . . . . . . .
4.3.3 - . .
4.3.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3.5 . . . . . . . . . . . . . . . . .
4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

150
155
155
156
160
164
172
179

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

189
190
191
194
196
197
198
199
204
208
213
214
214
217
220
223
225
234
249

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

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

. ,
, -
.
, . ( , ) , ,
.
200
, , , , .
, ,
, ,
, .

, (
) .
, 3-4 .

.
.. ,
(
4.1); .. , ; .. ,
; .. , .. , ,
, .


, , , .
, " " . -,
( , ). -,
( , , ,
). -,
( ,
, , ). -,
( , ).
! ,
, , .

. , -
. . , ,

() , ,
, ,

;1
() , ,
( , ,
,
);
() , , ,
-,
, , , .
,

. ,
, .
, -

.., .. " "(


). - .: 2003.
.. .- , New Economic School. 2002.
. , .. . : . . .: - . - .- , 2001.
. . . . 2013. http://pisaruk.narod.ru/books/games.pdf

(2001), (2013), (2003), (2002) .

1

14 1066 , -
, ,
. , , ,
, .
.
, ,
-, . :
, , .
. , , -
. .
; .
.
? , ,
( ) : .
, : ,
, , , ,
. . ,
, .
.
, : .
, , , . ,
: . ,
: ,
. ,
. , .
, , ( )? ,
, -.
.
. , . ?
, .
9

10

1.

( ): , .
? : ,
, . ,
, . ,
( ) .
, ( ) ,
, .
, : ( ) ,
. .

1.1

.
.
; .
.

1.1.1

--.
. , ,
. .
?
-, , . ,
: I = {1, 2}.
-, , .
, i I Si = {, ,
}.2
-, , , . , .
, 1- , 2- .

. : 1- 2- .
2

-- : , , ,
. , , ,
, . ,
- . C , . , , ,
, .
. , ,
.

1.1. :

11

1, -1, 0,
:

2

0,0
1,-1
-1,1
0,0
1,-1
-1,1

-1,1
1,-1
0,0

,
.
, , (
), .
1.1 S1 , . . . , SN .

S N
i=1 Si = {(s1 , . . . , sN )|s1 S1 , . . . , sN SN }.
I = {1, , N } , S1 , . . . , SN ,
, S = N
i=1 Si . , S =
{(,),(,),. . .,(,) }.
si Si i, s S
. Si = j6=i Sj . , i. , si Si
, i.
i s S : ui : S R. u : S RN = (u1 , . . . , uN )
.
, :
1.2 G = hI, S, ui .

i Si . , ,
. , ,
S u.

1.1.2

. ( )
, , -
. ,
1.3 G = hI, S, ui . i si Si si Si , si Si
ui (si , si ) > ui (si , si ).

C si Si si Si , si Si
ui (si , si ) ui (si , si ),

si Si (1.1).

(1.1)

(1.2)

12

1.

, , . ,
, , , . ,
, .
1.4 s S () , i si Si , si 6= si si ()
si .
, , -
.
.
. .
.
: ,
.
. , ,
, .
, . , I = {, },
S1 = S2 = {, }. , , ,
:

-1,-1
0,-10

-10,0
-8,-8

? , ,
. , , . , 0 ; , . ,
, . , , . ( 8 10). ,
, , . ,
: (, )
.

, (8 ) :
s = (, ),
. , ,
. ; -
, ,
s = (, ). .
, ? :

1.1. :

13

1.5 G = hI, S, ui , s, s S. , s - s i I,
ui (s) ui (s ),

(1.3)

i .
so - , s S,
- so .
, , , , , , .
, (, ).
. . , ,
. , - , -
, . , . -
, .
.
,
. . v1 , v2 ( ,
, v1 v2 ,
). .
. , , , . ,
12 . ,
s1 , s2 ,
:

v1 s2 , s1 > s2
v1 s1
,
s1 = s2
u1 (s1 , s2 ) =
(1.4)
2
0,
s1 < s2 .
, s1 = v1 .
s1 [0, ) , s2 [0, )
u1 (s1 , s2 ) > u1 (s1 , s2 ).

0,
s1 > s2

v1 s2
, s1 = s2
(1.5)
u1 (v1 , s2 ) u1 (s1 , s2 ) =
2

v1 s2 , s1 < s2 ,
s2 v1

s2 v1 , s1 > s2

s2 v1
, s1 = s2
u1 (v1 , s2 ) u1 (s1 , s2 ) =
(1.6)
2

0,
s1 < s2 ,
s2 > v1 . . , ,
.

14

1.


N ( ) ,
. ,
. , Si = {1, 2} i, 1
1, 2 2. i 1, , 0, .
s1 = 1 s1 = 2. , D1
( i) 1 ( N 1 D1
2). ui (si , D1 ) i
si Si .

1, D1 = N 21
(1.7)
ui (1, D1 ) ui (2, D1 ) =
0, D1 6= N 21 .

,
. , ;
,
(, , 1
2 ). ,
, . ,
( , )
, ,
.

1.1.3

, . ,
. :

U
L
D

2
U
C
1,2 2,1
0,5 1,2
-1,1 3,0

R
1,0
7,4
5,2

1 ( ) .
2 c U C. , 2 ,
C. 1 , 2 ,
C 2. ,
:

2
U
R
U 1,2 1,0
L 0,5 7,4
D -1,1 5,2

1 () () , 2 ,
D. 2 ( ,
1, , 1 2),
:

1.1. :

15

2
U
R
U 1,2 1,0
L 0,5 7,4

2 R ( U).
, , 1 ( 2) .
1 , 2 R, :

2
U
U 1,2
L 0,5

1 U ,
3 . : s1 = U , s2 = U .
, ,
. .
1.6 G1 , G2 , , . Sin i Gn ,
Sin1 Gn1 = hI, S n1 , ui. Si
Si1 Si2 . , Si

s
= (s
i i. s
1 , . . . , sN ) .
, Si . Si
. , , S .
, 1,
2, , , (. 22).
, ( ) . ,
, ( 16).
: Si
. :

2
U
C
R
U 1,0 2,1 0,0
L 0,-1 0,0 2,1
D -1,1 -1,0 1,2

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

16

1.

D 1, L.
U 2 ( C, 1
D),

2
C
R
U 2,1 0,0
L 0,0 2,1

S = {U, L} {C, R}.



.
.
;
.
: (S) (N). ,
, . , ; , ,
(-
). , :
(N) (S). ,
.
. :

N
S
N -2,2 -1,1
S -2,2 -3,3

.
: S. , N,
, S, , N . , ,
S, N. :
, .
(, , ,
).

, .
4 :
4

(2001, . 43).

1.1. :

17

2
L
R
U 1,1 0,0
M 1,1 2,1
D 0,0 2,1

M U D. U,
R L. L,
(M, R) (D, R). D,
R (M, L) (U, L)
.

1.1.4

15. 1 , 2 C,
U. , 2 1 U,
C. , s = (U, C) :
,
. , (U, C) :
1.7 G = hI, S, ui . s S
, i, si Si ,
ui (si , si ) > ui (si , si ).

(1.8)

,
, . - . ? , - , .
:
, -
, : ?
, .
, ... , ,
(, 2007, . 106).
,
. ? , , , ,
( ) ? , .
( )
. ,
.

18

1.


, , . ,
.
, . , ,
: . . ?
: . ,
. :

M
T
M 1,1 0,0
T 0,0 1,1

: (M, M) (T, T),


. .
, ? . ,
, , , , (M, M) ,
, .
, .
. , .
; .
. , 1.1.
? :
. ? . : ,
. , ,
.

. 1.1:
, 1.1, .
(1960). :
- (
, ), ( ) ?

1.1. :

19

: Times Square. ,
, .
, -,
Times Square, ,
.
,
.
,
. , , , .
, , . ,
.
,
, , .5

. , (1995) :
, [ -], ,
. , . ,
, [ ] ,
. , , -
, , ,
. ,
. ,
, , , . ,
(, , 1995, . 249; ).

1.1.5

, 1.1.

A
B
C
D

a
1,1
0,2
3,4
2,2

b
4,2
1,1
5,6
1,1

1
c
4,3
3,2
2,0
3,5

d
2,5
0,0
4,1
5,0

A
B
C
D

a
1,1
0,2
3,4
2,2

b
4,2
1,1
5,6
1,1

2
c
4,3
3,2
2,0
3,5

d
2,5
0,0
4,1
5,0

1.1: .
1.1 , 1
2. , 2 a, 1 C. , s2
s1 , 1. , , 2
1. .
5

20

1.

1.8 i - si
Si Si , , si Si ,
si (si ) = {si Si |ui (si , si ) = max
ui (si , si )}.

si Si

- A B
, A - B. - , , ,
. si i, . , 2 s1 = B
s2 s2 (B) = {a, c}.
, :
1.1 s ,
i
si si (si ).
(1.9)

.

, ,
, ..
19 .
N - . , . ,
( ) . q1 [0, )
, q2 [0, ) . p = 1q1 q2 , p ,
q1 + q2 . , i
ci qi , 0 ci < 1 .
:
u1 = q1 p c1 q1 = q1 (1 q1 q2 ) c1 q1
u2 = q2 p c2 q2 = q2 (1 q1 q2 ) c2 q2 .

(1.10)

: .
. (q1 , q2 ) , q1
u1 q2 = q2 , .

max u1 (q1 , q2 ) max u2 (q1 , q2 )


(1.11)
q1

q2

q1 (q2 ) =

1q2 c1
,
2

0,

q2 < 1 c 1
q2 1 c 1

q2 (q1 ) =

1q1 c2
,
2

0,

q1 < 1 c 2
q1 1 c 2 .

(1.12)

1.1. :

21

(1.12) .
(q1 , q2 ),
, . ,
(1.13)

q1 (q2 ) = q1 , q2 (q1 ) = q2 .

c1 c2
1.2.
q2

q2

1 c1
q1 (q2 )

1c2
2

(q1 , q2 )
(q1 , q2 )
q2 (q1 )
1c1
2

(a) c1 (2c2 1,

q2 (q1 )

q1 (q2 )

1 c2

q1

1+c2
2 )

q1
(b) c1

q2

1+c2
2

q1 (q2 )

q2 (q1 )

(q1 , q2 )

q1

(c) c1 2c2 1

. 1.2: c1 c2 .


1, 2.
.

1 2c1 + c2 1 2c2 + c1
q1 =
, q2 =
(1.14)
3
3

22

1.

2
),
c1 (2c2 1, 1+c
2

c1 2c2 1,

q1 =

1 c1
, q2 = 0
2

(1.15)

1 c2
2

(1.16)

q1 = 0, q2 =

c1

1+c2
.
2

1.1.6

, ( ):
1.2 s S . s
.
,
, . ( )
: ,
.
?
, :
1.3 s . s .

,
. ,
. :

2
L
R
U 1,1 0,0
M 1,1 2,1

: (U, L) (M, R). 1 U.


S . -, :
1.4 G = hI, S, ui s S .
s S .
1.4.
. s , S .
s n. si , .
n
si Sin , , si Si
,
ui (si , si ) > ui (si , si ).

(1.17)

1.1. :

23

, s ,
ui (si , si ) > ui (si , si )

(1.18)

si Si , si ,
n
, si Si
. Q.E.D.
-, ,
( , ).
:
1.5 G = hI, S, ui S.
s . s .
1.5.
. S = {s } .
i I si Si , ,
ui (si , si ) > ui (si , si ),

(1.19)

n, , - si Sin si Gn ,
n
si Si
,
ui (si , si ) > ui (si , si ).
(1.20)
n
si Si
n,

ui (si , si ) > ui (si , si ).

(1.21)

2 :
1. si = si . (1.19) (1.21).
m

m
2. si 6= si . m > n s
i Si , si G .

si s
i (1.20) (1.21). si = si , .

s
i 6= si , (2).

Si , .
Q.E.D.
? , S
S (, ),
. , : ,
( ) .

1.1.7


.
. ,
. (T), (N),

24

1.

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

1
T
N
T 0,0
-5,10
N 10,-5 -10,-10

: (T, N) (N, T).


? , . ,
, , , , .
.

. , , :
100 . ,
. 100 , .
100 , . , s1 = s2 =
[0, 100],


s1 , s1 + s2 100
s2 , s1 + s2 100
u1 (s1 , s2 ) =
u2 (s1 , s2 ) =
(1.22)
0, s1 + s2 > 100,
0, s1 + s2 > 100.
6 . (s1 , s2 ) = (s, 100 s)
s [0, 100].
, ?
, (s1 , s2 ) = (50, 50). ,
. -
, , (s1 , s2 ) = (30, 70) ,
,
.

, (1992). D . ,
.
, 2r, D > r > D2 .
, 2R, R > D.
, (W), (H).
6

, -
[a, b], a < b. , [0, 1] : 0 1.
A = {1, 21 , 31 , 41 , . . .}, , , .

1.1. :

25

, .
D, 2r D. , r. ,
, R.
:

H
W

2
H
W
R, R
2r D, D
D, 2r D
r, r

: (H, H), ,
(W, W), ,
.

N . i
(si = 1) (si = 0). . , ,
. , , , . ,
: ,
. i
(
1 PNC s , si = 1
j=1 j
ui (s) =
(1.23)
0,
si = 0.
1; C.
. i
P

s <C 1
0,
Pj6=i j
{0, 1},
s =C 1
si (si ) =
(1.24)
Pj6=i j

1,
j6=i sj > C 1

, , C,
:
1: C < 1. : .
2: 1 C N . : .
3: C > N . : .

, (, C, N , ),
. ,
, , , . .
, . , , :
.
.
.

26

1.


: .
, 100
. , ,
.
50 . , , .
:

1 2
1 -100,50
0,0
2
0,0
-100,50

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

2010 , , . , 23 ,
.
,
. ,
, , ,
?
- . ,
N ; ,
. , ,
, . ,
, ,
1968 . , .
: -
, .
, i 1,
Ki , , ,
Ki . c (0, 1).
Ki , .
, , N = 5, K1 = 1, K2 = K3 = 3, K4 = K5 = 5.
. , ,
.
, , , . ,
,
. , , .

1.1. :

27

, . ( 1924 .,
1960 ., 1997 .); ,
. , ,
-
, .

20. ,
. , ,
; 1 ; 2.
c1 = c2 . t = 0 1 q10 , t = 1 2
q21 = q2 (q10 ), t = 2 1 q12 = q1 (q21 ), ( 1.3(a)). q10 , q12 , . . . q21 , q23 , . . . q1 q2
q10 . , (q1 , q2 )
,
( ).
q2

q2
q

q2

q2

(q1 , q2 )

q21
q12 q1

(q1 , q2 )

q23
q 22
q10

q1

(a) .

q 21 q13 q1

q1

(b) .

. 1.3:
. , 2 S2t =
[q 2 , q2 ]. ? - ,
q2 [q 2 , q2 ] q1 > q1 (q 2 ), u1 (q1 , q2 ) < u1 (
q1 (q 2 ), q2 ). q1 (q 2 )
q1 > q1 (q 2 ). -, q1 (
q2 ) q1 < q1 (
q2 ).
1.6. S10 = S20 = [0, ). q1 = q1 (0)
q > q1 . , S11 = [0, q1 ]. , S21 = [0, q2 ]. S12 = [
q1 (q2 ), q1 ], S22 = [
q2 (q1 ), q2 ].

28

1.

S1t = [q t1 , q1t ], S2t = [q t2 , q2t ],


= q2 (
q1t ), q1t+1 = q1t , q t+1
= q1 (
q2t ), q2t+1 = q2t t 2
q t+1
2
1

(1.25)

q t+1
= q t1 , q2t+1 = q2 (q t1 ), q t+1
= q t2 , q1t+1 = q1 (q t2 ) t,
1
2

(1.26)

q 11 = q 12 = 0, q11 = q1 q21 = q2 . , i = 1, 2, q ti q t+1


,
i
t+1
t
t
t
qi qi t 0. , q i qi
qi . , 1.5. i = 1, 2 c
qi Sit .
, qi ,
S 7 .

, 14. , . , K . : , , .
,
. i
? i. D1i , . . . , DK
, i
i
i, 1, . . . , K. M = max{D1i , . . . , DK
}, K1i = {k : |Dki | = M i },
K2i = {k : |Dki | = M i 1}. M i , -
, K1i , , K2i ,
( ). i . -, K1i
i k1 K1 , k1 1. -,
K2i , i k2 K2i , k2
|K i1|+1 . K1i K2i ,
1
i ! ,
, ,
.
,
. , ,
, i : 3 , 1, 2 , 2, 1 ,
3. D1i = 0 D2i = D3i > 2, i
2. , . , ,
,
. . , , . , ,
, ,
, .
7

,
p(q1 , q1 ). ( p = 1 q1 q2 ),
. , , . (2000, . 9497).

1.1. :

29


, , , , , , ,
. . -, :
; , , ,
. -, . ;
, , ;
,
. ,
.
. .
, .
, . a
, , b < a ,
, 0 , .
100, :


a 100, a 100 b 100, b
b, b 100
0, 0

b < 100, a < b + 100 a > 100 , . , : , .


, , ,
. , , .8
,
. , ,
.
(, . 2-3; , .
5).

-, - , ,
, . , ,
8

b . b = a,
. ,
, ,
. b = a2 , ,

. , b = 0, ,
.

30

1.

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


1,1
0,4


4,0
3,3

, ,
. , , . , ,
, .
. ,
. ,
, -
, . ,
, .
, , , .
2 . ,
:


1,1
0,2


2,0
3,3

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

1.2. C

31

, .
.
. , ,
, , ,
. , ,
. : ,
, , .
, ? ,
, . , , .
, .
.9 . ,
, .
, ,
, . . , ,
, .
, , (, , ) .
, , , ,
. ,
. ,
, , .
.

1.2

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

1.2.1

, ,
, . ,
9

,
(1996). .

32

1.

; , , , 50%. , ,
. , i . ,
Si , .
, ,
Si 100%.
? , --
. p1 , , p2 p3 , , pi 0 i = 1, 2, 3
p1 + p2 + p3 = 1. , (p1 , p2 , p3 ), ,
. .
1.9 N .
N 1
P
N 1 RN , (p1 , . . . , pN ) N 1 , , j pj = 1, pj > 0.

, (N 1) N . N 1 N -
p1 + + pN = 1. [0, 1]. x [0, 1],
x, 1 x.

1.10
S, ui . |Si |1 QNG = |ShI,
i, i=1 i |1 .
Q
Q
|Si |1
i |Si |1 , i j6=i |Sj |1 N

i=1
( ) .
, . ,
( ) , ,
.
,
. s = (s1 , . . . , sN ) ,
, i si i (si ).
,
s,
(s) =

N
Y

i (si ),

(1.27)

i=1

i
X
ui () = ui (i , i ) =
(s)ui (s).

(1.28)

sS

, .

1.11 G = hI, S, ui .
QN
|Si |1
hI, i=1
, ui G.
Q
|Si |1
G ( u : N
R
i=1
u : S R).

1.2. C

33

u ,
. ,
.

1.2.2

, ,
:
1.1 (, 1950). G . G
.
.
, ,
.10 .
, 2 2.

, .
, . , : (DL) (CC). ,
, . , (DL) (CC, 1.5(a)).

CC

DL

. 1.4: .
. , :
, . ,
, ,
. , , .
: S1 = S2 = {CC, DL}.
, , ,
. , . ,
. :
10

, .
, ,
.

34

1.

DL CC
DL 0.5 0.8
CC 0.9 0.2

,
, . , , , .
, .
. p [0, 1] , , (DL). ,
q [0, 1] , .
:
uF (p, q) = .5pq + .8p(1 q) + .9(1 p)q + .2(1 p)(1 q)
uN (p, q) = .5pq .8p(1 q) .9(1 p)q .2(1 p)(1 q).

(1.29)
(1.30)

. , q .
max uF (p, q),
(1.31)
p[0,1]

q < 0.6
1,
[0,1], q = 0.6
p(q) =

0,
q > 0.6
max uN (p, q)

q[0,1]

(1.32)

(1.33)

p > 0.7
1,
[0,1], p = 0.7
q(p) =

0,
p < 0.7

(1.34)

p(q) q(p) .

p(q) = q
q(p) = p.

(1.35)

1.5(a) .
(p , q ) = (0.7, 0.6).
. , DL 0.7 CC
0.3, DL 0.6 CC 0.4.

, . :
. , . :
, .

1.2. C
q

35

1
q(p)

0.6

p(q)

4
7

p(q )

q(p)

0.7

(a)

2
7

(b)

. 1.5: 2 2.

3,5
0,0

0,0
4,2

, ,
: , .
? p q ,
.

u1 (p, q) = 3pq + 4(1 p)(1 q),


u2 (p, q) = 5pq + 2(1 p)(1 q),

q>
1,
[0,1], q =
p(q) =

0,
q<

4
7
4
7
4
7

p>
1,
[0,1], p =
q(p) =

0,
p<

(1.36)
2
7
2
7
2
7

(1.37)

: (p = 1, q = 1 p = 0, q = 0)
: p = 27 , q = 74 ( 1.5(b)). ,
.
, (,) , .
(. 3); ,
(, ) , ,
, (, ), ,
(, ). , ,
.
.
.

36

1.

,
. -, ,
:
1.6 G = hI, S, ui , .

Si i Si i , ,

i . si Si i

),
ui (si , i
) = ui (i , i

(1.38)

ui (si , i
) ui (i , i
).

(1.39)

si
/ Si i

, , . ,

s1 , s1 Si p > 0, p > 0. ui (s1 , i


) >

ui (s1 , i ). , i , i , s1

)
p + p , s1 0, , p (ui (s1 , i

ui (s1 , i )). , .
-, :
1.7 G s = (s1 , . . . , sN ). G , i si
1.
9 .
.
, K .
: . 1 K
. , ( ).
,
. , 0 .
( ,
). 1 = (p1 , . . . , pK ) 1 (), pl
, 1 l K. 2 = (q1 , . . . , qK )
.

u1 (1 , 2 ) =

K
X

p l ql

(1.40)

l=1

u2 (1 , 2 ) =

K
X

p l ql .

(1.41)

l=1

1. q1 = = qK , 1 ,
. - l, k ql > qk . p p(q),

1.2. C

37

pk > 0, p , pl = pk + pl , pk = 0 pj = pj
j 6= k, l, 1 . k, l
qk = ql = maxi qi , 1 p p , pj = pj
j 6= k, l. 1
X
p(q) = {p|
pk = 1, pk 0, pk = 0 qk < max qj }.
(1.42)
j

, 2 l , 1
:
X
q(p) = {q|
qk = 1, qk 0, qk = 0 pk > min pj }.
(1.43)
j

( 8) p p(q), q q(p) : p = q =
( K1 , . . . , K1 ). ,
.

1.2.3

-
. ,
( ) ? ;
, . , . -,
. -,
. , -, ,
; ,
.11

(1955) . 1940
. ,
, . ,
( ), ( ).
, 50% .12 ,
, ,
.
, , . ,
11
12

(1991), .
(2004).

38

1.

, ,
, ? . ,
.
.
(2002) 10 . , , , , , ?
,
: .
,
. . , (2002)
. ;
, , (, , ) . ,
,
-
, . ,
, .

,
; ,
, , .
(2004) ,
, .
: , , ( 19). :
, . ,
. ,
( ) ( ,
). , , ; ,
.
;
. 8 16 ,
. 50
( ) .
, 50 .
, ,
100 ( 25 ). , ; , ,
,
( , ,
).

1.2. C

39

, , , ,
. , ,
,
. , .
,
: , .

, . , ,
26. ,
,
( ).
, , , , .
, , , ,
. ; ,
, . ,
: (, ), ,
( ).

,
.
18. ; ,
, ,
. : (
), (
).
? ,
, , ,
. ,
, .
,
. ; , (
) .

.

1.2.4

2 M

, ,
, .

40

1.
uF

uF
0.9

0.8

0.8

CC

0.7
0.6

0.6

DL

Lob

0.5

DL

0.2

0.7
0.5

CC

0.5

2
3

3
4

1 q

1 p

(a) q - (b) p

. 1.6: .

1.12 G = hI, S, ui ,
N
X

ui (s) = c

(1.44)

i=1

c s S. N = 2, .
. , c , ,
.
. ;
, , ( , ),
. (. ,
1970).
. : Lob
(). :

DL CC
DL 0.5 0.8
CC 0.9 0.2
Lob 0.7 0.6

1.6(a) ,
q , q, , ,
DL.
, , q.

1.3.

41

uF
0.9
0.8
0.62
0.55

0.2

DL
0.62
0.55
0.5

Lob

CC

0.6

1 q

. 1.7: .
. q < 0.5, DL, q = 0.5 DL
Lob, q (0.5, 32 ), Lob, q = 32 Lob CC, q > 32 CC.
,
. , , q 6= 0.5. ( )
q (, q < 12 , DL. ,
, q = 0.5. , q = 0.5.
, DL Lob. 1.6(b) ( ) p ,
Lob, .
(, , ) p.
, p = 43 .
:

DL
CC
DL
0.5 0.8
CC
0.9 0.2
Lob 0.55 0.55

q 1.7.
, Lob q.
Lob ;
, 70% DL 30% CC,
0.62 . , .
, (. 7, 24).

1.3


: , . , -

42

1.

, , .
, -
. , (
) , .
:
1.13 G = hI, S, ui , i Si Rdi , ui (s) s.
, X Rd d ,
x, y X (0, 1) x + (1 )y X.

1.3.1

- ? ,
. :
1.14 X . u : X R , u {x|u(x) u}
.
, , .
,
(. 10).
1.8.
f (s)

f (s)

s
(a)

s
(b)

. 1.8: .
1.8(a) : u ( ) {s|u(s) u} ( ) . 1.8(b)
: u {s|u(s) u} .
,
(1952):
1.2 G = hI, S, ui, Si
. , i ui (si , si ) si si Si . G
.

1.3.

43

( ): , - ,
,
. ,
. ,
, 1.2.
, ,
.
. S1 = S2 = [0, 1],
u1 (s1 , s2 ) = |s1 s2 |


1
2
+ s1 s2 .
u2 (s1 , s2 ) = s2 +
2

(1.45)

s1 s2 .
: 1.9(a) , s1 ,
u1 u, . :

s2 > 21
0,
{0, 1}, s1 = 21 ,
s1 (s2 ) =

1,
s2 < 21

s2 (s1 ) = 0.25 +

s1
.
2

(1.46)

s2
1

s1 (s2 )

u1
1
2

1
2

s2 (s1 )

1
2

s1

s1

(a) 1 - (b) (s2 = 12 )

. 1.9: .
( 1.9(b)), ,
.

? ,
:
12

44

1.

1.3 G = hI, S, ui, Si Rdi . , i ui (si , si )


s = (si , si ). G .
,
,
. , . ( ) (. ,
1952).

1.3.2


.
, ,
.
, , . ,
, R. , ,
i = 1, 2 ,
r
Pi = i ,
(1.47)
r1 + r2
ri , i, 0 , . r1 = r2 = 0 P1 = P2 = 21 . ,
, . , . = 0, 12 ,
, . ,
1 , .
, i = 1, 2
ui (r1 , r2 ) = R

ri
ri ,
r1 + r2

(1.48)

ri [0, ) i.
,
( ,
) , .
(1967),
(1974) (1975). , , ,
, ,
. ,
, .
r1 r2 . , (r1 , r2 )
,
ui
= 0 ri > 0
ri
ui
0 ri = 0
ri

(1.49)

1.3.

45

i = 1, 2. , ri 0.

r1 r
u1
= R 1 2 2 1,
r1
(r1 + r2 )
u2
r21 r1
= R
1
r2
(r1 + r2 )2

(1.50)
(1.51)


r1 = r2 =

R
.
4

(1.52)

, . , R
) 2.
(r1 , r2 ) = ( R
4
4
< 0 = u1 (0, r2 ) ( , (r1 , r2 ) = ( R
, R
)
, u1 (r1 , r2 ) = R2 R
4
4
4

). > 0, (r1 , r2 )
(
) .
[0, 1]. (1, 2] ( 1.10), :
( )
u1

u1

R
4

R
4

r1

(a) 0 < 1

r1

(b) 1 < 2

u1
R
4

r1

(c) > 2

. 1.10: 1 , r2 =

R
.
4

? .
= 1, , . (. 31),
,
(R ). ,

46

1.

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

, (1929). 1 . . , , . ,
: x [0, 1] v x x. .
i si [0, 1] , .
.
, .
, .
, ,
. ,
. , i = 1, 2

u1 (s1 , s2 ) =

s1 +s2
,
2
1
,
2
2
,
1 s1 +s
2

s1 < s2
s1 = s2
s1 > s2 .

(1.53)

.
1.11.

s1

s1 +s2
2

s2

. 1.11: .
: 2
. s1 +s
2
2
; s1 < s2 , v < s1 +s
2
s1 +s2
1, v > 2 2.
, , s1 = s2 =
1
. , s1 6= s2 . , , s1 < s2 ,
2
i , si (s1 , s2 ). , s1 = s2 = s. s > 21 , ,
si (s, 1 s); s < 21 . , ,
, ,
.

1.3.

47

. , ,
. ;
, .
, .
; .
, ,
.

(1957),
. , . .
,
. ,
(, )
, . . s1 , s2 [0, 1]
, s = 0 , s = 1 .
, .
v [0, 1] ,
, .
. ,
, , . ,
[0, 1].
, v 1 , |s1 v| <
|s2 v| 2 |s1 v| |s2 v|.
, .
: s1 = s2 = 21 . ,
[0, 1] F (),
v x F (x), s1 = s2 = F 1 ( 12 ) = v m . v m
, , , .

1950 , - , (

) . (
) -

48

1.


,
. ,
, .
;
. ( , )
: , , ?
, , ,
, .
,
- .
(1979) (1985). ai [0, 1]
i = 1, 2 ( ). , ,
i si [0, 1] (
ai ). Pi , i .

u1 = P1 (P1 |a1 s1 | + P2 |a1 s2 |)
u2 = P2 (P1 |a2 s1 | + P2 |a2 s2 |) .

(1.54)
(1.55)

, , ( ).
i , ai . [0, 1]
.
P1 , P2 .
, . s1 < s2 .
2
v = s1 +s

2
. v < v 1, v > v
2. , v m < v 1, v m > v
2, v m = v 21 .
, :
, [ 21
1 1
, + 1 ]. b 1 .
2b 2 2b
,
P1 , P2 . s1 < s2 :
s1 +s2
1
1
0, 2 < 2 2b ,
b(s1 +s2 1)
1 1
1
2
P1 =
(1.56)
+ 21 , s1 +s
[ 12 2b
, 2 + 2b
] P2 = 1 P1 .
2
2
s1 +s
1
1
2
1, 2 > 2 + 2b .
a1 = 0, a2 = 1. ,
1
2
0 < s1 < s2 < 113 . s1 +s
12 2b
. 2 s2 > s2 ,
2
P2 = 1. , 2
13

, .

1.3.

49

2
12 +
. , s1 +s
2
:

u1
P1
= P1 + ( s1 + s2 )
=0
s1
s1
P1
u2
= 1 P1 ( s1 + s2 )
= 0.
s2
s2

1
.
2b

(1.57)
(1.58)

= 0

1
1
1
1
, s2 = + .
(1.59)
2 2b
2 2b
: b, 21 . , , i
, ai . . , yi ,
, . ,
. ,
. ,
b , ,
. [0, 1] a1 < 21 < a2 .
s1 =

A. .
. , - ( ) .
.
. S ,
S
2 S.
1.4 (, 1941). S ,
. r : S 2S - , ,
1. r(s) , s S.
2. r() . (sn , sn ) (s, s) , ,
sn r(sn ) n, s r(s).
r() .
1.12 - .
S = [0, 1]. r(), 1.12(a),
. s 6= 12 r(s) ,
r( 21 ) = [ 14 , 43 ]. s = 21 , 12 r( 21 ).
: r() f (s) = s.
1.12(b) . r( 12 ) = [0.2, 0.4] [0.6, 0.8],
r() . r() f (s) = s.
.
1.1.

50

1.

3
4

f (s) = s

1
2

f (s) = s

r(s)

r(s)

1
4

1
2

1
2

(b)

(a)

. 1.12: - .

G. i :

i () = argmaxi |Si |1 ui (i , i ).
(1.60)

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

() =

N
Y

i ().

(1.61)

i=1


(), ; ,

i i i i
.
,
() .
,
. ui () i ,
i () 6= ,
,
. ,
() .
,
() . , ,
(). i,
(0, 1),
ui (i + (1 )i , i ) = ui (i , i ) + (1 )ui (i , i ).

(1.62)

ui ( , i ) = ui ( , i ),
ui (i + (1 )i , i ) = ui ( , i ) = ui ( , i ),
i + (1 )i
i () + (1 )
().

(1.63)

1.4.

51

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

/
(). i

i
/
i (). i
i (). > 0, ,
n

ui (i , i ) > ui (
i , i ) + 3.

(1.64)

ui ( n ,
n ) (,
), n
n
n
) + .
) > ui (i , i ) > ui (
i , i ) + 2 > ui (
in , i
ui (i , i

(1.65)

n
, ui (i , i
) ui (i , i ),
n
ui (
i , i
) ui (
i , i ). ,
in
/
i ( n ). . ,
() . Q.E.D.

1.4

1. :

u
s
d

2
L
C
4,1 0,0
1,6 5,5
2,5 7,3

R
0,3
4,3
6,0

( ).
2. , .
. :

L C
u 3 0
s 5 1
d 2 6
g 3 5

2
R
2
4
5
5

3.

2
X
Y
X 0,0 A, B
Y B, A C, C

,
X . A, B, C,
B 6= 0, A 6= C

52

1.
(a) ( ).
(b) ( ).
(c) ().
(d) ( ).
? , ,
2 2 ? ,
, B 6= 0, A 6= C?
4. 2 2, (1, 0),
(0, q) q [ 12 , 1].
5. , f : RN R ,
x, y (0, 1) , f (x + (1 )y) > min{f (x), f (y)}. G
, i ui (si , si )
si . , si (si ) si .
6. ,
2 , M 3, . ,
2- ?
7. , si ( ),
, si ,
.
8. , 36 p = q = ( K1 , . . . , K1 ).
9. 1.7.

10. , , .
11. ,
S , .
12. G . si i,
( ). ,
i , , si
i (i ).
13. N , . , N 1
, . ,
, .
( > 0). , , . .
N , 3. N ?

1.4.

53

14. . .
, 40 .
. , , p(x),
x {0, 1, . . . , 20} , . p , p(0) = 0, p(20) = 1. i = 1, 2 , si {0, 1, . . . , 20}
. ,
,
1 ( ,
). ,
( ). , ,
. ,
, 0 , 1 .
15. , . . ,
p , ; 1 p
. ,
( ) .
: ( ,
, , ),
( ). r , R > r
( ).
. -, (
). -,
. C
c < C . ,
c , , C ,
. c < c < C < C .
(a) 2 2 .

(b) ?

16. . . ,
. , ,
.
, .
, .
, , .
(a) ? ?
(b) , , - ?
?
17. , 1, 2 3, , 3 , A, B, C, . 2 .
, A.
: u1 (A) > u1 (B) > u1 (C), u2 (B) > u2 (C) > u2 (A), u3 (B) > u3 (A) > u3 (C).

54

1.
(a) .
(b) ,
.
(c) ?
s, I I
s , ,
i. si = si i
/ I ,
ii. ui (s ) > ui (s) i I .

, .
18. (, 1994). , , .
. , , ,
.
$2 $100. :
, . , ,
, .
, , $2, ,
.
(a) .
(b) , .
, ?
19. ( , 2004). N .
.
L, C, R. :

L
C
R

L
C
1, 0
,1
1 ,
1, 0
1 , ,1

R
1 ,
1 ,
1, 0

0 < 12 . , ,
; , ( ),
. .
20. X . Y ; X
. Y , ;
X , Y .
Y i, X , Y vi , X . ,
. , ,
v1 > v2 > v3 > 0.

1.4.

55

21. :
G = h{1, 2}, {X = R, Y = R}, {u1 = x2 xy + x, u2 = y 2 + xy + y}i,
x X , y Y .
?
?
?
22. x0 X, y0 Y :
h{1, 2}, X Y, (f (x, y), g(x, y))i.
, x0 , y0 , :
f (x0 , y0 ) > max min f (x, y),
xX yY

g(x0 , y0 ) > max min g(x, y)


yY xX

(a) . ?
(b) , (x0 , y0 ) ?
23. N K . , , .
,
. , . , ,
, , .
24. G = hI, S, ui (S 0 , S 1 , . . .), ,
(a) S 0 = S,
(b) n > 1, S n S n1 (
) ( ,
).
,
(a) S S 1 , . . . ,
,
(b) S . S ,
.
25. . . i wi , wi = 4. ,
, . xi , gi ,
. ui = ln xi + ln(g1 + g2 ).
(a) .
(b) .

56

1.
(c) .
(d) -? ,
x1 , x2 , g1 , g2 , , ?.
u1 + u2 . g1 + g2
? .

26. ( , 1996). , , [0, 1] (


47). , . v
, v
( , ).

. , ,
( ). v ,

uv = b c,
(1.66)
c , b .
, ,

(1.67)

uv = |y v| c,

y . k 1
,
uv =

1
k

i|Vi =maxj Vj

|yi v| +

b
c,
k

(1.68)

, k1 . ,
uv = |y v|

(1.69)

, y,

X
1
|yi v|,
(1.70)
uv =
k
i|Vi =maxj Vj

k yi .
, .
(a) b, c , ?
?

(b) b, c , ?
?
27. . , p1 , p2 ( )
. i = 1, 2 ,

1.4.

57

pi . q = 1 p, p
, q , . ,
, i = 1, 2

1 pi , pi < pi
1pi
qi =
,
pi = pi
2
0,
pi > pi

ui = qi pi c(qi ),
c(qi ) i. , ,
,
.
(a) c(qi ) = ci qi , 0 c1 c2 .
q2

(b) c(qi ) = a 2i , a > 0. ?


28. ( 20-22) ,
p = 1 q1 q2 , i qi p ci (qi ),
(a) : ci (qi ) = ci qi2 , ci 0

(b) , : ci (qi ) = fi + ci qi
qi > 0 ci (0) = 0, fi 0.
29. ( 20-22) , , (q1t , q2t ), , q1t+1 = q1 (q2t )
q2t+1 = q2 (q1t ), (q1 , q2 ).
30. 46,
(a) , , .
(b) , , , ,
.
(c) ( ) (, ). , .
31. N , . ri , i.
ri
Pi = PN

j=1 rj

(1.71)

, i . i
ui = RPi ri ,
(1.72)

R .

58

1.
(a) , ri . ri N ?
P
(b) i ri N ?

(c) , c 0. N ?

32. (, 1953). .
v [0, 1] , c [0, 1] .
, / . p1 2
.
, p2 . , p1 p2 , p = p1 +p
2
. ,
?
33. ( , 1984). N ,
. i di {0, 1} , . , , ,
1, , 0. , ,
, c < 1.
, 1 K < N . . .
?
?
34. , : A B. , .
yA , yB [0, 1] . , 0
( ), 1 ( , , ).
; v. [0, 1].
v A
uA (v) = e (v yA )2 , e > 0. B
uB (v) = (v yB )2 . , .
A ; , , , e ( , ,
). ,
, .
v 0.7 A v > 0.7 B,
UA = 0.7 UB = 0.3.
(a) , v uA (v) = uB (v) yA , yB ?
v < v? C v > v?
(b) , e 41 .
. ?
(c) , e <

1
4

,
(d) e < 14 . , B

21 12 e, 12 + e. ,
yA = 12 A
B. , B , yA = 12 .

1.4.

59

35. , : A B. , .
yA , yB [0, 1] .
. [0, 1].
u(v, y) = |v y| v [0, 1]
y. ,
, .
:
(a) v :
i. 1 u(v, y1 ) > u(v, y2 ) |u(v, y1 ) u(v, y2 )| b, 0 < b < 12 .
ii. 2 u(v, y1 ) < u(v, y2 ) |u(v, y1 ) u(v, y2 )| b.
iii. |u(v, y1 ) u(v, y2 )| < b.

,
.
(b) v :
i. 1 u(v, y1 ) > u(v, y2 ) u(v, y1 ) c, 12 c 41 .
ii. 2 u(v, y1 ) < u(v, y2 ) u(v, y2 ) c.
iii. max{u(v, y1 ), u(v, y2 )} < c.
, .
36. ( , 1991). V1 V2 ,
. V1 V2 . . ,
,
. (
) . , ,
, , , V1 + V2 .
, c > 0
. P1 P2 ,
.
. P1 P2 ,
, , . P1o P2o ,
. ?
37. ( , 1999). . i , xi . .
: . 1 2 3 4. .
i j ( , ), , i ,
i
pi (xi , xj ) = xix+x
.
j
(a) R , r .
. i R,
r, xi .
.

60

1.
(b) ( , x1 =
x2 = x3 = x4 = x. ?
(c) . ,
x1 + x2 + x3 + x4 r + R = R.
.
(d) ,
i
,
, pi = x1 +x2x+x
3 +x4
?

38. (, , 1993). N
: , . V [0, 1]
. , <
. , ,
()V . ,
. , (1 V ). V >

, , ( )V ; V +
,
+
( )V .
(a) V ?
(b) , ,
: . ? , -, ?
39. (, 1992). N . , , , :

Y (q1 , . . . , qN ) = q1 + + qN ,
qi , i.
ui = W i q i ,
Wi ; i.
(a) qi . Y
: Wi = N
.

o
q1 , , qN . - q1o , , qN
,
Y q1 + + qN . ?
(b) :
Wi = Y (q1 , . . . , qN )

N 1
o
o
o
Y (q1o , . . . , qi1
, qi , qi+1
, . . . , qN
).
N

-? ,
, q1 + + qN = Y ? , .
40. ( , 2006). N . , .
si 0 , i. ,

1.4.

61

P
, N
i=1 si > , > 0 ,
[0, ) f () F (). i R si , si ,
.
(a) .
(b) . , ,
+ , > 0 . .
, ?
(c) . , ,
, > 1. ?

62

1.


[1] E. Aragones and T. Palfrey. (2004) The Eect of Candidate Quality on Electoral Equilibrium:
An Experimental Study. The American Political Science Review 98(1): 7790
[2] Daron Acemoglu and James A. Robinson. 2006. De facto political power and institutional
persistence. AEA Papers and Proceedings 96(2): 325330
[3] Basu, Kaushik. 1994. The Travelers Dilemma: Paradoxes of Rationality in Game Theory.
American Economic Review 84(2): 391395
[4] Bereford, S. and H. Person. (1955) A Mixed Strategy in Action Operations Research 6(4): 173
176
[5] Ken Binmore. Fun and Games: A Text of Game Theory. D.C. Hearth. 1992.
[6] Calvert, Randy. 1985. Robustness of Multidimensional Voting Model: Candidate Motivations,
Uncertainty and Convergence. Americal Journal of Political Science 29:6995.
[7] P.A. Chiappori, S. Levitt, and T. Groseclose. (2002) Testing Mixed-Strategy Equilibria When
Players Are Heterogeneous: The Case of Penalty Kicks in Soccer. The American Economic
Review 92(4): 11381151
[8] Davis, D. and C. Holt. (1993) Experimental economics Princeton Umiversity Press
[9] Dixit, A. and S. Skeath. (2004) Games of strategy: 2nd edition W.W. Norton & Company
[10] Downs, Anthony. 1957. An Economic Theoty of Democracy Harper&Row
[11] D.Fudenberg, J.Tirole. Game Theory. Cambridge, Mass.:MIT Press, 1991
,
[12] R.Gibbons. Game Theory for Applied Economists. Princeton University Press. 1992
[13] Glicksberg I.L. 1952. A further generalization of the Kakuani xed point theorem, with
applications to Nash equilibrium points. Proceedings of the National Academy of Sciences 38:
170174
[14] Gradstein, Mark, and Kai Kondar. 1999. Orchestrating rent-seeking contests. Economic Journal
109: 536545
[15] Hindricks, Jean. and Gareth Myles. 2006. Intermediate Public Economics. The MIT Press
[16] Holmstrom, Bengt. 1982. Moral Hazard in Teams. Bell Journal of Economics 13(2): 324340
[17] Hotelling, Harold (1929) Stability in Competition, Economic Journal 39 (153): 4157
63

64

[18] Kakutani, S. 1941. A generalization of Brouwers xed point theorem. Duke Mathematical
Journal 8(3): 457-459
[19] Krueger, A. (1974) The Political Economy of the Rent-Seeking Society. The American Economic
Review 64(3): 291303
[20] MasCollel,A., M. Whinston, and J. Green. (1995) Microeconomics Theory Oxford University
Press
[21] Murphy, Kevin, Andrei Shleifer, and Robert Vishnu. 1993. Why is rent-seeking so costly to
growth? The American Economic Review 83(2): 409414
[22] Myerson, R. (1991) Game theory: Analysis of Conict. Harvard University Press
[23] Nash, John (1950) Equilibrium points in n-person games. Proceedings of the National Academy
of Sciences 36(1): 4849.
[24] Nash, John. 1953. Two-Person Cooperative Games. Econometrica 21(1): 128140
[25] Osborne, Martin, and Al Slivinski. 1996. A Model of Political Competition With CitizenCandidates. Quarterly Journal of Economics 111: 6596
[26] Palfrey, Thomas, and Howard Rosenthal. 1984/ Participation and the Provision of Public Goods:
A Strategic Analysis. Journal of Public Economics 24(2): 171193
[27] Posner, R. (1975) The Social Costs of Monopoly and Regulation. The Journal of Political
Economy 83(4)
[28] Rubinstein, A. 1991. Comments on the Interpretation of Game Theory. Econometrica 59(4):
909924
[29] Schelling, T. C. (1960). The Strategy of Conict. Cambridge, Massachusetts: Harvard University
Press
[30] Selten, R. and J. Pool. 1991. The distribution of foreign language skills as a game equilibrium.
In R. Selten, ed., Game Equilibrium Models, vol. 4, Berlin: Springer-Verlag, 6484
[31] Tullock, G. (1967) The welfare costs of taris, monopolies, and theft. Western Economic Journal
5(3): 224232
[32] Walker, M., and J. Wooders. (2001) Minimax play at Wimbledon, American Economic Review
91(5): 15211538
[33] Wittman, Donald. 1977. Candidates With Policy Preferences: A Dynamic Model. Journal of
Economic Theory 14:180189.
[34] .., .., .., .. : . .1 . - : , 2000. - 264 .
[35] , . III. 2007
[36] . , . . 1970
[37] ., . , , 1971

65

[38] , ., : .
. . "Ad Marginem 1996
[39] .. .. . : .
. .: - - .-, 2001
[40] . . : . . : .

66

, . , ,
. , 1000 14 .
, :
, , . ( ) : , , .
. ,
. , ,
, . , , ,
.
? , .
, .
, ,
. ,
. ,
, , . ,
, , .
, .
,
, . ,
.

2.1

, . ,
, .
, ,
. , , . ;
.
14

(1992).

67

68

2.1.1

2.

-, ( ) . , , ,
. , I = {1, , N } {}.
-, , ,
. , ;
. , ,
; .
( ) ,
2.1. .
, . ;
, . :
, ,
, .
, . ,
.
, -, , ,
. , . , 1
; 0 , , ; 1,
, .

1, 1

0, 1

1, 0

. 2.1: .
, - , , . , ,
(0, 1).
, . , ,
, , , .
, , , . ,
( , ) , . 2.2.

2.1.2

1 (. 18). ,
2 2 :

2.1.

69

. 2.2: , :
, .

M
T
M 1,1 0,0
T 0,0 1,1

, ,
; , , . 2.3 .

M
1, 1

0, 0

0, 0

(a) 1-

1, 1 1, 1

0, 0

0, 0

1, 1

(b) 2-

. 2.3: .
2.3(a) , ,
, , ,
, . , , .
2.3(b) ( , ,
).
, - . , ,
. , 2.4, 2 ,
M L 1, , 2

70

2.

1, .
1 R, , 2 .
1

M
2

. 2.4: 2 .
, - . ,
. ,
.
, , , . ,
, 2.5(a) , ,
, ,
.

0, 0
(a) .

M
1, 1

0, 0

0, 0

1, 1

(b) .

. 2.5: .
,
. , ,
( 2.5(b)), . , ,

2.1.

71

, . ,
, ( , ).
, 2.5(b)?
: M T. , , . , .
:
TT T T; T M.
TM T T; M M.
MT M T; T M.
MM M T; M M.
, 4 . ,
. .
2.1 i
Si = hi Hi A(hi ),
Hi , i, A(hi ) , i hi .
i
Y
|A(hi )|.
Ni =

(2.1)

hi Hi

, 3 ,
3,4 5 , 3 4 5 = 60.
.
, , . , ,
.
, .
23. . .
,
-1. T N. ,
, :

T
N
T 0,0
-5,10
N 10,-5 -10,-10

72

2.

, . ,
, . ,
( ), ,
. ,
( 2.6(a)).

N
10, 10

T
10, 5

5, 10

(a) .

0, 0 10, 10

T
10, 5

N
5, 10

T
0, 0

(b) (N, NT).

. 2.6: .

: S1 = {T, N}, : S2 = {TT, TN, NT, NN}


( , ,
, ). ?
.

T
N

TT
0,0
10,-5

TN
NT
NN
0,0
-5,10 -5,10
-10,-10 10,-5 -10,-10

. , : (N, TT), (N, NT) (T, NN). (N, TT) (T, NN)
. , ,
(T, NN). , - T .
, .
NN, 10,
5.
(N, NT) , , . , ,
, ( 2.6(b)). ,
, 5 ( ) 10 (
). , , , ,
. ,
,
.

2.1.

2.1.3

73

, ,
, . .
2.2
. .

.
, , -. , ,
: ; ,
( , ) .15
, , , .
, :
2.1 (, 1953)
.
, , , .
.
( ,
), .
, , .
. ,
. ; ,
.
2.7.
2.7(a) . 1 U,
2 3 L r, 1 B. 3
l, 1 F. 3,
l. 2 R, 1 D.
, :
D 1. ,
, ,
. , ,
2.7(b).
,
-, . ( ,
) . -,
, . , -
15

, . , .
, , .

74

2.
1

1
U

D
L

1,6,5

0,1,0

B
10,5,2

R
3

2,0,0

1,6,5
l

1
F

R
3

2,0,0

1
F

4,4,10

-5,2,-5

(a) .

F
0,1,0

B
10,5,2

4,4,10

-5,2,-5

(b) .

. 2.7: .
( , ).
. Chinook,
, ,
( ., 2007). ,
. ,
. 1020 ;
. 1040 , ,
, -.
.
.
, , . , , , .
.
, (B), (N). ,
, , (A), (S).
, (F),
(R). , .
10, , ;
0 , ; -5, .
2.8.
, . , ,
, .
.
- .
. :

2.1.

75

-5,-5

10,0
F

10,0

R
0,10

-5,-5

. 2.8: .
, . -
, : .
, 61 , ( ). 56 .
- , , :
. ,
, , 15 .
, .
, , 23
. 2.9.
1

1
6
2
,1
3

0, 1

4
5

1, 0

3
4

2
,1
3

0, 1

1
4

1
5

1, 32

2
3

1, 0

1
2

1, 0

1
2

1
3

1, 32

2
,1
3

0, 1

1, 32

. 2.9: .
; ( ,
) , 16 ,
; ( , ) .
2.10.16
,
1. , , ,
( 12 , 56 ) = 21 (0, 1) + 21 (1, 32 ). ,
16

, ,
,
. 2.10 , ,
( p [0, 1]).

76

2.
11 5
,
18 6

5
6

11 4
,
15 5

0, 1

4
5

1, 32

1, 0

3
4

7 2
,
9 3

2
,1
3

0, 1

1
4

1
5

1
6
2
,1
3

7 3
,
12 4

1 5
,
2 6
2
3

1, 0

1
2

1, 0

1
2

1
3

1, 32

2
,1
3

0, 1

1, 32

. 2.10: .
97 , 32 ) = 13 (1, 0) + 32 ( 32 , 1). , ,
.
Survivor.
Survivor17 .
CBS 2000 . ()
. .
3 ( ) , ( ). ,
.
. , ,
10 .
: , . ,
,
, ( ) .

( ,
).
, .
, , ,
, .
! ,
,
. 2.11.
.
, ( ) 0.5 0.8 + 0.1 0 + 0.4 0.2 = 0.48. ,
0.8 0.8 + 0.2 0 = 0.64. , ,
. ,
(
), ( ). .
, , , . :
, .
, .
17

(2004, . 72-77).

2.1.

77

0.4

0.1

0.5

0.2

0.8

0,0,1

0.2,0.8,0

0,0,1

0,0,1

0.8,0.2,0

0,0,1

0,0,1

0,0,1

0.8,0.2,0

0,0,1

. 2.11: Survivor.
: .
,
, ,
, , ,
.
.
, -, - ,
.
,
, , ,
.
. : . 100 . , 200 .
, 400, . , 1600 , .
2.12.
, :
; . , . -

78

2.

800,800

100, 0

0, 200

400, 0

0,800

1600,0

. 2.12: .
, ,
. , (1992), 60%
3 4 7 .
, . .
- (2009) . :
;
( ). ,
,
: ,
, ,
, .
. , 100 .
p [0, 100] , 100 p .
(A), . (D),
0. 2.13 .
O
p [0, 100]
M
A
p, 100 p

D
0, 0

. 2.13: .
p? p < 100, , 100
p > 0. p = 100, , (
).
p = 100, , p = 100.
, , , . , ,

2.1.

79

, , , . , ,
, , . ,
. , , (, 2003).
, p = 100, . . (1996)
, , , . ,
, . 46% $3
$10, , . , ,
, , , ( 16%).
, , , .
, ,
( ), , ( ,
, ), .
.

2.1.4

? ,
Q . ,
hi Hi A(hi ),

. , i
Q
| hi Hi A(hi )|1 .
, ?
p1 , p2 ,
p3 , 1 p1 p2 p3 , (. 2.1).
q 1 q.

TT
T 0,0
N 10,-5
p1

TN
0,0
-10,-10
p2

NT
NN
-5,10
-5,10
10,-5
-10,-10
p3
1 p1 p2 p3

q
1q

2.1: : .
, ,
1:
Q
Y
|A(hi )| 1.
(2.2)
dim(| hi Hi A(hi )|1 ) =
hi Hi

80

2.

dim() . , p1 , p2 , p3 .
. , (p1 , p2 , p3 , 1 p1 p2 p3 ) (q, 1 q).
, ( T)
, ( T). ,
p1 = p1 + p2 .

(2.3)

, , ,
p2 = p1 + p3 .

(2.4)

(p1 , p2 ) .
.
2.3 i
Bi = hi Hi |A(hi )|1 .

(2.5)

, ,
. , . ,
X
(|A(hi )| 1).
(2.6)
dim(Bi ) =
hi Hi

, 3, 4 5 ,
3 + 4 + 5 3 = 9,
3 4 5 1 = 59.
, .
Ri (hi ) i, hi - si , , i
ai hi ,
P
si Ri (hi ),si (hi )=ai i (si )
P
bi (ai |hi ) =
.
(2.7)
si Ri (hi ) i (si )

, i (si ) si i . bi (i ) , i
(, (p1 , p2 ) (p1 , p2 , p3 ) ). i (bi )
, bi .
, (
, ) ,
. 18 .
2.2 (, 1953).
. bi , bi i i (bi ),i i (bi )
18

, , (1991, . 43).

2.1.

81

(2.8)

ui (i , i ) = ui (bi , bi ).


,
.
.
( 2.14). , (R)
(S). .
, , .
S

0
R

R
0

. 2.14:
: R S. . , : p
( R), 1 p ( S), 0 p + 0 (1 p) = 0.
, p,
0 p + (1 p) (4 p + 0 (1 p)) = 4p(1 p). p = 21
, 1. , .
- .
, , : . , , (6 ). 6,
1 . , . ,
1 . , . ,
2 . , 2 .
2.15. ,
. , , , . , 6
, ,
. 1 p, , , .
2 q .
p q:
u1 (p, q) =

1p
p
p
1
1
3
q
2q + (1 q) + 2 q + (1 q) = p pq + ,
2
2
2
2
2
2
2

82

2.

-1,1
N

B
1,-1

-2,2

-1,1
B

1,-1

N
2,-2

. 2.15: - .
u2 (p, q) = u1 (p, q).

(2.9)

p = 13 , q = 32 . . , ,
. ,
. ,
6, . ,
, ! , . :
, , .

2.1.5

.
.
2.4 . (x)
, x, :
1. x .
2. , (x), , (x).
.
. , , , ,
(B), (N). ,

2.1.

83

. ( )
: (R), (F). , ,
:
2
R
F
1
R 3,3 5,2
F 2,5 4,4
, .

2
R
F
1
R 1,1 3,2
F 2,3 4,4
, 1, ,
0, . 2.16.

N
1

0,1,1

1,3,2

1,2,3

1,4,4

0,3,3

1,5,2

1,2,5

1,4,4

. 2.16: - 2. .
, ,
, . , ,
. , . , ,
(R, R). , ,

84

2.

(F, F). , 0, N, 1,
B. , .
2.5 .
, .
, ,
.
. , . (/ ).
, p [0, 100].
, .
2.17 (1988)
(1991, .99-100).
1
R

6,0,6

1
F

8,6,8

3
F

0,0,0

7,10,7

7,10,7

0,0,0

. 2.17: ?
( ). 2
1 3. . ,
(7, 10, 7) , (3.5, 5, 3.5).
2 ((F, G) (G, F)), 2
L. 2 (
1 3 ), 2 R. ,
1 I 7, 8,
R. : ((R, G), L, F), ((R, F), L, G)
((R, 21 G + 21 F), R, 21 G + 21 F).

2.1.

85

L 1? , , 1
3 2. 2
( , 1 3 ), 1
(3.5, 5, 3.5). 1 L. ,
, ,
, ,
( , 1991, . 100).

2.1.6

.
1. N .
, .
q1 [0, ) , q2 [0, ) .
.
. 1 q1 .
. 2 q2 .
, p = 1 q1 q2 , p
, q1 + q2 . ,
i cqi , 0 c < 1.
:
u1 = q1 p q1 = q1 (1 q1 q2 ) cq1
u2 = q2 p q2 = q2 (1 q1 q2 ) cq2 .

(2.10)

. q1 ,
, , 2 q2 . 2
q2 (q1 ) =

1q1 c
,
2

0,

q1 < 1 c
q1 1 c,

(2.11)

(2.11) 2 .
q1 , ,
(2.11). q2 (q1 ) u1 :
u1 (q1 , q2 (q1 )) =

q1
(1
2

q1 c), q1 < 1 c,
q1 (1 q1 c), q1 1 c.

(2.12)

, q2 (q1 ) = 1c
. ,
u1 (q1 , q2 (q1 )) q1 , q1 = 1c
2
4
, (
). 1 :
q1 = q2 = 1c
3
, . 2 .

86

2.

.
. -
, , ?
? , , , .
, . . ,
,
. , ; ; . , ,
, , (, , ).
(, 1934) ,
(1977) (1979, 1980).
, (1980).19
, :
. 1 q1 ,
2.
. 1 2 q1 , q2 .

u1 = P q1 c
q1 c max{0, q1 q1 },
u2 = P q2 cq2 ,

(2.13)

0 < c 21 , 1 . , , P = 1q1 q2 . , ,
1 0 q1 < q1 c q1 > q1 ,
.
2 c.

:

0,
q2 1,

1q2
,
q2 [1 2
q1 , 1),
2
q1 (q2 ) =
(2.14)
q

,
q

[1

2
q
q1 ),

1
2
1 c, 1 2

1q2 c
, q2 < 1 2
q1 c.
2
, :

0,
q1 1 c,
q2 (q1 ) =
(2.15)
1q1 c
, q1 < 1 c.
2


q1 (q2 ) = q1 , q2 (q1 ) = q2

(2.16)

q1 .
, . ( 2.18).
19

(1987, . 314) (1999, . 7).

2.1.

87

1. q1 < q1 . q1 , q2
1 q2
,
2
1 q1 c
=
.
2

q1 =
q2
, q1 =

1+c
,
3

q2 =

12c
.
3

(2.17)

q1 >

1+c
.
3

2. q1 < q1 . q1 , q2
1 q2 c
,
2
1 q1 c
=
.
2

q1 =
q2
, q1 =

1c
,
3

3. q1 = q1 . q2 =

q2 =

1
q1 c
.
2

1c
.
3

(2.18)

q1 <

1c
.
3

q1 [ 1c
, 1+c
].
3
3

, q1 , q2 ,
, q1 . u1
u1 q1 . , , ,
q1 u1 . q1

1+2c
q1 < 1c
3 ,
3
1
q1 +c
1c 1+c
p = 1 q1 q2 =
(2.19)
,
q

[
, 3 ]
1
3
1+c2
1+c
,
q1 > 3 .
3
1

u1 =

(1c)2
,
9
1
q1 c
q1 ,
2
(1+c)2
c
q1 ,
9

q1 < 1c
,
3
1c 1+c
q1 [ 3 , 3 ],
q1 > 1+c
.
3

(2.20)

c 15 ,
c > 51 .

(2.21)

u1 q1 ,

q1 =

1+c
,
3
1c
,
2

? 1
2. , 1
2 .
?
c:

c
c>

1
5
1
5

q1
1+c
3
1c
2

q1
1+c
3
1c
2

q2
12c
3
1c
4

p
1+c
3
1+3c
4

88

2.
q2

q2

1c
2

1c
2

(q1 , q2 )

q1
(a) q1 >

1+c
3

1c

(q1 , q2 )

q1

q1

(b)

1c
3

q2

q1

1+c
3

1c

q1

1c
2

(q1 , q2 )

q1

1c
2

(c) q1 <

1c
3

1c

q1

. 2.18: , c q1 .

,
( 2022).

. ,
, . p ,
.
,
, .
? (1997, .
3), 1970 Du Pont
,
.

2.1.

89

,
, ?
(2005).20
: . :
, . ,
; .
,
.
, . .
,
( , ).
. ( ,
), (, , ).
? ?
. , , (D), (N).
.
( ). . ,
, , (R),
(NR). , , , . 1 q
, ,
. q ,
. 2.19.
, 21 ( p , dpD , dpR ), p [0, 1] ,
( , D), dpD {R, NR}
dpR : [0, 1] {R, NR} , D N,
. r . (dr , r1 , r2 ),
r1 , r2 [0, 1] ,
, dr {D, N} , , .
,
:


1 2
p
r
u (N, ) = (1 )y + y,
(2.22)
2


1 2
p
p
u (N, ) = (1 )y + y.
(2.23)
2
y r , y p , y . , .
12 2 ; . y r > y p y = y p + (1 )y r , 12 .
20

(2007).
, , ;
( ) .
21

90

2.

ur (R), up (R)

r1

NR

NR

ur (N, p ), up (N, p )

ur (R), up (R)

1q

ur (N, r1 ), up (N, r1 )

r2
ur (N, r2 ), up (N, r2 )

. 2.19: .
, .
1 .
:
up (R) = 0

y
up (R) =
.

(2.24)
(2.25)

.
up (N, ) , ,

. , r2 = 0,
, ,
.
up (N, ) :

p =

y y p
.
y

(2.26)

2.1.

91

r2 p .

up (N, r2 ) = y r ,

up (N, r2 ) = y p ,

1

2y p y r + y2 y p2 ,
up (N, p ) =
2
y

1

up (N, p ) =
y2 + y p2 .
2
y

(2.27)
(2.28)
(2.29)
(2.30)
(2.31)

, dpD
. up (N, p ) up (R) ,

y p2 + y2 .
2
2
y

(2.32)

, dpD = NR
dpD = R >
.
, (
),
21 . ,
y p , ( ).
dpR .
,

(1 q)up (N, r1 ) + qup (N, r2 ) up (R).


(2.33)
, r1 ( ,

) r2 ( ,
). ,

1
y

y
qy p + (1 q)(y p (1 r1 ) + ( r1 r1 2 )
y ) = yp + (1 q)((
y y p ) r1 r1 2 )
,
2
2

dpR ( r1 )

R,

>

NR

yp +(1q)((
y y p ) r1 y2 r1 2 )
y
yp +(1q)((
y y p ) r1 y2 r1 2 )
,
y

(2.34)

(2.35)

. -, 0 = yyp (2.34) r1 = 0.
, r1 = 0.
.
-, (0 , 1 ) (2.34) r1 > 0.
(1q)up (N, r1 )+qup (N, r2 ) r1 r1 = p . ,

y
(
y y p )2

= up (R)
(2.36)
(1 q)up (N, p ) + qup (N, r2 ) = yp + (1 q)
2
y

(
y y p )2
y p
+ (1 q)
,
(2.37)
1 =
y
2
y2
r1 p ( 2.20).

92

2.
up
up (N, )

up (R)

qup (N, 0) + (1 q)up (N, )

yp

0 r1

. 2.20: < .
-, 1 r1 [0, 1] dpR ( r1 ) = R.
r1 , ,
.
, dr . , 0 < 1 <
.
.
1. >
. dr . , dr
.
2. [
, 1 ). dr = N. ,
r
d = D.
3. 1 . dr . dr = N,
r1 p .
.
,
? , ,
, , , , .
. q r1 r2 = 0 , .
, , r1 = p .
, .
,
,
. , ,
- . , . 17-
, 20-
. , 90% , .

2.1.

93

; . 1980
, ,
. , ,
. , 1994 ,
.
.
22 4446. ; ,
,
. ri 0 , i = 1, 2. , ,
. , , ,
, .
r1
r1
r1 + r2
r2
u2 (r1 , r2 ) =
r2 ,
r1 + r2
u1 (r1 , r2 ) = R

(2.38)
(2.39)

R > 0 ( ,
). ,
r1 r2 .
r2
u1 (r1 , r2 )
1
=R
r1
(r1 + r2 )2
u2 (r1 , r2 )
r1
1.
=
r2
(r1 + r2 )2
(r1 ,r2 )
=
, r1 > 0 r2 > 0 u1r
1
Rr2 = r1 . ,

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

(2.40)
(2.41)
u2 (r1 ,r2 )
r2

= 0,

r1 =

(2.42)

r2

(2.43)


R3
(1 + R)2
1
=
.
(1 + R)2

u1 =

(2.44)

u2

(2.45)

, , ,
, . R > 1 ,
R < 1 .
22

(1993) (1993).

94

2.

R . , .
,
r1
r1
u1 (r1 , r2 )
=
(2.46)
.
R
r1 + r2
R
,
, . R > 1, , 1
.
, ?
1 r1 . 2, ,
, , 1. ,
?
(r1 ,r2 )
2 u2r
= 0 r2 > 0,
2
u2 (r1 ,r2 )

0 r2 = 0. :
r2

r1 r1 r1 1
r2 (r1 ) =
(2.47)
0
r1 > 1.
(2.47) (2.40),
u1 (r1 , r2 (r1 )) =

R r1 r1 , r1 1
R r1
, r1 > 1.

(2.48)

(2.48) r1 (2.47),
. R < 2
R2
,
4

R
R
=
1
,
2
2

r11 =

(2.49)

r21

(2.50)

R2
,
4

2
R
=
1
.
2

u1
=
1

(2.51)

u1
2

(2.52)

1
u1 u1
1 , , u1 < u1 R 6= 1 1 ,

1
. u2 < u1
2 R < 1 u2 > u2 R > 1. ,
, , ,
. 2? 1
p
(2.53)
r1 (r2 ) = Rr2 r2

R > 1, 2 1
2
r
r2
u2 (
r1 (r2 ), r2 ) =
r2 .
(2.54)
R
r2 ,
r22 =

1
,
2R

(2.55)

2.1.

95

1
.
2R
,
r12 = r1 (r22 ) = 1
u2
= R1+
1
u2
=
2

1
.
4R

1
4R

(2.56)

(2.57)
(2.58)

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

2

u1 , u2
2
u2
1 , u2


1
u1
1 , u2
u1 , u2

2
R. , u1 < u1
1 u2 < u 2 .
1

R < 1 1 2 u2 > u2 ;
, 1 , 2 . R > 1

u2
1 > u1 , .
, , ,
, .

.
. , , , , ( ).
;
[0, 1].
, . ( 30 1) ,
,
. ,
. t = 1 1 2 s1 , s2 [0, 1].
t = 2 3 s3 [0, 1]. . ,
, ( 2.21).
0

s1

s1 +s2
2

s2

s2 +s3
2

s3 1

. 2.21: .
? 1 2
s1 , s2 . 3 s3 (s1 , s2 ), ,

96

2.

s1 s2 . s3 (s1 , s2 )
s1 , s2 ,
3. s1 < s2 . [0, 1],
1

s1 +s2

3
2
1
2
3 s1 +s
s3 < s1 ; s1 +s
s3 = s1 ; s2 s
s3 (s1 , s2 );
s3 = s2 ;
2
4
2
2
s2 +s3
1 2 s3 > s2 .
, 3 , s3 = s1 s1 >
1
1
1
}; s3 = s2 + 1s2 > max{s1 , s2 s
}; s3 (s1 , s2 ) s2 s
> max{s1 , 1s2 }.
max{1s2 , s2 s
2
2
2
,
. , .
, s3 (s1 , s2 ), .
c s1 s2 , s3 (s1 , s2 ) ,
s2 s1
1
> max{s1 , 1 s2 }. , s3 = s2 +s
. ,
2
2
1
3
1


s1 = 4 , s2 = 4 , s3 (s1 , s2 ) = 2 . 1
2 38 , 3 14 .
, s1 = s2 . :
s1 = s2 21 , , s3 = s1 + .
, , s1 = s21 ,
34 s1 s12+ . , ,
, .
, .

.
. ,
. , ,
. , , , (,
, , , -
).
.
, , - (,
), - . ,
, ,
, . ,
,
.
(1996) , , ,
,
.
, , ? ,
( ), 234 200 .
( )
218 ?
? : ,

2.1.

97

,
.
. N 5
. , A B, .
, .
.
t = 1. A , .
ai , i, .
, ai 0.
t = 2. B , .
bi , i, .
, bi 0.
t = 3. . i ,
ai b i ,

(2.59)

.
P
A WA N
( i=1 ai ,
PN
), i=1 ai , . B
PN
P
WB N
i=1 bi , ,
i=1 bi , ,
WA WB .
, , a1 a2 . . . aN . ,
b1 , . . . , bN B a1 , . . . , aN . , , N 2+1
P
. B , N
i= N2+1 ai < WB .
A t = 1? B, .
-, , A . a1 > a2 > . . . > aN

N
X
ai = W B ,
(2.60)
i= N2+1

. - , a1 =
= a N +1 > > aN . , a1 > a N +1 , a1 ,
2
2
A, (2.60) .
, -, , a1 = = aN . , a N +1 > aN .
2
, a1 = = a N +1 = = aK > aK+1 > > aN ,
2
aN
}. a1 , . . . , aN ,
K > N 2+1 . M = K N 21 1. < min{aK aK+1 , aKM
, ai = ai i = 1, . . . , K, aN = aN + M , P
ai = ai K + 1 > i > N 1.

, a1 > . . . > aK > aK+1 > . . . > aN , N


i= N2+1 ai = WB .
P
PN

A : N
i=1 ai =
i=1 ai (K M ). a1 , . . . , aN
, a N +1 > aN .
2

B
, a1 = . . . = aN , ai = 2W

N +1
(2.60). , A ,
WB
.
B, 2N
N +1
, ,
, , -.

98

2.2

2.

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

2.2.1

D ()
H ()

D ()
3,3
5,0

H ()
0,5
1,1

,
? 2.22 ( ) .

. 2.22: , . 2
1-5.
1-5 (). 1
: (D) (H) 1, . 2-5
2,

2.2.

99

.
, , (, , ) 25 = 32 .
. ,
DDHDH DDDDD.
3 5.
D 1, 3 5 , , . , DDHDH DDDDD
:
2.6 . i , i i
, uj (i , i ) = uj (i , i ) j, i .
, , 2 , 8
. .
,
H. ,
( ). , 1
H. , , , : (H, H) .
2.7 G , T > 1 . G(T ) , G T , i

T
X
ui =
ui (at ),
(2.61)
t=1

at A t = 1, . . . , T .
G ,
a A .
?
2.3 G = hI, A, ui c a ,
T > 1. G(T ) ,
, , t 1, a .
. G(T ),
t = T , G. , , t = T 1, G, u(a )
, t = T 1 a .
, t = 1, . . . , T .
, ? , , ,
, (
??). , ,
.

100

2.


,
,
. , .
, .

A
B
C

2
A
B
1,1 5,0
0,5 4,4
0,0 0,0

C
0,0
0,0
3,3

?
t = 2 : (A, A), (C, C).
, t = 2 , t = 1.
9 ;
t = 1 t = 2. , ,
, 2 ,
29 = 512 , . , , t = 2
(C, C) t = 1 (B, B).
t = 1:

A
B
C

2
A
B
2,2 6,1
1,6 7,7
1,1 1,1

C
1,1
1,1
4,4

: (A, A), (B, B) (C, C). (B, B)


. ,
t = 1 ,
- (B, B) t = 2.
, .
. ,

, ,
- ; ,
- ( ), . 20.

2.2.2

, T ,
- ; ,
.
? , , .
. ,

2.2.

101

Pepsico ,
- The Coca-Cola Company. , , Pepsico
- , , The Coca Cola Company .
,
, , . .
, ,
.
.
2.8 G = hI, A, ui . < 1.
t = 0, 1, . . .. at A t23 .
:

X
ui ( ) = (1 )
t ui (at ).
(2.62)
t=

G() G, , i
ui (0).

0 < < 1 . ,
. ui ( )
. i,
.
, i t = , + 1, . . .
ui ( ). t =
,
t ui (at )24 :

X
t=

ui ( ) X t
ui ( ) =
=
ui (at ).
1
t=

(2.63)

( ) . , ,
t 0.
. ,
- .
2.9 G = hI, A, ui . T i
mi : AT Ai ,

(2.64)

ait T .
23

, t = 0.

.
. (1994)
.
24

102

2.

2.23 T = 1
9825 :
D
D, H
D
D
(a) D

H
H

D
H
D

D, H
H

(c)

(b)

. 2.23: T = 1.
2.23(a) D,
, . 2.23(b)
, D,
, . , 2.23(c) :
D, , H. H,
.
G = hI, A, ui . u(a)
.
X
X
X = {x RN |x =
a u(a),
a = 1, a 0}.
(2.65)
aA

aA

-
. ( ),
x X (2.62)
- a0 , a1 , . . ..

ui = min max ui (ai , ai )
(2.66)
ai Ai ai Ai

,
i G. G() i
, ui . , t = 1 i
ai0 , ui (ai , ai0 ), t = 1 ai1 , ui (ai , ai1 ), . , ui .

Y = {y RN |yi > ui }.
(2.67)
.
2.4 G = hI, A, U i . u X Y . 1) G()
< 1, , [,
, i ui .
25

, , .
, .

2.2.

103

,
( 1950 ).26 ,
,
(D, D). .
, D,
3. , t = 027
1 H. ,
!



t
,
(2.68)
u1 = (1 ) u1 (H, D) +
u1 (H, H) = (1 ) 5 +
1

t=1
2, , t = 1
H ( 1, H
t = 1).


(1 ) 5 +
1

1
3 .
2

(2.69)

, ,
, D.
2 , H
! 1
c ;
, .
u2
(0, 5)
X

(3, 3)
X Y

(1, 1)
(5, 0)

u1

. 2.24: X Y .
X Y 2.24
,
X Y . , , , 2.25.
, D , H
. H D , .
, ( )
26
27

, , (1986).
.

104

2.
D, H

D, H

H
D
D

H
H

D
D

(b)

(a)

. 2.25: T = 2.
H . ,
,

1+
1
u2 (0) = (1 )(5(1 + 2 + 4 + ) + 0( + 3 + 5 + )) = 5
,
1+

u1 (0) = (1 )(0(1 + 2 + 4 + ) + 5( + 3 + 5 + )) = 5

(2.70)

1
(0, 5) + 1+
(5, 0).
(
u1 , u2 ) = 1+
= 0.8 (2.222, 2.777), = 0.9 (2.368.., 2.631..),
. - ,
.28
,
, , X. i ,

ii = argminaii Ai max ui (ai , ai )


ai Ai

(2.71)

i , , ui .
, , ,
. m = (m1 , . . . , mN ) ,
u X Y , 2.25.
ui,max , i :
ui,max = max ui (a)
(2.72)
aA

, i mi t,
ui .
, , ui . , ui .
mi 0,
ui = min ui ( ) (1 )(ui,max +
0

28

ui,max ui
.
ui ),
1
ui,max ui

(2.73)

, , u X T ,
T ,
i ui .

2.2.

105

ui > ui , < 1, .
ui,max ui
(2.74)
max
i
ui,max ui
m. .

, , . ,

2.4. ,
, (D, D)
. , t = 1 2 : H ,
.
?
, , t = 2, H.
: t + 1 D,
. ? 2.2.2
, 1
t = 2. , 1,
t = 2, ; , 1
2, D t = 2.

1
2
1
2

t=1
D
H
D
H

t=2
H
D
D
D

t=3
H
H
D
D

t=4
H
H
D
D

2.2: 2
t = 1.
, , (D, D),
1- ,
t = 2, 2. , 2
t = 1 H: .
,
D,
, .
. A ,
B A, B, .29
(1986) ,
2.4:
2.5 G = hI, A, ui . u X Y ,
X Y N . < 1, ,
1) G() ,
[,
u.

106

2.

(. 158-160).
: A
, ( , A , ).
, . A ,
, i uA
i , , .
B A (
, ,
A ), .
B, , i
uB
i ,
. .
(
)? , . -, C
, A B.
B
, uA
i = ui i 6= A, B. - ,
, - ,
uii < uA
i i 6= A. X Y
,
.
,
:

A
B
C

2
A
B
C
4,4 0,5 3,2
5,0 1,1 1,4
2,1 0,0 2,0

D
2,2
2,3
0,0

2.26 ,
u = (4, 4), a = (A, A) .
1 , 2 B ( 1 1 ).
(B, D). 2, 1 , C,
(A, C).

2.2.3

-
, ,
? (1977) ,
- , .
29

. :
? ( 6, 346348).

2.2.

107
1-

(A, A)
2-

(B, B) 5
1-

(C, A) 5

(B, D)

2-

1-

2-

1 -

(A, C)

2-

. 2.26: .
, , , .
. , , , , , .
( )
:
y = y + b( e ).

(2.75)

y , , e (expected) , y
, , b > 0 , ,
1 .
? , ( ,
) ,
. (
) ; . , ,
, , . ,
, .
( );
,
.

108

2.

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

ub = (y y o )2 a( o )2 ,

(2.76)

y o (optimal) . , y < y o ,
, ,
(, - , ). o = 0 , a > 0 ,
. (, , )
o , :
0% 1% ,
10% 11% .
, :
up = ( e )2 .

(2.77)

o = 0.
e .
ub = (
y + b( e ) y o )2 a 2

(2.78)

, ,
:
b
( e ) = 2
(y o y + b e ) .
(2.79)
b +a
up e = ( e ), ,
e = =

b o
(y y) .
a

(2.80)

y = y.

(2.81)

:
, , ( , ). , ,
, 10%, ,
15%. .
-. ,
y = o .
. , , = o e = o .
. ,

2.2.
,

ub

109

|=o = 0. -

ub

> 0 y < y o .

( o ) > o . , ,
,
= o .
?
, .
; , .
(. , , 1993)
. , . a
.
20- ,
1922-1923 , , ,
.
(1983),
, . ,
, ,
.
.
t = 0, 1, 2, . . .
. ,
: e = 0. ,
L = o = 0 H = (0) = b2b+a (y o y) .
= H , ,
, ,
: e = ab (y o y).
, = L , e = L
? . :
, t = 0.

Wb1 =

1
(y o y)2 ,
1



a
b2

o
2
Wb2 = (y y) 2
.

(y y) 1 +
b +a 1
a
, Wb1 Wb2 ,
a

.
2a + b2
o

(2.82)


b a,
.

110

2.


,
.
, .
(. , .)
, , .
- . 15 ,
, , , . ,
.
150. .
.

. . -, ,
; . -,
- H, . , . ,
-, .
, .
, , , 63 ( 100 ).
,
, :
. , .
, .
; (, . 74). ,
, ;
,
(
).
. ,
, . ,
.
, ,
, .
.

2.2.

2.2.4

111

, .

, (1982). (, 1 ). ,
, , , . t = 0
: r01 (1 r01 ) .
(r01 , 1 r01 ) (A), (R). , . ,
t = 1. t = 1
. r12 1 r12 ,
. , .
, t = 2 . rtj
, j = 1, 2 1 t (j = 1 t
j = 2, t ).
, . j j (0, 1).
T , 1 u1 = 1T rTj ,
2 u2 = 2T (1 rTj ), j = 1 T , j = 2 T .
,
. -,

.
. .
, . ,
. -, : , , .
. ( ), . .
.
1 r1 , , , (/)
, 2. 1 ,
, , ,
2, - 2.
,
.30 Vi
i = 1,2 , i . , i ,
.
, , . . . 1 r1 ,
. 2 1. 2 1 r1 ,
30

, ,
, .

112

2.

V2 . ,
1 r 1 2 V2 .
(2.83)
, 2 (r2 , 1 r2 ), 1
r2 V1 .

(2.84)

, , , 31 , .
, ,
V1 = V2 = 0 , i < 1 i = 1, 2. 2
(r1 , 1 r1 ) r1 < 1. 1 , , r1 = 21 ,
; , V1 21 ,
.
, 2
1, 1 2. :
(, 2) 1, 1
2.
V1 = r 1
(2.85)
V2 = 2 (1 r1 ) ( 2 ). r1 < 1
r > r1 , , 1 r 2 V2 . , r1 = 1,
V2 = 0, V1 = 1. r2 > 1 . 1 ,
2. V2 1 r2 > 0, .
, , 2 1 1 2.
,
V2 = 1 r 2 .
(2.86)
, (2.83), (2.84), (2.85)
(2.86). , , (2.83), (2.84)
. , , 1 r1 > 2 V2 . ,

r1 > r1 , , 1 r1 > 2 V2 . r1
2 1, , r1 .
(2.85), (2.86), 4 4 .
.32 1



1 2 2 (1 1 )
1
1
(r , 1 r ) =
(2.87)
,
1 1 2 1 1 2
31

, .
, . , , 1

, r1 r1 .
: ,
V1 . ,
( , ,
1 , , ).
(., , [2006])
( [1996]), .
( ) ,
( 16).
32

2.2.

113

2
r2

1 (1 2 )
.
1 1 2

(2.88)

2
2

(r , 1 r ) =

1 (1 2 ) 1 1
,
1 1 2 1 1 2

(2.89)

1
1 r1

2 (1 1 )
.
1 1 2

(2.90)

. ,
, , , .
, (i < 1), , ,
1
,
. , 1 = 2 = . 1+

1+ . :
= 0 ; = 1 ,
. :
i , ,
.
, , (1972). , ,
, .
1 , .

, .
.
?
,
? , .
, . , , i = 1, 2 Vi .
V i = inf Vi , Vit = sup Vi
. 1. , 2 V2 , 2 . , V 1 1 2 V2 .
, , 2 V 2 ,
. , V1 1 2 V 2 . ,
V1
V1
V2
V2

1 2 V2
1 2 V 2
1 1 V1
1 1 V 1 .

(2.91)

12
11
, V 2 = V2 = 1
,
V 1 = V1 = 1
1 2
1 2
(2.87) (2.89). ,
.

114

2.


,
. .
(1989) N .
,
N1 . .
K N , .
, .
. ,
.
.33 N ,
, . , :
, ,
. R , . r
, . , ,
, ,
.
,
? N1 R. NN1
, r. ,
, ,
R
( N
+ r(NN1) ).
R
+ r(NN1) ) ;
, : 1 (K 1)( N
R
+ r(NN1) ) K 1 , ; 0 ( N
N K . ,
N 1 , ,
K 1 , . K1
. , , ,
N 1
:


R r(N 1)
R = 1 (K 1)
+
N
N


K 1 R r(N 1)
+
.
(2.92)
r =
N 1 N
N

N (K 1)
N
(K 1)
.
r =
N (N 1)

R =

, ,



R r(N 1)
+
= .

N
N
N
33

(2.93)

(2.94)

,
, .

2.2.

115

,
( ). >
= 1 : R = N K+1
N
K1
=
r.

(K
<
N
),
N (N 1)

, 0. :
( = 1), (K = N ).

. .
2.10 :
1. I = {1, , N } {}.
2. (X, ), ,
(a) X .
(b) : x y x , y y
, x. :
i. : x x, x x , x x .
ii. : x x. X.
iii. x x x x, x x , x x .

(c) Z X: z Z, x X, ,
zx

(d) o X, , o x x X.
3. : ui : Z R i = 1, . . . , N .
4. l : X \ Z I.

5. A. A(x) , x X \ Z.
6. . H X \ Z , ,
(a) h H, x h x h, i(x) = i(x ),
, ,
(b) x, x h, A(x) = A(x ). , , .
X . , . o
. , ,
, , . - .
, , .

116

2.

. .
. ,
1 , . . . , T :
1. 1 = .
2. t+1 t :
(a) x t , , , x, . i , x. Z = {z1 , . . . , zM }
, i x.
(b) z Z i z Z. s(x)
i. Z .
x c u(x) = u(z ).
(c) ,
o.
, s(x)
x . , s . ,
i x s (x) 6= s(x). , s
x , , x
s, ,
x. x , i
. x , i .

. .
2.11 , x
. x , x,
x. ,
, .

2.3

1. , , - .
2. , 1
3. .
19, . , , , . .
, , ?
, , ?
3. (, G), (, B), (,
U) , .
0.4. 0.8.

2.3.

117

. . ,
, .
. , , . . .
. ?
4. N .
: , t = 1, ,
, . , .
, t = 2 :
, . , .
, , .
t = N ,
. :
, , .
.
5. 4 : , ,
, . . ,
: , ,
. .
:

1
2

2
3

3
4

4
1

(a) .
(b) ?
(c) , .
(d) ( ).
?
6. . .
, , $5
2
$8 c 13 . A,
3
B, ; $3 .
priority bond , . ,
$2 . :
, .
A, B, C. ,
( - ), .
(a) A, B,
C. .
(b) C, B,
A. . ?

118

2.

7. , , 111113.
1 . ,
. t = 1 :
r11 (1 r11 ) . r1
(A), (R). ,
. , t = 2.
t = 2 . r22 1 r22
, .
, . , t = 3
. ,
T , ,
, .
< 1: t = 2 , t = 3 2 ,
. .
8. - 2.15,
:
(a) , ;
.
(b) , ;
.
(c) , N K .
9. (- , 1992).
:

2
L
R
L 9,6 0,4
R 4,0 6,9

, , 1 : 2
, . , 2,
.
(a) .
(b) .
(c) . , . ?
10. .
1000 .
, , , . , , .
5000 .
:

2.3.

119

(a) , , . .
(b) 1 2 ( , ). , ( )
35, 1 2.
11. , . IC ,
IP . .
1 , (S).
2 , (B).
:
u1 = ln(IC S) + ln(B + S),

IC S , B+S .
:
u2 = ln(IP B) + k(ln(IC S) + ln(B + S)),
k > 0 . . , -,
, S B.

12. (, 1997). (R) (A B).


, ,
, . , 0.
, , ,
. ,
. , k,
b. ,
c > 0. , x > 0
( x, x
c x. . .
13. .
(a) 1 {1, 2}.

(b) , , , .
(c) 2 {3, 4}.

(d) {1, 2, 3} 0.4, 0.2, 0.4.


, 1, 3 4 .
, . ,
.
. .
14. N . : t = 1 1 q1 [0, 100], t = 2
2 q2 [0, 100], ,
N t = N . P
i ui = qi P qi c, P = 100 i qi . ,

120

2.
, qi > 0 i. , qi .

15. , i,
z, z , ui (z) 6= ui (z ). ,
.
16. si i . , si si , si
, si , , - .
, s
. i si ,
i - . , s
.
17. G , K ,
.
G, T ?
18. G , . ,
G ( a)
G, ,
a.
19. . G
, a
, , i, ui (
a) > ui . G
, ,
. N (ai )N
i=1 , ,
i
j
i, ui (a ) < ui (
a) ui (a ) > ui (
ai ) j 6= i. , ,
T < , , T > T , G(T ) ,
ui (
a) . ,
(2.62).
20. :

A
B
C
D
E

a
1,1
0,5
0,0
0,0
0,0

2
b
c
d
5,0 0,0 0,0
4,4 0,0 0,0
0,0 3,3 0,0
0,0 0,0 4, 21
0,0 0,0 0,0

e
0,0
0,0
0,0
0,0
1
,4
2

(a) , , , (B, b)?


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

2.3.

121

-
, .
21. :

2
X
Y
X 1,1 0,5
Y 5,0 4,4

, , . < 1 . i
ui = (1 )

t uit ,

t=0

uit i t.
(a) , ( ) , .
(b) (4, 4)?
22. . q1t , q2t , 1 2 t = 1, 2, . . ., pt = a q1t q2t
,
uit = pt qit cqit
i = 1, 2 t, c 0 .

(a) q m
, , .
(b) q1 (q2 ) q2 (q1 )
. q c .
(c) : q m . t -
, t + 1
,
q c . , , q1 = q2 = q m
?
23. : A B. ,
. 1 w, . 2
i = 1, 2 , qi . ,
. p = 1 q1 q2 . ui = pqi wqi ,
uw = (q1 + q2 )w. .

122

2.

24. (Zakharov, 2009) .


t = 1 i = 1, 2
yi [0, 1]. t = 2 ,
: e1 , e2 .
. . v. [w, w]. ,
v i

ui (v) = (yi v)2 + ei .


, ,
.
(a) y1 , y2 , e1 , e2 V1 , V2 ( ),
.
(b) i Vi ei . , e1 , e2
y1 , y2 (, ,
y1 y2 ). e1 , e2 w y2 y1 .
(c) , y1 , y2 .
y1 = y2 ?

25. (- , 1988). ,
. . 1 , y1 [1, 1] v1 = (v11 , v12 , v13 ), v11 0, v12 0, v13 0,
v11 + v12 + v13 = 1. ; , , .
i ui = v1i (y1 ai )2 , ai , i. y1 1
(-1 , , 1 ,
). v1 . a1 = 0, a2 = 1, a3 = 1. , 1,
, y2 , v2 2. ,
y3 , v3 3. ,
3, , ,
. , , ,
.
(a) y3 , v3 .
, 3? ?
(b) y2 , v2 y1 , v1 . ?
26. ( Akerlof, 1970). N
. t = 1 i = 1, 2 wi ,
. ,
t = 2 , (
). i wi . ,
, ,

2.3.

123

r [0, 1]. , .
, r; ,
[0, 1]. w1 = w2 r,
.

(a) w1 , w2 , . f (r) = 3
r 2

r. f (r) = E(f ()|


r) , ,
r .
(b) , , . , ,
:

f(wi ) wi , wi wi
ui =
,
wi < wi .
w1 , w2 .
(c) -?
, -? , , ? ?
27. ( , 1996). . 9697. i
A , ai +v bi , v > 0
. .
A?
28. (, 1990). .
(,
).
. t = 1 s1 [0, 1]. t = 2 (
). (s1 v)2 ,
(s0 v)2 , . , s0 [0, 1] , v
. , v
[0, 1]. ,
(a) s1 , s0 .
.
(b) (s1 s)2 , (s0 s)2 ,
, s [0, 1] .
s1 s, s0 ? ,
? ,
s1 32 ?
29. N . ,
. :
( , V ),
( ,
V c > 0).

124

2.
( ).
, . ,
N , .
; (0, 1).
(
, ).
, , N , V , c
.

30. ( ., 2000). ,
: .
, (. . 47). s1 [0, 1]
, s2 [0, 1] . , ,
s = 0 ( , ),
s = 1 ( ). .
v [0, 1]. v [0, 1]. v

u1 (v) = e (v s1 )2 ,

u2 (v) = (v s2 )2 .
e > 0 , , ,
. > 0. ( )
, .
V1 , V2 , .
(a) , V1 V2 s1 , s2 . : v u1 (v) = u2 (v).
(b) s1 , s2 .
?
(c) s1 , s2 . . ?
31. . 111113. 1 = 2 = . , x, , 1 12
R > 1 21 .
, .
(a) ?
(b) R ,
x? ?
(c) R ,
x = R? ?
(d) ,
?

2.3.

125

32. (. 111). ,
T , . , T ,
.
33. - (. 114) , A + B = N . , , ,
1
< p < A1 , , -
N
. , , N2+1 q = 1Ap
B
. Ra , rA , RB , rB
.
? .
, rA < rB .
34. (, 1974) - . t = 0, 1, 2, . . .
: , . -
, - , ,
, . ,
. , , c
< 1. 1, 0 < c < 1.
(
- ). , :
0 < c1 < c2 < 1?
35. (, 1986) . r [0, 1]. r,
1 r. , r ,
, ,
( , r). ,
: , r r.
(a) . r. r. r > r, , r. r r,
, r + R, R > 0
, > 0 .
.
(b) : ,
r, r. P , .
t
up =
t=0 rt , rt t. t 1 rt . ,
, r r .

126

2.


[1] Abreu, Dilip. 1988. On the Theory of Innitely Repeated Games with Discounting Econometrica
56 (2): 383396.
[2] Acemoglu, D., and J. Robinson. 2005. The Economic Origins of Democracy and Dictatorship.
New York: Oxford University Press.
[3] Akerlof, George A. 1970. The market for lemons: Quality uncertainty and the market
mechanism. The Quarterly Journal of Economics 84(3): 488500
[4] Alesina, Alberto, and Lawrence H. Summers. 1993. Central Bank Independence and
Macroeconomic Performance. Journal of Money, Credit, and Banking 25: 151162
[5] David Austen-Smith and Jerey Banks. 1988. Elections, Coalitions, and Legislative Outcomes.
American Political Science Review 82 (2): 405422
[6] Axelrod, R. 1984. Evolution of Cooperation. Basic Books.
[7] David P. Baron and John A. Ferejohn. 1989. Bargaining in Legislatures. The American Political
Science Review 83(4): 11811206
[8] Barro, Robert, and David B. Gordon. 1983. A positive theory of monetary policy in a natural
rate model. Journal of Moneraty Economics 23: 330
[9] Elchanan Ben-Porath and Eddie Dekel. 1992. Signaling future actions and the potential for
sacrice. Journal of Economic Theory 57(1): 3651
[10] Benoit, J.P., and V. Krishna. 1994. The Folk Theorems for Repeated Games: A Synthesis.
Discussion Papers: New York University.
[11] Berger, Mark M., Michael C. Munger, and Richard F. Pottho. 2000. The Downsian Model
Predicts Divergence. Journal of Theoretical Politics 12(2): 228240
[12] Camerer, C.F. 2003. Behavioral Game Theory: Experiments in Strategic Interaction. Princeton:
Princeton, NJ
[13] D Aspremont, C., J.J. Gabszewicz, and J.-F. Thisse. 1979. On Hotellings Stability in
Competition. Econometrica 50: 143152
[14] Dixit, A. 1979. A Model of Duopoly Suggesting a Theory of Entry Barriers. Bell Journal of
Economics 10: 2032
[15] Dixit, A. 1980. The Role of Investment in Entry Deterrence. Economic Journal 90: 95106
[16] Dixit A.K., Skeath S. Games of Strategy, 2nd ed. W. W. Norton & Company, 2004
127

128

[17] Ferejohn, J. 1986. Incumbent performance and electoral control. Public Choice 50(1-3): 225
[18] Friedman, D.W. 1971. Non-cooperative equilibrium for supergames. Review of Economic Studies
38: 112
[19] Fudenberg, Drew, and Eric Maskin. 1986. The Folk Theorem in Repeated Games with
Discounting and Incomplete Information. Econometrica 54(3): 533554
[20] Fudenberg, D., and J. Tirole. 1991. Game Theory. Cambridge, Mass.:MIT Press
[21] Gibbons, Robert. 1992. Game Theory for Applied Economists. Princeton University Press
[22] Ghemawat, P. 1997. Games Businesses Play: Cases and Models. The MIT Press.
[23] Timothy Groseclose and James M. Snyder. 1996. Buying Supermajorities. American Political
Science Review 90(2): 303315
[24] Elizabeth Homan, Kevin McCabe and Vernon L. Smith. 1996. Social Distance and OtherRegarding Behavior in Dictator Games. American Economic Review 86(3): 653660
[25] Kuhn, H. 1953. Extensive games and the problem of information. In: H Kuhn, A Tucker (Eds.),
Contributions to the Theory of Games (2nd ed.), Vol. 2Princeton Univ. Press, Princeton, NJ,
pp. 193216.
[26] Kydland, Finn E., and Edward C. Prescott. 1977. Rules rather than discretion: The inconsistency
of optimal plans. The Journal of Political Economy 85: 473492
[27] Leininger, W. 1993. More Ecient Rent-Seeking: a Munchhausen Solution. Public Choice 75 :
43-62
[28] Linster, Bruce. 1993. Public Choice 77(2): 307321 Stackelberg rent-seeking
[29] Mailath G., Samuelson L. Repeated Games and Reputations: Long-Run Relationships. Oxford
University Press. 2006.
[30] McCarthy, N., and A. Meirowitz. 2007. Political Game Theory: An Introduction. Cambridge
University Press.
[31] McKelvey, R., and T. Palfrey. 1992. An Experimental Study of the Centipede Game.
Econometrica. 60(4): 803836
[32] Myerson, R. (1991) Game theory: Analysis of Conict. Harvard University Press
[33] Osborne, Martin, and Ariel Rubinstein. 1994. A Course in Game Theory. The MIT Press
[34] Palacios-Huerta, I., and O. Volij. 2009. Field Centipedes. The American Economic Review 99(4):
16191635
[35] Rabin, M. 1988. Consistency and robustness criteria for game theory. Mimeo, MIT.
[36] Rosenthal, Howard. 1990. The Setter Model. In James M. Enelow and Melvin J. Hinich Advances
in the Spatial Theory of Voting. Cambridge University Press, Cambridge, MA
[37] Rubinstein, Ariel. 1982. Perfect equilibrium in a bargaining model. Econometrica 50: 97109

129

[38] J. Schaeer, N. Burch, Y. Bjornsson, A. Kishimoto, M. Muller, R. Lake, P. Lu, and S. Sutphen.
2007. Checkers Is Solved. Science 317 (5844)
[39] Smith, Maynard. 1074. The Theory of Games and the Evolution of Animal Conict. Journal of
Theoretical Biology 47(1): 209221
[40] Spence, M. 1977. Entry, Capacity, and Oligopolistic Pricing. Bell Journal of Economics 10: 119
[41] Stackelberg, H. 1934. Marktform und Gleichgewicht. Vienna: Springer.
[42] Stahl, I. 1972. Bargaining Theory. Stockholm School of Economics.
[43] Sundaram R. A First Course in Optimization Theory. Cambridge University Press, 1996
[44] Tirole, J. 1988. The Theory of Industrial Organization. The MIT Press.
[45] Vives, X. 1999. Oligopoly Pricing: Old Ideas and New Tools. The MIT Press.
[46] Weingast, Barry. 1997. Political Foundations of Democracy and the Rule of Law. American
Political Science Review 91(2): 245263
[47] Zakharov, Alexey. 2009. A model of candidate location with endogenous valence. Public Choice
138 (3-4): 347366

130

.
, , , .
?
, ,
, ,
. , , ,
, ?
, .
? .
. ,
, .

3.1

Coca-Cola Pepsico , .
Pepsico (A), (B). Coca-Cola ;
(A), (B).
Coca-Cola , .
, Coca-Cola, :
Coca-Cola
Pepsico
A
B
Coca-Cola
A 0, 1 2, 0
B 2, 1 3, 0

Coca-Cola
Pepsico
A
B
Coca-Cola
A 3, 1 5, 0
B 2, 1 3, 0

(B, A), (A, B). , Pepsico


Coca-Cola? , ,
1 . Coca-Cola, , . , ,
, . ?
131

132

3.

Pepsico ,
- (, ) q (, A). Coca-Cola : p1
A , , p2 A
. q , p1 p2 .
-, Pepsico q ,
p1 , p2 . -, Coca-Cola p1 , , p2 ,
.
Pepsico :

p1 + (1 )p2 > 12
0,
[0,1], p1 + (1 )p2 = 21
(3.1)
q(p1 , p2 ) =

1,
p1 + (1 )p2 < 21
Coca-Cola p1 = p1 (q) = 0 p2 = p2 (q) = 1,
.

< 12
0,


[0,1], = 12
q = q(p1 , p2 ) =
(3.2)

1,
> 12 .
Pepsico , Coca-Cola . , Pepsico . ,
Pepsico .

3.1.1

I = {1, . . . , N } . Ti i.
T = N
i=1 Ti , Ti = j6=i Tj
, i. , : ti Ti ,
t T , ti Ti . P T . ,
i ti .
i , :
P (ti |ti ) =

P (ti , ti )
P (ti , ti )
=P
.
P (ti )
ti Ti P (ti , ti )

(3.3)

Ai i, A = N
i=1 Ai .
i
, , ui : A Ti R.
u : A T RN = (u1 , . . . , uN ) .
( ) .
.
, , .
si : Ti Ai i, ,
ti . s = (s1 , . . . , sN ) .
s i, ti ,
X
ui (s, ti ) =
P (ti |ti )ui (si (ti ), si (ti ), ti ).
(3.4)
ti Ti

3.1.

133

3.1 hI, A, T, P, ui ( ) .
(1967-1968).
, .
, , . , ,
.
,
.
.
3.2 hI, A, T, P, ui .
s , , i, ai Ai , ti Ti ,
X
X
ui (s , ti ) =
P (ti |ti )ui (si (ti ), si (ti ), ti )
P (ti |ti )ui (ai , si (ti ), ti ).
(3.5)
ti Ti

ti Ti

-.
T , ,
. :
3.1 G = hI, A, T, P, ui, I, A T .
s .

.
ai ti
ai , ai Ai ,
P
P

ti Ti P (ti |ti )ui (ai , ai , ti ) >


ti Ti P (ti |ti )ui (ai , ai , ti ). .

, . ,
.
:
u1 = pq1 c1 q1
u2 = pq2 c2 q2 ,

(3.6)
(3.7)

p = 1 q1 q2 . c1 . , c2
. 2. ,
cH cL 1. ,
.
T = {H, L}. 3.1.
? 1
. , -
q1 . 2 ; , q2 (H) q2 (L) ,
, .
, :

134

3.

, c2 = cH

1 , c2 = cL
2

q2

q2
1

q1

. 3.1: .
1. q2 (H)
max u2 (q1 , q2 , H) = (1 q1 q2 cH )q2
q2

2. q2 (L)
max u2 (q1 , q2 , L) = (1 q1 q2 cL )q2
q2

3. q1
max u1 (q1 , q2 (L), q2 (H)) = (1 q1 q2 (H) c1 )q1 + (1 )(1 q1 q2 (L) c1 )q1 .
q1

,
1 q1 cH
2

q
1 cL
q2 (L) =
2

q
2 (H) (1 )q2 (L) c1
q1 =
.
2

q2 (H) =

(3.8)
(3.9)
(3.10)


1 2cH + c1 1
+
(cH cL )
3
6
1 2cL + c1
(cH cL )
q2 (L) =
3
6
1

2c
+
c
+
(1 )cL
1
H
q1 =
.
3

q2 (H) =

(3.11)
(3.12)
(3.13)

3.1.

135

. ,

1 2c2 + c1
.
q2 =
3
, , ,
:
q2 (H) >

1 2cH + c1
3

, 2, ,
2, 1 2. 1
c2 , , , , c2 = cH
( 1 , 1
2 , ). 2, , ,
.

? , , -
. ,
50%, .
, -
, .
, -
.34
, , ,
, . B ,
, p ,
(
, ,
). , c , .
, ,
u = pB c 0.

(3.14)

B

( ).
, c
. , p ,
. .35
34

, , (2007, . 14).
, q , , ,
35

136

3.

, N1 + N2 .
, (A
B), : Si = {A, B, o}. ,
N1 N2 . , ,
A , 1, B,
. ,
B. , A

1, #{i|si = A} > #{i|si = B}


1
, #{i|si = A} = #{i|si = B}
PA =
2
0, #{i|si = A} < #{i|si = B},

(3.15)

# .
PB = 1 PA . , i ,
ci < 12 .

, . , ,
, 36 .
.
: ci = c. , : N1 = N2 = N . , si = B
si = A, , , Si = A si = B. , ,
: , .
, ,
, q. PA (1, q) , A , ,
q. PA (0, q)
A , , q. , PA (1, q) c,
, PA (0, q), . 1.6

PA (1, q) c = PA (0, q).
(3.16)
PA (1, q) PA (0, q) :
PA (1, q) =

N
1
X
i=0

PA (0, q) =

N
1
X
i=1

p=

1)(q0.5)
3e2(N

2 2(N 1)

CNi 1 q i (1
CNi 1 q i (1

q)

N i1

q)

N i1

i
X

CNj q j (1

j=0

i1
X
j=0

CNj q j (1

q)

N j

q)

N j

N 1

1X i
CN 1 CNi+1 q 2i+1 (1 q)2N 2i2 ,
+
2 i=0

N 1

1X i
+
.
CN 1 CNi q 2i (1 q)2N 2i1 (3.17)
2 i=0

( , . , 1984 ). q = 21 , -

1N ,
. q 6= 21 , ; q = 0.505 N = 1000000
P 1025 .
36
(1983), (1985).

3.1.

137

, c < 21 N (3.16) , N ,
. 3.2 c = 0.35 N :

0.5

PA (1, q) PA (0, q), c

0.45

N =2

0.4

0.35

N =3

0.3

0.25

N = 10

0.2

q2

0.1

0.2

q1

0.3

0.4

0.5

0.6

0.7

q1+

0.8

0.9

q2+

. 3.2: (3.16) c = 0.35 N .


, : . , c = 0.35 N = 2 . N
: q1 q1+ N = 3, q2 q2+ N = 10.
: , , , . , -
.
, , , , ci . , ci
, [0, 1] F ().
ci .
, ,
c.
, . -,
, , ,
:
q = F (
c).
(3.18)
-, , , , :
PA (1, q) c = PA (0, q).
(3.19)
3.3.

138

3.

0.7

0.6

PA (1, q) PA (0, q), c

F 1 (q)
0.5

N =2

0.4

N =3

0.3

0.2

N = 10
0.1

0
0

0.1

0.2

q3

0.3

q20.4

0.5

0.6

0.7

0.8

q1

0.9

. 3.3: (3.18), (3.19) N .


q. -, c = F 1 (q),
(3.18). -, cPA (1, q) PA (0, q), (3.19), N . q,
. , F ()
N 2. ,
N , N c 0 q 0,
,
.
, . -,
,
, . - ( )
, . ,
(, )
, ( , , ). , ,
37 .
.38
.
1- ,
. ? ( ) .
37

,
, , .
38
, (2006).

3.1.

139

, ;
. , , .
(1973) ,

. , , i si (
) ; ( , , )
.
, 1. , , :

2
A
B
A 2, 2 0, 0
B 0, 0 1, 2

. > 0. i, ai ai ,

ui (A, ai ) + ti , ai = A
ui (ai , ai ) =
(3.20)
ui (B, ai ),
ai = B,
t1 , t2 [1, 1].
.
p1 , p2 , 1 2 A.
p2 , 1 a1 = A
p2 (2 + t1 ) + (1 p2 )t1 p2 0 + (1 p2 ) 1.

(3.21)

, 2 a2 = A
p1 (2 + t2 ) + (1 p1 )t2 p1 0 + (1 p1 ) 2.

(3.22)

t1 t2 :
t1 1 3p2 ,
t2 2 4p1 .

(3.23)
(3.24)

t1 t2 ,
p1 (p2 ), , p2 , :

p2 1
0
3
13p2
1
(3.25)
p1 (p2 ) = P (t1 1 3p2 ) =
2 , p2 ( 1
, 1+
)
2
3
3

1+
1
p2 3 ,

p1 2
0
4
1
1
(3.26)
p2 (p1 ) = P (t2 2 4p1 ) =
12p
, p1 ( 2
, 2+
)
2

4
4

2+
1
p1 4 .

140

3.

< 2 . -, (p1 , p2 ) = (0, 0). -,


(p1 , p2 ) = (1, 1). -, p1 p2
1 1 3p2

2
2
1 1 2p1
=

,
2

p1 =

(3.27)

p2

(3.28)

p1
p2

3
2

+ 4 2
=
3 2
2
1 2
.
=
3 2

(3.29)


3.4.
p2
1
p2 (p1 )

p1 (p2 )

p1

. 3.4: .
(p1 , p2 ) = (0, 0) (B, B). (p1 , p2 ) = (1, 1)
(A, A). , (3.28), (3.23) (3.24), p1 = p1 , p2 = p2 . (3.28) 0
(p1 , p2 ) = ( 12 , 13 ).
,
. .

3.1.2


. ,
,
. , , :

3.1.

141

1 c1 , 1 c2
1, 1 c2


1 c1 , 1
0, 0

, ci , [ci , ci ], i = 1, 2, 0 ci < ci 1. c1 , c2
. c1 1. ,
c1 ( c1 1 ,
2 , ). , c2
2. - .
, .
, i , pi . i
1 ci , , pi , . , pi

pi 1 ci
0,
1pi ci
, pi (1 ci , 1 ci )
(3.30)
pi (pi = P (1 ci pi ) = P (ci 1 pi ) =
ci ci
1,
pi 1 ci

p1 = p1 (p2 ), p2 = p2 (p1 )

(3.31)

: (p1 , p2 ) = (1, 0), (p1 , p2 ) = (0, 1), (p1 , p2 ),


1 p2 c1
c1 c1
1 p1 c2
.
=
c2 c2

p1 =

(3.32)

p2

(3.33)


1 c2 + c1 (
c2 c2 )
c2 c2 )
1 (
c1 c1 )(
c1 c1 )
1 c1 + c2 (
.
=
1 (
c1 c1 )(
c2 c2 )

p1 =

(3.34)

p2

(3.35)

:
1. 1 , 2
2. 2 , 1
3. i , ,
ci ci =

ci ci (
ci ci )
.
c2 c2 )
1 (
c1 c1 )(

(3.36)

, p1 , p2 (0, 1),
. , c1 c2 . .

142

3.


39 (. 32 )
, / . p1 ,
, p2 , . , p1 p2 ,
2
p = p1 +p
;
2
u1 =

p1 + p2
p1 + p2
c u2 = v
.
2
2

(3.37)

p1 > p2 , .
(1983) ,
v c . , [0, 1].
: p1 (c) p2 (v). c p1


p1 (c) + E(p2 |p1 (c) p2 )
u1 = P (p1 (c) p2 )
c .
(3.38)
2
, c [0, 1] p1 (c) u1 . ,
v [0, 1], p2 (v)


E(p1 |p1 p2 (v)) + p2 (v)
u2 = P (p1 p2 (v)) v
.
(3.39)
2
, p1 (c) p2 (v) . ,
: c c . , p1 (c),




p1 (c ) + E(p2 |p1 (c ) p2 )
p1 (c ) + E(p2 |p1 (c ) p2 )

P (p1 (c ) p2 )
c P (p1 (c ) p2 )
c
2
2
(3.40)





p1 (c ) + E(p2 |p1 (c ) p2 )
p1 (c ) + E(p2 |p1 (c ) p2 )

P (p1 (c ) p2 )
c P (p1 (c ) p2 )
c ,
2
2
(3.41)

(c c )(P (p1 (c ) p2 ) P (p1 (c ) p2 )) 0,
(3.42)
p1 (c ) p1 (c ) c c .
, . , ,
, p1 = 1 p2 = 0. , p1 = 1, p2 = 0 , (
). :


p, c p
p, v p
p1 =
p2 =
(3.43)
1, c > p
0, v < p
p (0, 1). p, (
) .
39

(1992) (1991).

3.1.

143

, v c:
(3.44)
(3.45)

p1 = 1 + 1 c,
p2 = 2 + 2 v.

, i = 1, 2 (i , i ).
.
p2 = 2 + 2 v.
!
2 + 2 p1 p1 + p1 +22 +2
u1 =
c ,
(3.46)
2
2
p2 [2 , 2 + 2 ]. u1 p1 ,
1
2
p1 (c) = c + (2 + 2 ).
3
3
,
p2 1
u2 =
1
p2 ,

p2 +1
2

+ p2

(3.47)


(3.48)

2
1
p2 (v) = v + 1 .
(3.49)
3
3
, 1 2
. , , ,
.
1
.
(3.49) , 2 = 32 2 = 31 . (3.47) 1 = 31 ( 31 + 23 ), 1 = 23 , 2 = 12

2
1
c+
3
4
2
1

p2 (v) =
v+ .
3
12
p1 (c) =

(3.50)
(3.51)

, -.
, , : p1 p2 ,
c v 41 . -
, c < v. c [v 14 , v) ,
- ,
.

. . ,
: , ,
. , i = 1, 2
Ai = {L, C, R}, L , C , R .
. ,
, 1
. , ,
2
, :

144

3.
2
L
C
R
1

L
C
R

1
2
1+
2
1
2

1
2
1
2
1
2

1
2
1+
2
1
2

, ,
. , ,
- , .
, , . 1 : ,
T1 = {L, C}. 2 : T2 = {C, R}.
, . ,
. 0, , , 1, ,
(, , ), c, , (
, , ), c 2.
1 a1 = R, ( )
a1 = C 1. ,
L. 1 (pL , pC ) , 1
a1 = L , L C. , 2
(qR , qC ) a2 = R .
. , 2 L. , t1 = C, 1
a1 = C , a1 = L. , pC = 0. ,
qC = 0.
pL qR . q = qR (1) , 2
a2 = R , . t1 = L, 1,
a1 ,
u1 (L, q, t1 = L) = (1 q)(

1
1+
1
1
1
0
1) + q( 0 c) = ((1 + )(1 q) + c
q ) (3.52)
2
2
2
2
2

u1 (C, q, t1 = L) = (1 q)(1) + q(

1+
1
1
1
c) = (2 + q( + c c 1)) .
2
2
2

(3.53)

qR > (c2)(1)
0,
1
[0,1], qR = (c2)(1)
pL (qR ) =

1
1,
.
qR < (c2)(1)

(3.54)

1
(c2)(1)
1
(c2)(1)
1
.
(c2)(1)

(3.55)

0,
[0,1],
qR (pL ) =

1,


pL >
pL =
pL <

, , ,
. , ,

3.1.

145

1
1
, (c2)(1)
< 1.
pL = qR = (c2)(1)
1, t1 = L, C,
. , L
.
.
, ,
1
(c2)(1)
, 1,
t1 = L, (, ) :

1. , (t1 = L) , .
2. c , (t1 = L) , .
3. , (t1 = L) , .
. , (L R), ,
. , c 2,
, c 21 .

, , , . ,
,
,
. , ,
, , , . ,
, .
? , ? , , .
2004 ,
. ,
.
40 . ,
, . ,
, .
1 c, , c, , c (0, 1)
, . ,
, 0 ,
. , . ,
z .
, , . i
40

, , (2007).

146

3.

xi , , . ,
c ( ), ( ), ( , ), z (
).
-. , . i ,
xi x. xi = x .
, , ,
xi x:


x
P (x x|) =
,
(3.56)

.
t ?
, , :


x
.
(3.57)


(3.57) ,
!

=
.

(3.58)

, (3.57) .
i xi . ,
,
, ( xi ) , ?
z ,
xi
2
2
. , 2+ 2 xi + 2+ 2 z
q
22
2 +
2 .
i) = 1
P ( |x

2 + 2
2 2

!
2
2
.
xi + 2
z
2 + 2
+ 2

(3.59)

, x. i, xi ,
i )
? , P ( |x
i ) xi ,
c. P ( |x
, , xi x, x

s

!
2 + 2
2
2
1
= c.
(3.60)
x + 2
z
2 2
2 + 2
+ 2
, (3.58), , xi x, - x. (3.60) , , , ,

- .

3.1.

147

, x (3.58), (3.60).
, .
1 c. < 1 c
,
( ,
); > 1 c (
1 , ). ,
, ( ),

.
, ,
.
.
; , ;
. , ,
, ,
. ,
. , , ,
. ,
, , . ,
.

, .
, (t = G), (t = I).
, , . i {I, G}
, i = 1, 2. ,
; , , ,
.
, , t.
, i i = I 1.
, i = I 12 i = G 21 ,
. p = P (t = I) , . ,
i t = I ,
i .
, i : ai = C ai = A ( ).
, . , .
1, ( ), 0, ( ).
-, , ai i .
, ,
. i = I :
( p),

148

3.

p
2p
P (t = I|i = I) =
.
1p =
1+p
p+ 2

1p
).
2


(3.61)

i = G, ,
; ,
P (t = I|i = G) = 0.
(3.62)
, i = G,
ai = C. , ai = A i ( ,
C). qi ,
i ai = A i = I.
q2 . 1 = I. , :
1. t = I a2 = A,
2. t = I a2 = C,
3. t = G a2 = A,
4. t = G a2 = C.
t = I, 2 = I 1. ,
q2 a2 = A.
P (t = I, a2 = A|1 = I) =

2p
q2 .
1+p

(3.63)


2p
(1 q2 ),
1+p
1 p q2
= A|1 = I) =
,
1+p 2
q2 
1p
1
.
= C|1 = I) =
1+p
2

P (t = I, a2 = C|1 = I) =

(3.64)

P (t = G, a2

(3.65)

P (t = G, a2

(3.66)

A, ,
:
u1 (A, q2 |1 = I) = P (t = I, a2 = A|1 = I) + P (t = I, a2 = C|1 = I) =

2p
.
1+p

(3.67)

C. 1 :
t = I a2 = A, t = G a2 = C.
2p
1 p 2 q2
q2 +
.
1+p
1+p 2
(3.68)
a1 = A ,
u1 (C, q2 |1 = I) = P (t = I, a2 = A|1 = I) + P (t = G a2 = C|1 = I) =

P (t = I, a2 = C|1 = I) > P (t = G, a2 = C|1 = I)

(3.69)

3.1.

149

(3.70)

q2 (1 5p) > 2 6p.

- q2 [0, 1]
p > 13 . 1 p 31 :

q2 > 6p2
0,
5p1
6p2
[0,1],
q
=
(3.71)
q1 (q2 ) =
2
5p1

1,
q2 < 6p2
.
5p1
p < 31 , 1 q1 = 0. (3.71), ,
-:

0,
p 13

q1 = q2 = q =
(3.72)
6p2
, p > 31 .
5p1

p, i = I. ,
, , .
? p , .
, ai = C ,
, ,
ai = A.
? , , , ,
. . , i = I. ,
,
(
1,
p 31
P (a1 = C, a2 = C|t = I) =
(3.73)
(1p)2
, p > 13 .
(5p1)2
, i = 1, 2
i = G 21 t = G.
43 . 14 , i = I. , ,
,
P (a1 = A a2 = A|t = G) =

q q2
.
2

(3.74)

, 1 2 ? ( ),
, . , , :
G, G, I I. a
{A, C} . , 1 = G 2 = G
a
= C.
P (t = I|1 = I, 2 = I) =

4p
p
.
1p =
3p + 1
p+ 4

(3.75)

, 1 = 2 = I, ,
21 , p > 15 .

150

3.

:
P (
a = C|t = I) =

1, p 15
0, p > 51 .

(3.76)

(3.73) (3.76). , p > 51 ,


, .
.
, , ,
. ,
(
(1998)).

3.1.3


, . , , .

? , (.
78). .
, ,
( )? , , , ?
, (1995).
G = hI, S, ui . ,
, i
s
ui (si , si ) = ui (si , si ) + si ,

(3.77)

si , , i si . ,
si i.
i pi (),
, i
i . , ,
i si ,
ui (si , i )).
psi (i ) = P (
ui (si , i ) = max

si

(3.78)

, si
i, pi () , i
i . .
3.3 G , pi . p = (p1 , . . . , pN ), ,
pi = pi (pi ).

3.1.

151

?
(1995) , , , pi ()
.
.
, :
P (si x) = ee

(3.79)

, ,
, 0.5772


.
6
, pi 41 :
p si = P

eui (si ,i )
.
ui (si ,i )
s Si e

(3.80)

pi ().
, (2001).
2 2:

H
L

2
H
L
1 c,1 c c,0
0,c
0,0

.
, 0 (L) 1 (H) . .
c 1.
: (H, H) (L, L), , H c.
, . .
(, , 2005) , ,
, c.
, i = 1, 2
s = H, L is , (3.79). p q
, 1 2 H. (3.80)

e(1+q2c)
1
=
(1c)
(1+q2c)
e
+e
1 + e(cq)
e(1+p2c)
1
q(p) = (1c)
=
.
(1+p2c)
e
+e
1 + e(cp)
p(q) =

(3.81)
(3.82)

p(q) = p, q(p) = q , (p = q)

p + pe(cp) = 1.
(3.83)

152

3.
1

= 50

0.9

= 10

0.8

0.7

0.6

= 0.5

0.5

0.4

=1

0.3

=2

0.2

0.1

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

. 3.5: .
3.5 p c . , c L.
, ( ) , ,
, .
c > 0 p 0. ,
, (L, L). , ( )
2 2 ( ).
.
,
, . , , , N
22, . ait {H, L} i,
t. ,
? p()
H, (3.83). 1 , 2 H . , 1 a {H, L},


p(),
a=H
P1 (a, ) =
(3.84)
1 p(), a = L.
P2 (a, ).
, , ,
(a1t , a2t )N
t=1 ,
L() =

N Y
2
Y

Pi (ait , ).

t=1 i=1

41

, (1973).

(3.85)

3.1.

153

, ,
.42
.
(. . 150153) . (1998) :
, hi i, hi
, i hi .
a A(hi ) ui,hi (a, hi ) i
, hi , a,
hi .
, a, i
hi , i a .
hi
:
bi (a|hi , hi ) = P (ui,hi (a, hi ) + a = max ui,hi (a , hi ) + a ).
a A(hi )

(3.86)

, (3.86). ,
, . , ,
.
, , , . , (3.79),
. , , ,
(. IV).
,
3.6.
1

0.4, 0.1

0.2, 0.8

1.6, 0.4

0.8, 3.2

6.4, 1.6

. 3.6: .
T ( ) P ( ). , 2,
P , .
(p1 , p2 ) 1, p1 T
t = 1, p2 T t = 3, ,
. , (q1 , q2 ) ,
2 T t = 2 t = 4, .
42


. , , , (. 12).

154

3.

, 1 t = 1 ,
,
u11 (T) = 0.4 + 1T
u11 (P) = 0.2q1 + (1 q1 ) (1.6p2 + (1 p2 ) (0.8q2 + 6.4(1 q2 ))) + 1P .

(3.87)
(3.88)

, 1T 1P (3.79)
.
p1 =

1
1+

e[0.2q1 +(1q1 )(1.6p2 +(1p2 )(0.8q2 +6.4(1q2 )))0.4]

(3.89)

, 1 t = 3
u13 (T) = 1.6 + 3T
u13 (P) = 0.8q2 + 6.4(1 q2 ) + 3P ,

(3.90)
(3.91)

3T 3P (3.79) .

1
p2 =
.
(3.92)
[0.8q
+6.4(1q
2
2 )1.6]
1+e
2
u22 (T) = 0.8 + 2T
u22 (P) = 0.4p2 + (1 p2 ) (3.2q2 + 1.6(1 q2 )) + 2P

(3.93)
(3.94)

u24 (T) = 3.2 + 4T


u24 (P) = 1.6 + 4P .

(3.95)
(3.96)

2 , 1,
q1 =

1
1+

e[0.4p2 +(1p2 )(3.2q2 +1.6(1q2 ))0.8]

(3.97)

.
(3.98)
1+
(3.89), (3.92), (3.97), (3.98) .
3.7. . -,
p1 < q1 < p2 < q2 , ,
T , .
,
. -,

, . , , ( ) p1 , p2 q1
. ? , ,
P 21 . 2, t = 4.
, 2 P, . 0 < 0.68,
T q2 45 . q2 1.6
0.8q2 + 6.4(1 q2 ), 1 t = 3 P
, 21 .
q2 =

e[1.63.2]

3.2.

155

1
0.9

q2

0.8

q, p

0.7

p2

0.6

q1

0.5

p1

0.4
0.3
0.2

0.5

1.5

2.5

3.5

4.5

. 3.7: .

3.2

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

3.2.1

, , T , P T .
C ( ). A = N
i=1 Ai
, g : A C . .
3.4 M = hA, gi .
. , ,
. ; , .
A = A1 A2 = [0, ) [0, ).
(, ; ), C = (0, ) {0, 1, 2},

156

3.

=0 , , 50%.
, , , , , ,
. .
3.5 ui : C Ti R , i
( ). M
G(M ) = hI, A, T, P, ui, ui : A Ti R :
ui (a, ti ) = ui (g(a), ti ).

(3.99)

.
,
, , T = T1 T2 = [0, ) [0, ). i
vi = ti Ti

ti ai , ai > ai
t1 a1
, ai = ai
ui =
(3.100)
2
0,
ai < ai .

. ,
, , ,
, . , ,
,
, - .
.
3.6 f : T C .

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

3.2.2

, ,
- .
3.7 M - f ,
t T g(s (t)) = f (t), s - G(M ).
.
: , , ,

3.2.

157

. 13 ,
. , t1 , t2 , ,
-43 : t1 > t2 ,
1 t2 ; t1 = t2 ,
t1 = t2 ; t1 < t2 , 2 t1 .

, . , ,
.
, ?
, , ?
, .
: , , . ?
, , . .
3.8 T , C .
M = hA, gi , A = T .
, ,
, . , , ,
(1979), ,
.

3.2 f . M , , - f .
- f . M
), M
,
G(M

: si = ti i.
. . ,
M , M
: ,
M .
, , ,
.
3.2.
M = hA, gi - f . s
G(M ), ui ,
= hT, g i, g (t) = g(s (t)). i
M (3.99). M

ai Ai t T
ui (si (ti ), si (ti ), ti ) ui (ai , si (ti ), ti ).

(3.101)

ui (g(si (ti ), si (ti )), ti ) ui (g(ai , si (ti )), ti ).

(3.102)

ui (g (ti , ti ), ti ) ui (g (ti , ti ), ti ).

(3.103)

ui ,
ti 6= ti a = si (ti ).

). Q.E.D.
, t G(M
43

, 3.2.3.

158

3.


, -
- ? .
3.9 f ,
t, t T , c = f (t) 6= f (t ), i b C, ,
ui (c, ti ) ui (b, ti ) ui (c, ti ) < ui (b, ti ).

(3.104)

, ,
, ,
-
. ,
, . ( 1977, 1985) :
3.3 f - . f
.
3.3.
f - M = hA, gi,
f (t) = c f (t ) 6= c t, t T . a A, , g(a) = c,
G(M ) t,
ui (g(ai , ai ), ti ) ui (g(ai , ai ), ti )

(3.105)

i ai Ai . a G(M )
t , f (t ) 6= f (t) = c. , i ai Ai , ,
ui (g(ai , ai ), ti ) < ui (g(ai , ai ), ti ).

(3.106)

, f . Q.E.D.
- .
- .
, ? ,
:
3.10 f . f (t) = c, ui (c, ti ) >
ui (c , ti ) c C , () . , f
.
:
3.4 f . .
, ,
(1994, . 187189).

3.2.

159

. .
:
.
. ,
.
, . :
, , . .
, : . . :
.
: ,
! , , : ,
. : , :
. , ,
( , 3- , . 3, . 1628).
, . ,
. . : T = {1, 2}, t = i
, i- .44
: C = {0, 1, 2}, c = i > 0 , i- , c = 0 . ,
, : f (t) = t.
, :
t = 1: u1 (1, 1) > u1 (2, 1) > u1 (0, 1), u2 (2, 1) > u2 (0, 1) > u2 (1, 1),
t = 2: u1 (1, 2) > u1 (0, 2) > u1 (2, 2), u2 (2, 2) > u2 (1, 2) > u2 (0, 2).
, .
, .
, .
t = 1 c = f (t) = 1. , t = 2
- b C, , ui (c, t) ui (b, t) ui (c, t ) < ui (b, t ) -
i = 1, 2. i c - b,
( t2 ) b . ,
.
, ,
: Ai = {1, 2} (
, ). 2 2,
s1 , s2 A1 A2 C.
, t = 1, a1 = 1, a2 = 2, t = 2, ,
a1 = 2, a2 = 1. , .
?
- , ( ) ! , .
44

, . , 1,
2. 3.3 .

160

3.

( ,
, ), .
. .

, .
, , - ,
: ,
. , .
-, . , , , ,
, , . ,
. ,
. -, .
, . .
, ; ,
, .
, ,
, , 51%. ,
. , , ( ) , ,
. , ,
.
-, .
, , .
, ,
, , .
, , ,
. , , , ( 100 )
. ,
,
.
, .

3.2.3

,
. ; ,
, , . ,
,

3.2.

161

.
3.11 M f , t T g(s (t)) = f (t), s
G(M ).
, : -
, ,
.
3.2, : , 3.101
ai Ai , si (ti ).
. , t
i , ti ,
, , .
, , . :
3.12 f .
i, t T , c C ui (f (t), ti ) ui (c , ti ). f
, i .

- , . . ( (1973)
(1975), ) ,

.
3.5 f . :
1. |C| 3.
2. i : C R ti Ti , ,
c, c C, ui (c, ti ) ui (c , ti ) , (c) (c ).
3. c C t T , f (t) = c.
4. f .
f .
, . ,
. , , - A B. : , (
A). , :
( A, B, ), ,
( A).
, . , a, b c i

162

3.

.
, , .
; ,
- , (, ).
, . ,
x,
, x . ,
.
. .
.
, (1980). , N .
C = [0, 1]. i = 1, . . . , N
Ti = [0, 1]. i , c C,
ui (c, ti ) = (|c ti |),

(3.107)

() - . , i = 1, . . . , N
C, ti .
, ,
(C ), (C
).
, , - - f : [0, 1]N [0, 1],
g : [0, 1]N [0, 1], ,
ti [0, 1], .
, ,
, ti , f (t) = med(ti ). (3.107) 3.5
, , ui (a, ti ) < ui (b, ti ) < ui (c, ti ) b < a < c.
- , ,
f (t) = med(ti ) .
13 ,
g(t) = med(ti ).
. --
, N : k, ti , mi , , 45 .
ui = vi (k, ti ) + mi .
45

(1961), (1973) (1971).

(3.108)

3.2.

163

.46 mi , , mi ,
k vi ti . k(t)
t:
k(t) = arg max
k

N
X

vi (k, ti ).

(3.109)

i=1

, . , ,
ti .
k(t). mi , ,
t = (t1 , . . . , tN ), .
, ?
-- :
X
mi (t) =
vj (k(t), tj ) + i (ti ),
(3.110)
j6=i

i - ti .
PN
i . -, j=1 vj (k(t), tj ),
, c ,
ti . -, - ti . i
.
, - ti 6= ti , ti
. , - ti , ,
N
X
i=1

vi (k(t), ti ) + i (ti ) <

N
X
i=1

vi (k , ti ) + i (ti ),

(3.111)

k = k(ti , ti ). , , , (3.109), k(t)


t.
, , :
N
X
mi (t) = 0 t T.
(3.112)
i=1

(1979) ,
vi (k, ti ).
vi , (3.112) ti .
, , , , ,
.

. N = 2 vi (k, ti ) = ti k k4 . ,
k(t1 , t2 ) = (t1 + t2 )2 .
46

(3.113)

f (x, y1 , . . . , yk ) x, f (x, y1 , . . . , yk ) = v(y1 , . . . , yk ) + x -


6= 0 - v().

164

3.

--
p
k(t1 , t2 )
k(t1 , t2 )
+ 1 (t2 )
4
p
k(t1 , t2 )
+ 2 (t1 ),
= t1 k(t1 , t2 )
4

m1 = t2
m2

(3.114)

(t1 + t2 )2
+ 1 (t2 ) + 2 (t1 ).
(3.115)
2
, 1 , 2 , m1 + m2 = 0
t1 , t2 . , m1 + m2 t1 . ,
2(t1 + t2 ) + 2 (t1 ) = 0.
2 ().
m1 + m2 =

3.2.4

? ,
, . , ,
, . .
, , .
. ,
, , . ,
, , ,
, . , , , ,
. , ,
, . ,
,
( ) , .
. , ,
: ( , ).
, (, ), .
: , , ,
.
, .
; (2009), (2004)
(2004).
.
, .
( ). :
? ,

3.2.

165

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

, , ,
.

17 .
. , , ,
. , , ;
, .
. , ,
, . , , ; , .
(. . 13), : . ,
, ,
,
.
?
, . , , ,
. , ,
. ?
, . : ,
. . ,
$1000, $800 $500, $1000 , .
$1000, $800 $500,
, $1000, . ,
.

166

3.

? , . . , ,
, ,
. , , . ,
,
, , , . , ,
, .
, .
;
. , , . , ,
, , - . , , .
, , X. ,
, .
.
, 47 .
, .
. , .
, :
, 3 , ,
4 . p , 3 .
. , , ,
.
, , .
,
.
, ,
3 4 . ,
, ( ) , , .
? -,
(, , ). ,
. , , , , ,
. ,
.
: , ,
47

(1992, . 532536).

3.2.

167

, . pH , , 4 , ( ,
, , ). pL , 3 . cH ,
. , cH . , , 1 pH = 21 , 41 3 , 41 4 ,
cH = 0 21 + 3 41 + 4 41 = 1.75. cL .
, . , 3
1 4 . , ,

R = 2(1 )cH + 2cL .


(3.116)
cH , cL , pH pL , .
? -, .
. , , ,
(1 )pH + pL
21 . , ,
, ,
12 , . , pH
+ 21 (1). , pL 2 , ,
, .

1
( + 1)
2

,
2

pH
pL

(3.117)

(1 )pH + pL 21 (3.117) .
(3.117) .
.
1. $4 . pL = 0, cL = 0, pH = + 21 (1) =
1
(1 + ), cH = 2( + 1).
2
2. ( ). .
, , .
( , ) pL = 21 , pH = 21 (1 + ),
cL = 23 , cH = 2 + ( , ,
).
3. . . , , , . pL = 21 , pH = 21 (1 + ), cL = 32 , cH = 2 + 23 .
,
.

168

3.

:
4pH cH 4pL cL
3pL cL 3pH cH .

(3.118)

$4 ,
$4 .; $3 .
$3 , $3
; $4 .
, .
:
4pH cH 0
3pL cL 0.

(3.119)

, , 4pH cH < 0,
.
: (3.116)
(3.117), (3.118), (3.119). . .
(3.119). , . . , cH , cL , pH , pL (3.116), 4pH cH > 0
3pL cL > 0. < min{4pH cH , 3pL cL }. cH = cH + , cL = cL + . , (3.118), (3.119) ,
R . cH cL .
(3.119) , (3.118)
. , 3(pH pL ) cH L 4(pH pL ).
, ( cH
cL , , (3.119) ).
,
4pH cH = 4pL cL
(3.120)

3pL cL = 0.

(3.121)

. , 4pH cH = 0 3pL cL > 0.


4pL cL 0 (3.118). , 0 3pL cL ,
. :
,
, .
(3.120) (3.121) .
G = 8(1 )pH + 2(4 1)pL ,
(3.122)
cL = 3pL cH = 4pH pL (3.116).
(3.122) S,
(3.117). ,
. .

41 : m 3.8. , pH = 21 (1+),
= 8 2.
pL = 2 , cH = 23 + 2, cL = 23 . R
.

3.2.

169

pL

(1 )pH + ( 14 )pL = G ( > 14 )

(1 )pH + ( 41 )pL = G ( < 14 )


m

S
n
1
(
2

+ 1)

pH

. 3.8: pH , pL .
14 : n 3.8. , pH = 12 (1+),
= 8 82 .
pL = 0, cH = 2( + 1), cL = 0. R
4 . .
= 41 pH = 12 ( + 1) pL [0, 2 ].
. , ,
,
. ,
, R = 8 22 . 3.9
.
, , p
1
,

.
2
.
. , . ,
.
?
, :
$3 , $4 , .
, , .
,
. ,
; , ,
.
, N .
. -

170

3.

R/2

3.5

3
0

. 3.9: (
).
, [0, 1].
, , .
bi (vi ) i. , bi () . , .
vi i
Y
ui = (vi bi (vi ))P (bi (vi ) > max bj (vj )) = (vi bi (vi ))
P (bi (vi ) > bj (vj )).
(3.123)
j6=i

j6=i

, (, , ), . , bj () ,
vj [0, 1],
Y
Y
ui = (vi bi (vi ))
P (b1
b1
(3.124)
j (bi (vi )) > vj ) = (vi bi (vi ))
j (bi (vi )).
j6=i

j6=i

, , j 6= i
bj () = b(). vi [0, 1] ,
bi (vi ) (3.124).
ui
db1 (bi (vi )) 1
= (N 1)(vi bi (vi ))
[b (bi (vi ))]N 2 [b1 (bi (vi ))]N 1 = 0
bi (vi )
dbi (vi )

(3.125)

vi [0, 1]. , ui i (
vi ), bi (vi ). .
(3.125) ,
. bi () = b() (3.125),
(N 1)(vi b(vi ))

db1 (b(vi ))
= b1 (b(vi )).
db(vi )

(3.126)

3.2.

171
db1 (b(vi ))
db(vi )

1
b (vi )

vi = (N 1)(vi b(vi ))

b1 (b(vi )) = vi , -

1
b (v

i)

(3.127)

b (vi )vi = (N 1)(vi b(vi )).

(3.128)


b(vi ) = vi

N 1
.
N

(3.129)

, .
.
b(vi ) ,
. vi
p(vi ) = P (vi = max vj ) =
j

Y
j6=i

P (vj vi ) = viN 1 .

(3.130)

, v, , , :
c(v) = p(v)b(v) = v N

N 1
.
N

(3.131)

. , , :
R=N

c(v)dv =
0

N 1
.
N +1

(3.132)

( ) .48
.
, [0, 1],
?
N . (
. 13), , : bi = vi . , ,
:
p(vi ) = viN 1 .
48

(3.133)


.
QN
: P (maxi vi x) = i=1 P (vi x) = xN . R1
: E(maxi vi ) = 0 xd(xN ) = NN+1 . b(vi ) = NN1 vi ,
1
R = NN1 E(maxi vi ) = N
N +1 .

172

3.

vi . , , i
vi :
c(vi ) = p(vi )E(max vj | max vj vi ).
j6=i

j6=i

(3.134)

, vj [0, 1] j.
, vj vi 1, vj [0, vi ]. , vj
P (vj x|vj vi ) =

x
vi

(3.135)

0 x vi . maxj6=i vj
P (max vj x| max vj vi ) =
j6=i

j6=i

xN 1
viN 1

(3.136)

0 x vi . maxj6=i vj ,
vi , :
Z vi  N 1  Z vi
x
N 1 N 1
N 1
xd
E(max vj | max vj vi ) =
=
x
dx = vi
.
(3.137)
N
1
N
1
j6=i
j6=i
N
vi
vi
0
0
(3.133)
c(vi ) = p(vi )vi

N 1
N 1
= viN
.
N
N

(3.138)

c(v),
p(v)v?c(v) , .
, c(v)
(3.132). , .

3.2.5

( , )
(1961). , .
. ,
, ,
(1981) (1981):
3.6 N , . vi [v, v]
f (v) F (v). :
1. vi > maxj6=i vj , i.
2. vi = v, i .

v .

3.2.

173

. pi (v) , i v
, . 1,
pi (vi ) = P (max vj vi ) = F N 1 (vi ) = p(vi ),
j6=i

(3.139)

, , .
Si (v) i v. ,
, i
vi . ; ,
.
, . , i :
Si (v) = vp(v) ci (v),

(3.140)

ci (v) , i v
.
i v , v,

Si (v, v) = vp(
v ) ci (
v ).
(3.141)

, , . Si (v, v) v v = v.
, [v, v],
p(v) .

Si (v, v)
= vp (v) ci (v) = 0.
(3.142)

v
v=v

, (3.140)

Si (v) = vp (v) + p(v) ci (v).

(3.143)

, (3.142) (3.143), ,
Si (v) = p(v).
(3.144), :
Z v
p(x)dx.
Si (v) = Si (v) +

(3.144)

(3.145)

, Si (v) = 0,
p(vi ), . (3.139) (3.145)
v:
Z v
F N 1 (x).
(3.146)
S(v) =
v

174

3.

R. (3.145) (3.139)
, v:
c(v) = vp(v) S(v) = vF

N 1

(v)

F N 1 (x)dx.

(3.147)

:
R=N

c(x)dF (x).

(3.148)

F (v). .
. .

. N . vi
i [0, 1]. bi i.
i
ui = vi P (bi (vi ) > max bj (vj )) bi (vi ),
j6=i

(3.149)

,
( ) .
, , . , . . ,
. , .49
. , , -,
, -, ( )
, 1.
(3.131) , v
, N ,
[0, 1]. ,
, .
, ,
:
b(v) = v N

N 1
.
N

(3.150)

, , ,
, .
49

, . 44.
, ( = ),
.

3.2.

175

.
, , , ,
, r > 0. ,
r.
, ,
r. , , b1 b2 < r,
. b1 < r b2 , 2 r. r b1 < b2 ,
2 b1 . . 13, ,
( ) bi = vi , r = 0. ,
:
, .
N ; [0, 1]. ?
, , .
, , 1 . , r,
.
? , r , . ,
r, , ( ).
, i vi .
ci (vi ) = P (vi max vj , vi r)E(max{max vj , r}|vi max, vi r).
j6=i

j6=i

j6=i

(3.151)

, , . r.
 N 1
vi , vi r
P (vi max vj , vi r) =
(3.152)
0,
vi < r.
j6=i

, .
r.
rN 1
E(max{max vj , r}|vi max, vi r) = r N 1 +
j6=i
j6=i
vi

xN 1
viN 1


rN
N 1 N
vi r N .
+
N 1
N 1
vi
N vi
r
(3.153)
r N 1
vN 1 , maxj6=i vj r , vi maxj6=i vj ,
i
, c vi > r, ,
r. ,
maxj6=i vj r. ,
 N 1 N rN
vi + N , vi r
N
ci (vi ) = c(vi ) =
(3.154)
0,
vi < r.
Z

xd

r = 0, :


Z 1
 N 1
2N
N 1
N
N +1
N
1
+r
r .
(3.155)
c(v)dv = r (1 r) +
1r
=
R=N
N +1
N +1
N +1
r

176

3.

r:
dR
= N rN 1 2N rN = N rN 1 (1 2r) = 0.
dr

(3.156)

,
1
r = .
2

(3.157)


. , ,
- , ,
? , : . , , ,
1 , ,
(. 16).
, . , r = 21 ,

N 1
1
1
R =
+ N
.
(3.158)
N +1 2 N +1
, ,
. , ,
.
; (1996).
: 3G.
2000-2001
. , . ,
, , ,
.
3.1 , .

, /
650
170
615
100
240
20

1200
900
900
750
750
700

, /
45
95
45

600
400
500

3.1: 3G ( ) c Dow Jones


European Telecom Index .
, , 10 .
650 30 20 , .

3.2.

177

,
(, , 1200
, 700 ).
, ,
, ,
. -, . , (
) . (, ,
, )
. ,
, , ( ). -,
; ,
. ,
, ,
( ,
).

, ,
.
, .
, ,
, . ,
.
,
. 9 4, 4 ! , ,
.

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

; ,
.
.
N ; C. ti Ti . u(c, ti )
i c C. , i , c , , c ,
u(c, ti ) u(c , ti ). .

178

3.

3.13 T . U : T C R
.
, , N , C. U (c, t) > U (c , t), t c c . U (c, t) = U (c , t),
.
U (c, t).
3.14 .
1. . - c, c - t u(c, ti ) > u(c , ti )
i, U (c, t) > U (c , t).
2. . - t, t T sign(
u(c, ti ) u(c , ti )) = sign(
u(c, ti ) u(c , ti )) i, sign(U (c, t) U (c , t)) =
sign(U (c, t ) U (c , t )).50
3. . - i, ,
c, c C, t T , : U (c, t) U (c , t) ,
u(c, ti ) u(c , ti ). .
, . , c , c , .
, : , c ,
c - c.
, .
, c c ,
,
c c . ,
, .
.51
3.7 :
1. |C| 3.
2. i, : C R, ti Ti , ,
c, c C, u(c, ti ) u(c , ti ) , (c) (c ).
3. U .
U .
, ,
,
50

sign(x) 1 x < 0, 0 x = 0, 1 x > 0.


-.
, , -, , (1995, . 873875).
51

3.3.

179

.
. ,
A, B C, : t = (1, 2, 3).
u(A, 1) > u(B, 1) > u(C, 1), u(B, 2) > u(C, 2) > u(A, 2) u(C, 3) > u(A, 3) > u(B, 3).
U , .
- c, c U (c, t) > U (c , t) ,
c c .
A B U (A, t) > U (B, t). B C, C
A; , U (A, t) > U (B, t) > U (C, t) > U (A, t), .
! , ,
( ),
, .

3.3

1. . , ,
2 2 . p ,
1. 1 ( 2) . 1 2
a1 , a2 {A, B}.
: 1
2
A
B
1
A 2, 2 0, 0
B 0, 0 0, 0

: 2
2
A
B
1 A 0, 0 0, 0
B 0, 0 1, 1

-.
2. (, 2008, . 67). 1 : t1 t1 . 2
t2 t2 . . : P (t2 |t1 ) = 1, P (t2 |t1 ) = 43 , P (t1 |t2 ) = 34 , P (t1 |t2 ) = 0.
1 : T B, 2 L R.
:

: t1 , t2
2
L
R
1
T 2, 2 0, 0
B 3, 0 1, 1

: t1 , t2
2
L
R
1
T 2, 2 0, 0
B 0, 0 1, 1

: t1 , t2
2
L
R
1
T 2, 2 0, 0
B 0, 0 1, 1

.
3. ( 2009, . 283). , t1 t2 . .
. ,
, :

180

3.
: t1
2
L
M
R
1 T 2, 2x 1, 0 1, 3x
B 3, 2 0, 0 0, 3
0 < x <

: t2
2
L
M
R
1 T 2, 2x 1, 3x 1, 0
1, 3 0, 0
B 0, 0

1
2

(a) .
(b) , 2 .
? ?
4. :

I
N

2
I
N
1, 1 1 + 1 , 0
0, 1 + 2
0, 0

1 , 2 [, ]. , 1
1, 2 2. .
I?
0.
5. (, , 2003). :

2
L
R
L x, 1 1, 1
R 1, 1 1, 1

x > 0.
(a) x = 1 x = 9.
,
x > 0? , , 1 L,
x?
(b) i, si {L, R}, si , (3.79).
x > 1 > 0. ,
1 L x?
6. 3 . . , 1 . ci
i- . ci [0, 1].
.

3.3.

181

7. ( 1991, . 237238). ,
, . i ci [0, ), F () f ().
m ci , d ci , 0 , m > d > 0.
-.
8. (- , 1996). ,
( = G), ( = I). ,
> 12 . i {I, G}. p 21 ,
. P ( = G|i = G) = P ( = I|i = I) = p. , vi : .
. 1
, 0, . ,
p , vi (i = I) = I
vi (i = G) = G.
9. . , p1 , p2 ( )
(. 27 1). i = 1, 2 , pi . i
qi = a pi bi pj . .
i- j- , , bi bL , bH , bH > bL . , bi = bH , .
. -.
10. . 133-135. 1
c1 , c2 2 cH cL
1. 1 c2 ( 2 ,
c2 1). , q1 (0) (
1, c2 ), q1 (H) ( 1, , c2 = H),
q1 (L) ( 1, , c2 = L), q2 (H) q2 (L).
11. , . C :
a . ca = 0.
b ,
. cb = 60.
c .
,
. cc = 120.
d -.
,
. cd = 300.
: T1 = T2 = T3 = {1, 2}. . Ri (j, t) i = 1, 2, 3
j = a, b, c, d, t = 1, 2. :

182

3.
i .
ii
, . ,
.

(R1 (a, 1), R1 (b, 1), R1 (c, 1), R1 (d, 1)) = (0, 15, 30, 81)

(R1 (a, 2), R1 (b, 2), R1 (c, 2), R1 (d, 2)) = (0, 15, 30, 57).
iii ,
, ?
,
(R2 (a, 1), R2 (b, 1), R2 (c, 1), R2 (d, 1)) = (0, 30, 63, 105)

(R2 (a, 2), R2 (b, 2), R2 (c, 2), R2 (d, 2)) = (0, 30, 42, 105).
iv , , , ,
,
.
,
(R3 (a, 1), R3 (b, 1), R3 (c, 1), R3 (d, 1)) = (0, 30, 45, 135)

(R3 (a, 2), R3 (b, 2), R3 (c, 2), R3 (d, 2)) = (0, 12, 45, 135).
, , , :
f (t1 , t2 , t3 ) = arg

max R1 (j, t1 ) + R2 (j, t2 ) + R3 (j, t3 ) cj .

j{a,b,c,d}

,
.
(a) .
(b) :
, (
), .
- , ?
(c) ( - ):
i. .
ii. 4- .

3.3.

183

iii. , ?
12. C = {a, b, c},
T = {1, 2}. : u1 (a, 1) >
u1 (c, 1) > u1 (b, 1), u2 (c, 1) > u1 (b, 1) > u1 (a, 1), u1 (c, 2) > u1 (a, 2) > u1 (b, 2), u2 (b, 2) >
u2 (c, 2) > u2 (a, 2). : f (1) = a, f (2) =
b. , f ,
-.
13. ( 1980). .
162. , f (t) = med(t) g() = med(),
, i = ti i ti [0, 1].
14. M = hA, gi . fM (t) C , M t.
, t, fM (t) .
15. (, 1952). C = {1, 1}. i,
Ti = {1, 1}, ti = 1 , i 1 1. f : T C ,
:
(a) . f (t1 , , tN ) = f (t1 , , tN ) t T .
P
(b) . f (t1 , , tN ) = f( i ti ), .
(c) t T , , f (t) = 1, t T , , f (t ) = 1.

, N ,

P
: f (t)
i ti , N
.
16. , ,
1 , ,
.
17. N , [0, 1].
18. , . [0, 1] [0, V ], V > 0.
(a) .
(b)
?
19. N . bi . .
, , , . [0, 1]. ,

184

3.
bi vi . ?
N = 2. v b(v) = v?

20. 2 .
. 3 .
. ,
. , [0, 1]. . ,

(a) , .
(b) ,
.
21. . .
i = 1, 2, , , si .
, s1 < s2 , ,
s1 . i , i , i ,
. i [0, ].
, , .
, , si i . , N > 2?
22. (, 2004). 1991 - . , .
, ,
( , ). . ,
bi . vi ,
[0, 1]. vi bi + kbi ,
(1 + k)bi , k > 0 ,
( k = 0).
(a) , ?
(b) , , v [0, 1].

(c) ,
. ,
?


[1] Simon P. Anderson, Jacob K. Goeree and Charles A. Holt. 2001. Minimum-Eort Coordination
Games: Stochastic Potential and Logit Equilibrium. Games and Economic Behavior 34(2): 177
199
[2] George-Marios Angeletos, Christian Hellwig, and Alessandro Pavan. 2007. Dynamic Global
Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks. Econometrica
75(3): 711-756
[3] Kenneth Arrow. 1963. Social Choice and Individual Values, 2nd ed. New York: Wiley
[4] Austen-Smith, David, and Jerey Banks. 1996. Information Aggregetion, Rationality, and the
Condorcet Jury Theorem. American Political Science Review 90: 3445
[5] Binmore, Kenneth. Fun and Games: A Text of Game Theory. D.C. Hearth. 1992.
[6] Steven J. Brams and Alan D. Taylor. The Win-Win Solution: Guaranteeing Fair Shares to
Everybody. W.W. Norton. New York 2000
[7] Jeremy Bulow and Paul Klemperer. 1996. Auctions Versus Negotiations. The American
Economic Review 86(1): 180194
[8] Chatterjee, K., and W. Samuelson. 1983. Bargaining under incomplete information. Operations
Research 31: 835851
[9] Edward H. Clarke. 1971. Multipart Pricing of Public Goods. Public Choice 11: 1733
[10] Timothy Feddersen and Wolfgang Pesendorfer. 1998. Convicting the Innocent: The Inferiority
of Unanimous Jury Verdicts under Strategic Voting The American Political Science Review 92
(1): 2335
[11] Fudenberg, D., and J. Tirole. 1991. Game Theory. Cambridge, Mass.:MIT Press
[12] Benny Geys. 2006. Explaining voter turnout: A review of aggregate-level research. Electoral
studies 25(4): 637663
[13] Allan Gibbard. 1973. Manipulation of Voting Schemes. Econometrica 41: 587601
[14] Gibbons, Robert. 1992. Game Theory for Applied Economists. Princeton University Press
[15] Jacob K. Goeree and Charles A. Holt. 2005. An experimental study of costly coordination.
Games and Economic Behavior 51(2): 349364
[16] Jacob K. Goeree, Charles A. Holt, and Thomas Palfrey. 2003. Risk averse behavior in asymmetric
matching pennies game. Game and Economic Behavior, 45, 97113
185

186

[17] Harsanyi, J. 1967-1968. Games with Incomplete Information Played by Bayesian Players.
Management Science 14: 159182, 320334, 486502
[18] Jerry Green and Jean-Jacques Laont. Incentives in Public Decision Making. Amsterdam:
North-Holland ; 1979.
[19] Theodore Groves. 1973. Incentives in Teams. Econometrica 41 (4): 617631
[20] Harsanyi, J. 1973. Games with randomly disturbed payos: A new rationale for mixed-strategy
equilibrium points. International Journal of Game Theory 2(1): 123
[21] Vijay Krishna. 2009. Auction theory. Second edition. Academic Press
[22] Klemperer, Paul. 1999. Auction Theory: A Guide to Literature. Journal of Economic Surveys
13(3): 227286
[23] Klemperer, Paul. 2004. Auctions: Theory and Practice. Princeton University Press
[24] Kenneth May. 1952. A set of independent necessary and sucient conditions for simple majority
decision. Econometrica 20(4): 680684
[25] MasCollel,A., M. Whinston, and J. Green. (1995) Microeconomics Theory Oxford University
Press
[26] Maskin, E. 1977. Nash equilibrium and welfare optimality. Mimeo, MIT
[27] Maskin, Erik. 1985. The Theory of Implementation in Nash Equilibrium: A Survey pp. 177
204 in Social Goals and Social Organization (L. Hurwitz, D. Schmeidler, and H. Sonnenschein,
eds.) Cambridge: Cambridge University Press
[28] McFadden, Daniel. 1974. Conditional Logit Analysis of Qualitative Choice Behavior. In P.
Zarembeka (ed.) Frontiers in Econometrics, New York: Academic Press.
[29] McKelvey Richard D. and Palfrey Thomas R. 1995. Quantal Response Equilibria for Normal
Form Games. Games and Economic Behavior 10(1): 638
[30] McKelvey Richard D. and Palfrey Thomas R. 1998. Quantal Response Equilibria for Extensive
Form Games. Experimental Economics 1(1): 941
[31] Paul Milgrom. 2004. Putting Auction THeory to Work. Cambridge University Press.
[32] Moulin, H. 1980. On strategy-proofness and single-peakedness. Public Choice 35(4): 437455
[33] Myerson, R. 1979. Incentive Compatibility and the Bargaining Problem. Econometrica 56: 1191
1220
[34] Myerson, R. 1981. Optimal Auction Design. Mathematics of Operations Research 6: 5873
[35] Osborne, Martin. 2009. Introduction to Game Theory: International Edition, New York: Oxford
University Press.
[36] Owen, Guillermo, and Bernard Grofman. 1984. To vote or not to vote: The paradox of nonvoting.
Public Choice 42(3): 311325
[37] Thomas R. Palfrey and Howard Rosenthal. 1983. A strategic calculus of voting. Public Choice
41(1): 753

187

[38] Thomas R. Palfrey and Howard Rosenthal.1985. Voter Participation and Strategic Uncertainty.
The American Political Science Review 79(1): 6278
[39] Peters, Hans. 2008. Game Theory: A Multi-Lavel Approach. Springer-Verlag Berlin Heidelberg
[40] Riley, John F. and William F. Samuelson. 1981. Optimal Auctions. The American Economic
Review 71(3): 381392
[41] Mark Allen Satterthwaite. 1975. Strategy-proofness and Arrows conditions: Existence and
correspondence theorems for voting procedures and social welfare functions. Journal of Economic
Theory 10(2): 187217
[42] Vickrey, William. 1961. Counterspeculation, Auctions, and Competitive Sealed Tenders. The
Journal of Finance 16(1): 837
[43] .. , .. .. . . : .
.: , 2005
[44] . . III. .: , 2007
[45] .. .. . : .
. .: - - .-, 2001

188

, ,
. ; , ,
. , ; ,
. , ; . , ,
, .
, , ,
. , ;
, .
, . ,
,
, , ,
. , , ,
(, , ).
, , , ,
.
, , . ;
. ,
; ,
. ,
. , , , ,
, , .
: ( ) .
.
, ( , ) . , , ,
. ,
189

190

4.

,
.
.

4.1

,
. , . ,
.
. 4.1:
1

R
1,3

M
2

l
2,1

r
0,0

0,2

0,1

. 4.1: (R, r) .
,
. , ,
(R, r). , . 2
r ? ,
, 1.
2 r, - 1 R?
, 1 L , L, M.
2 l + 2(1 ), r
1 . , [0, 1] 2 l ,
1 - R. (R, r) ,
. r, 2
1 ; .
, ,
.
, (
), , , .
( 4.2) (D, a, L). , 1
A, a 2. (A, a, R)
. ,

4.1.
1

191

a
3,3,0

D
3
L
4,4,4

R
1,1,1

5,5,0

2,2,2

. 4.2:
, . , ,
. -,
, , .
, (, , (R, r) 4.1). -,
- , . ,
.
. . , ,
52 . , , ,
, .
?
.
, . , , ,
, , ,
, .

4.1.1

4.1 4.2? .
4.1 , h
. h , h.
= (h )
.
52


(1982).
(1991).

192

4.

, .
,
.
4.2 , . . , ,
h ,
h, a h, :
h (a) =

P (a|)
,
P (h|)

(4.1)

P P (a|) , a, P (h|) =
bh P (b|) , h.
,
, , .
4.3 .
1

1
4

1
2

1
4

2
2
3

1
3

3
. 4.3: .
, .
2
 1

 
1
2 1
2
4
2 = 1 1 , 1 1 =
,
.
(4.2)
3
3
+
+
2
4 2
4

3
 


1 2
1
1 1

1 1 1
4 3
4 3
4
3 = 1 1 1 2 1 , 1 1 1 2 1 , 1 1 1 2 1 =
.
, ,
6 3 2
+43+4 43+43+4 43+43+4
4 3

(4.3)


. ,
. h , i . ui,h (|h ) i ,

4.1.

193

h.
h, , h . , i , i
ui,h (i , i |h ) ui,h (i , i |h ). :
4.3 (, ) , , .
4.1 (R, r) :
2 l. ,
. , - ; ,
,
.
, .
(4.1) . .
4.4 . ,
c , n , , n , k ,
k .
, ,
.
, 4.3:
4.5 (, ) , ,
.
4.4 , ,
, .
1
L
u
0,0,0

R
u

1,1,2
d

d
3
l

0,0,0

0,0,1

l
1,2,1

r
1,0,0

. 4.4: ,
.

194

4.

(R, u, r)
2 = 0 3 > 21 ( ). , 3
, .

? , 3 r
, 3 > 21 . R, u,
3 ,

. 3 ,
1 2 ? ,
3, , 2, d
u. , , , 1,
2 . ,
, , ,
, 3 = 0.
(1 , 2 , 3 ) , 1 ,
1 L, 2 , 2 d, 3 ,
3 r. , (1k , 2k , 3k )
k=1
, (R, u, r), 1k 0, 2k 0, 3k 1, ik (0, 1)
i = 1, 2, 3. ,
3k =

2k 1k
= 1k 0.
2k 1k + 2k (1 1k )

(4.4)

3 21 , (4.4).
, (R, u, r) .
, (R, d, l):
, .

4.1.2

( )

. , , .
. ,
, , , , .
. ,
,
- :
, .
, (1975):
4.6 G . ,
n , ,
1. n ,
k
2. k i, i i
.

4.1.

195

( ) .
:
4.1 G .
, .
;
. 231-233.
:

2
A
B
A 1,1 0,0
B 0,0 1,1

p q A 1 2. (p, q) = (0, 0).


k = (k , k ) 0 4.6.
, k = (1 k , 1 k ) (p, q) = (1, 1).
(p, q) = ( 21 , 21 ) k = ( 21 , 21 ).
,
k
. , , , .
:

A
A 10,0
B 10,10

2
B
1,1
0,10

: (A, B) (B, A). ,


2 A. , 1 A ,
2 B. :
4.1 G = hI, S, ui ,
G. si i . i (si ) = 0.
, Si i, si Si , , si Si si , si Si
ui (si , si ) ui (si , si ), - si . si
- i ,
si . ,
k
k , , i
i (i
) k.
.
53 .
53

, , (1991).

196

4.

4.2 , G , . G. , ,
(, ) .
, .
: , , .
4.1 4.2, :
4.3 . .
, .

4.1.3

. ,
; ,
.
, , ,
, . ,
.
, :
4.7 , T =
Ti TN , P = P1 PN
T , ui i,
ti , u = (ui )N
i=1 . h, T, P, ui .
? h i. ,
. , h Ti . h h
Ti . hj Tj j- h.
(1991), .
4.8 (, )
. ,
:
1. .
2. h h , h
h. i h, h . hi = h i .
Q
3. h , i. h =Q j6=i hj .
o , i , , o = Pi = j6=i Pj .

4.2.

197

, i . , - ,
; , ,
, .
4.9 (, ) ,
, .
(, ) .
, . , ,
, , . ,
:
, , ,
(R, u, r) 4.4. :
, , ,
, ,
?
(1991) :
4.4 ,
:
1. .
2. .
(, ) ,
.
- , ,
( ) (, ),
, .

4.2

,
. , .
. , ,
, . , ,
. , ?
, : . . ,
, .
. , ,
? , , ,
, ?

198

4.

4.2.1

, , . :
4.10 ,
1. S R,
2. , ,
3. , .
,
, - . , , ,
, ,
.
, , . . T
S. M ( ) . m : T M
S, .
R , S. (t|m) R , S t T
, m M . A R.
a : M A R, ,
S. uS (t, m, a) uR (t, m, a) .
, 4.9,
.
4.11 54 (m (), a (), (|)), ,
1. m M a (m) R
(|), a A
X
X
(t|m)uR (t, m, a (m))
(t|m)uR (t, m, a ).
(4.5)
tT

tT

2. t T m (t) S ,
R a ():
uS (t, m (t), a (m (t))) uS (t, m , a (m ))

(4.6)

m M .
3. m M , t T m (t) = m, R
m :
(t|m) = P

P (t)
,

t Tm P (t )

(4.7)

P (t) , S t T , Tm t ,
, m (t ) = m.

4.2.

199

. .

4.2.2

, . R,
S. , : 1 (, p) 2 (, 1 p). :
, H () L (), ,
, (h l). ( )
1, , 0, . ,
c > 0 , (
). 1 ,
, 0 .
4.5.
1
c, 0
1 c, 1
0, 1

L
p

1p
L
2

1, 1

c, 1

1 c, 0

1, 0
l

0, 0

. 4.5: ?.
m(1), m(2) {H, L} .
a(H), a(L) {h, l} , .
, .
1. H , L [0, 1].
, 1 ,
. , 1
, . S,
:
(a) H = p, L [0, 1] m(1) = H, m(2) = H,

(b) H = 1, L = 0 m(1) = H, m(2) = L


54

;
- ,
.

200

4.
(c) H = 0, L = 1 m(1) = L, m(2) = H,
(d) H [0, 1], L = p m(1) = L, m(2) = L.

2. , R, (H , L ). H S H h
E(uR (, H, h)) = H uR (1, H, h) + (1 H ) uR (2, H, h) =
= H 0 + (1 H ) 1 = 1 H ,

(4.8)

l
E(uR (, H, l)) = H uR (1, H, l) + (1 H ) uR (2, H, l) =
= H 1 + (1 H ) 0 = H .

(4.9)

L.
, m {H, L}

m <
h,
{h, l}, m =
a(m) =

l,
m >

1
2
1
2
1
2

(4.10)

3. S, R? c < 1

(H, L), a(H) = h, a(L) = h

(L, L), a(H) = h, a(L) = l


(4.11)
(m(1), m(2)) =
(H, H), a(H) = l, a(L) = h

(H, L), a(H) = l, a(L) = l


c > 1 (m(1), m(2)) = (H, L) a(H) a(L).

(m (1), m (2), a (H), a (L), H , L ), .


c:
1. c < 1 p 21 , :
(a) m (1) = m (2) = H, a (H) = l, a (L) = h, H = p, L [0, 21 ].

(b) m (1) = m (2) = L, a (H) = h, a (L) = l, L = p, H [0, 12 ].


2. c < 1 p < 12 , .
3. c > 1, : m (1) = H, m (2) = L, a (H) =
l, a (L) = h, H = 1, L = 0.
, . , S . ,
, , , .
? -, ,
(p 12 ). , , , , , . -

4.2.

201

, ,
. ,
, .
, S
. , , . ,
, .
c < 1 p < 21 ? ,
,
.
. q1 , q2 [0, 1] ,
S H , 1 2, . pq1 > 0 (1 p)q2 > 0, , R
H
pq1
H =
.
(4.12)
pq1 + (1 p)q2
pq1 = (1 p)q2 = 0, H [0, 1]. ,
L =

p(1 q1 )
p(1 q1 ) + (1 p)(1 q2 )

(4.13)

, p(1 q1 ) > 0 (1 p)(1 q2 ) > 0, L [0, 1] .


vH , vL , R h
H L, . R.
H , L :

H < 21
1,
[0,1], H = 21
vH =
(4.14)

0,
H > 12 ,

L < 21
1,
[0,1], L = 21
vL =
(4.15)

0,
L > 12 .

, S
. 1 H
E(uS (1, H)) = 1 vH .

(4.16)

E(uS (2, H)) = 1 vH c, E(uS (1, L)) = 1 vL c, E(uS (2, L)) = 1 vL .

(4.17)

1 vH > 1 vL c
1,
[0,1], 1 vH = 1 vL c
q1 =

0,
1 vH < 1 vL c.

1 vH c > 1 vL
1,
[0,1], 1 vH c = 1 vL
q2 =

0,
1 vH c < 1 vL .

(4.18)

(4.19)

202

4.

(q1 , q2 , vH , vL , H , L ), (4.12),
(4.13), (4.14), (4.15), (4.18) (4.19).
, , q2 (0, 1).
q1 = 1 (4.18) (4.19). ,
H =

p
p + (1 p)q2

(4.20)

L = 0. (4.15) (4.19) , vH = 1 c vL = 1. (4.14) , H = 12


p
q2 = 1p
. p < 12 , q2 < 1, .
S , .

, 55 . -, . ( , 181234)
, , ,
. ? , ,
.
, , ,
- .
,
- ,
.
: . ,
, .
, , ,
. , , !
, .
.
. ( 1),
( 2). , 1.
. (R),
(D). , , c. ,
.
, : , (a r). , . ,
. 2,
x > c ( ,
). 1, ,
w > 0. 4.6.
. ,
1, - . p
, 1 D, 2, q ,
a.
55

. 2004. -
(2011).

4.2.

203
1 -

w, w

0, 0

x, x

c, c

0, 0
r

D
R
2 -

c, c

. 4.6: .
:
D =

.
+ p(1 )

(4.21)

, , 1.
, 2,
p q:
u1 (p, q, 2) = xqp c(1 p)
u2 (p, q) = ( + p(1 ))q(x(1 D ) wD ) + c(1 p)(1 ).
.

c > xq
1,
[0,1], c = xq
p(q) =

0,
c < xq.

xp(1 ) > w
1,
[0,1], xp(1 ) = w
q(p) =

0,
xp(1 ) < w.

(4.22)
(4.23)

(4.24)

(4.25)

w
1. x(1)
> 1, p = 1 q = 0.
, .
, , ,
, .
w
< 1, .
2. x(1)
w
p = x(1)
.
c

q = x .
w
= 1, . p = 1,
3. x(1)
q [0, xc ].

204

4.

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

4.2.3

1999 . ,
.
- , , .
: , .
, ;

.
? - , , ,
? , ,
, , ? , , - .
. , (1973): ,
.
.
1. t = 0 :
= H , = L . p , = H .
2. t = 1 ,
. e 0 . , , ,
.
3. t = 2 w(e),
.
4. t = 3 ,
. , ,
21 .
e , . ;
, , , 4
6 . , , , ,
. , ,
, ,

4.2.

205

, ,
. ,
, , , .
, ,
, , .
,
w,
(4.26)

U = w.

, .
, :
u(w, e, ) = w c(e, ),
(4.27)

e , .
c(e, ). - , 56 : c(e, L ) > c(e, H ) e 0, c(0, L ) = c(0, H ) = 0. ,
: ce (e, L ) > ce (e, H ) e 0. , e-w , (w, e) (w , e )
u(w, e, L ) = u(w , e , L ) u(w, e, H ) = u(w , e , H ). ,
( 4.7).
w
IL
IH
e1

w1

. 4.7: .
IH IL , uH = u(w1 , e1 , H ) uL =
u(w1 , e1 , L ).

1. eH , eL , H L .
2. (e) = ( = H |e) e.
56

ce (e, ) =

c(e,)
e .

206

4.

3. w1 (e), w2 (e) , .
t = 1 e. ,
t = 2
w1 (e) = w2 (e) = (e)H + (1 (e))L .

(4.28)

, . . w > (e)H +(1(e))L .


t = 3 ,
u = (e)H +(1(e))L w < 0. w < (e)H +(1(e))L ,
,
.
, .
w1 w2 w2 > (e)H + (1 (e))L , 2
( , w2 4.28). , w1 w2 (e)H + (1 (e))L . w1 < w2 ,
2
2 , w1 +w
. ,
2
w1 = w2 < (e)H + (1 (e))L ; 1 ,
, , w1 = 0.1w2 + 0.9((e)H + (1 (e))L ).
, eH 6= eL . (e)
, (eH ) = 1 (eL ) = 0.
:
4.1 :
1. wL = w(eL ) = L wH = w(eH ) = H .
2. eL = 0.
, eL > 0, (0)
, eL = 0:
u(w(eL ), eL , L ) = L c(eL , L ) < (0)H + (1 (0))L c(0, L ),

(4.29)

c e.
eH ?
. -, ,
eH ,
H . :
L c(0, L ) H c(eH , L ).

(4.30)

-, eH ,
eL = 0 L . ,
H c(eH , H ) L c(0, H ).

(4.31)

, , (e). (eL ) = 0, (eH ) = 1. ,


(e) e 6= 0, e 6= 1, . , eL = 0
eH , ,

4.2.

207

L H , (4.28). e 0 (e)

(e)H + (1 (e))L c(e, L ) L c(0, L )


(e)H + (1 (e))L c(e, H ) H c(eH , H ).

(4.32)

,
4.8(a), 4.8(b).
w

w
IL

IL

IH

IH

H
w(e)
w(e)

L
eH

(a) eH .

eH

(b) eH .

. 4.8: .
4.8(a) (4.30) . 4.8(b)
(4.31).
(e), , w(e) IH IL .
e .
w = w(e ) = pH + (1 p)L ,

(4.33)

p . , p : eH (4.30),
(4.31), p (0, 1) ,
(, (e) = 0 e < eH = 1 e eH ).
e ? , w e
e (4.28),
e.
w c(e , L ) (e)H + (1 (e))L c(e, L )

(4.34)

e.
w c(e , H ) (e)H + (1 (e))L c(e, H )
.

(4.35)

208

4.

. , , , :
(4.36)

(e) = p,


. eL = eH = 0.
, (0) .
? , (e) = 0 e < e . (4.34) ,
w c(e , L ) L c(0, L ).

(4.37)

4.9 e = e
.
w
IL

IH

w
w(e)
L
e

. 4.9: e = e.
e , eL = 0 L .

4.2.4


. , , e [0, e].
, ,
(e) e. , , 4.9, ,
, (e) = 1 e (
e, e], e
H c(
e, H ) = L c(0, H ) e H c(
e, L ) = L c(0, L ).
4.10.
:

0, e < e
p, e [
e, e)
(e) =
(4.38)

1, e > e.

4.2.

209
w
IL

IH

H
w(e)
w
L
e

. 4.10: w(e) [],


e = e.
, , 4.9?
, . , , , e.
= L ? ,
. , (e) (,
, w(e) ), e > e. , e = 0
, w = H ,
(e) = 1. ,
e > e e = 0.
, e, e = 0. ,
e (
e, e], , , (e) = 1.
, , e
, , (e) .
e = e ,
, e > e w(e) = H .
, e = e:57
4.12 G , A R. A A a R,
R - (|). t T , Mt A S t, m Mt , m M , , uS (t, m, a) < uS (t, m , a) a A . ,
(m (), a (), (|, )) , (t|m) = 0 t, m,
,
1. m 6 Mt ,
2. t , , m Mt .
4.11(a)
e = e . e e e > e
57

, , (1992, . 233237).

210

4.

w c(e, H ) > H c(e , H ). ,


e ,
H . ,
e e, ,
(, , ).
w

IL

IL

IH

IL

IH

H
w(e)

w(e)

L
n

e1

(a) .

(b) , .

. 4.11: .
4.11(b) , , , . e = 0,
e > e, , -,
w = H , e = 0 w , , -,
( w = H ), e = 0 w = L . (e) = 1 e > e
L 6 H c(e, H ), w ,
.
,
. , 4.11(a). , e (e1 , e].
e? , ,
(e) , (
e) = p. , ,
, e.
L . H e
w . , e (e1 , e] (e) = 1.
, 4.11(a), , (1987):
4.13 G , A R. A A a R,
R - (|). E = (m (), a (), (|, ))
G. t T , m M . , m E t,
a A
uS (t, m (t), a (m (t))) > uS (t, m, a).

(4.39)

4.2.

211

MEt t, E. , E = (m (), a (), (|, ))


, (t|m) = 0 t, m, ,
1. m 6 MEt ,
2. t , , m MEt .
. , w e . e1 ,
e ,

w c(e , L ) = H c(e1 , L ) w c(e , H ) = H c(


e, H ), 4.11(a).
e (e1 , e). , e . (e ) = 1
e H
w e .
; - H e , w e . ,
e , :
L . ,
, H . , . -
, , H . , e
(e ) = 1. (e ) = 1, w(e ) = H . H
e ; , e .
, (
). ,
. ,
(1) , (2). ,
(h),
(l). , ;
(
).
, , ,
, (H), (L). , ,
, , . ,
1 , .
, 1 , ( ).
, , 2. , p = 41 . 4.12.
, m(1) = H m(2) = H.
H = 41 a(H) = l. L
L ( , ,
L). a(L) = l L [ 21 , 1) a(L) = h
L ( 21 , 1]. L = 12 L
( h - q (0, 1)).

212

4.
1 -
0, 1
2, 0
1, 0

H
p=

1
4

1p=

3
4

3, 1

1, 1
3, 0
0, 0
2, 1

L
H
2 -

. 4.12: .
a(H) = l , 2,
a(L). 1, m(1) = H a(L) = h
12 . , m(1) = H, m(2) = H,
H = 14 a(H) = l L = 21 a(L) = h 12 ,
L ( 21 , 1] a(L) = h.
, m(1) = L m(2) = L. L = 41 a(L)) = l. H
H. a(H) = l H [0, 21 ) a(H) = h H ( 21 , 1].
H = 12 H .
m(1) = L a(H), m(2) = L a(H) = h 21
.
,
58 :
1. m (1) = H, m (2) = H, a (H) = l, a (L) = h, H = 14 , L [0, 12 ],
2. m (1) = L, m (2) = L, a (H) = h, a (L) = l, H [ 12 , 1], L = 14 .
.
. , , .
, ,
,
, ( H 21 ).
. , , , . , 1 (
) H () L (
), H
(2 0), , (3). 58

, . ,
. , .

4.2.

213

, H > 0,
.

4.2.5

. , ,
.
, . ,
, , ; ,
. , ,
, . ? ( , )
, ( ,
), , ( ),
, (, ,
). :
4.14 ,
1. S : M = T .
2. ( ): uS (t, m, a) =
uS (t, a), uR (t, m, a) = uR (t, a).
, ,
:
4.5 G .
,
(t|m) = P (t),
(4.40)
P (t) , S t,
X
P (t)uR (t, a),
a(m) = argmaxa

(4.41)

m(t) = m

(4.42)

- m
M.
, . a
, m = m,
,
. m, m a(m) = a(m ), , uS (t, m , a(m )) =
uS (t, m, a(m)), .
, R m. m
:
m 6= m,
R , S
. , S
R, P ().
,
. :

214

4.

t1
a1 1,1
a2 0,0

S
t2
0,0
1,1

, , 1.
; S,
R.
S , S,
. P (t1 ) (0, 1). , m(t1 ) = t1 ,
m(t2 ) = t2 , a(m1 ) = a1 , a(m2 ) = a2 .59
, S , , R . :

a1
a2
a3

S
t1
t2
0,1 0,0
1,0 1,2
0,0 0,0

t3
0,0
1,0
2,1

S, R.
. ,
S : m(t1 ) = t1 , m(t2 ) = t2 , m(t3 ) = t3 . R
: a(t1 ) = a1 , a(t2 ) = a2 , a(t3 ) = a3 .
uS (t1 , a(t1 )) < uS (t1 , a(t2 )), R , S
, S t1 , S , t2 .
, . m(t1 ) = t2 , m(t2 ) = t2 , m(t3 ) = t3 . R
S a(t3 ) = a3 a(t2 ) = a2 . S, ,
a(t3 ) = a3 a(t2 ) = a2 a(t1 ). ,
, - a(t1 ) 1 = (p1 , p2 , p3 ),
. , R a(t1 ) = a2 , ,
2p2 max{p1 , p3 } R a1 a3 .

4.3
4.3.1

213214 .
, R
S. R
t1 t2 . , ?
: ,
. ,
( S t3 ,
59

, m(t2 ) = t1 , m(t1 ) = t2 .
: , S
t1 t2 .

4.3.

215

a = a3 , t1 t2 ). ,
, , S (
, , 13):

a1
a2
a3

S
t1
t2
0,0 0,1
0,1 1,0
1,0 0,0

t3
1,0
0,0
0,1

, (1982). t
, [0, 1]. S, R. a [0, 1] ,
R. t a :
uS (t, a) = (a (t + b))2
uR (t, a) = (a t)2 .

(4.43)

, a, , S.
b, .
, .
, S ,
, .
, t
. R , a ,
. ,
. , ,
.
, , .
,
b . ,
b > 0 . ,
,
(a = t), , m = t + b.
, ,
a = t b.
. 0 = x0 < x1 < x2 < . . . < xn = 1.
, S : t [xi1 , xi ) - 1 i < n,
m(t) S ,
Xi = [xi1 , xi ). t [xn1 , xn ], m(t) Xn = [xn1 , xn ].
xi m(t), t Xi :
xi =

xi1 + xi
.
2

(4.44)

R ? R m [0, 1]: m Xi ,

216

4.

S ( R) , Xi .
R
Z
1
max E(uR (t, a(m))|t Xi ) =
(a(m) t)2 dt,
(4.45)
a(m)
xi xi1 tXi

1
a(m) =
xi xi1

(4.46)

tdt = xi
tXi

t Xi .
, t = xi
(4.47)

us (t, xi ) = us (t, xi+1 ).

, us Xi . , (4.47) ,
, uS (xi , xi ) > uS (xi , xi+1 ). , uS , > 0, ,
uS (xi + , xi ) > uS (xi + , xi+1 ). , S, t = xi + ,
` , R a = xi , ,
R a = xi+1 . S m [xi , xi+1 ),
m [xi1 , xi ). .
(4.47)
xi + b

xi1 + xi
xi + xi+1
=
xi b,
2
2

(4.48)


(4.49)

xi+1 xi = xi xi1 + 4b.

, Xi+1 4b ( 4.13).
, , x1 , . . . , xn+1 , , xn = 1,
(4.49) i = 1, . . . , n 1.
xi1 xi b xi

xi

xi+1 b xi+1

xi+1 t

uS (t, xi )
uS (t, xi+1 )

. 4.13: xi xi+1 .
x0 = 0, (x2 x1 ) = x1 + 4b, (x3 x2 ) = x1 + 8b, ,
(1 xn1 ) = x1 + 4(n 1)b. ,
1=

n
X
i=1

(xi xi1 ) = nx1 + 2n(n 1)b.

(4.50)

c , x1 (0, 1)
n 2, (4.50) b > 0.

4.3.

217

,
b, . n,
. , a t, S. ,
Z 1
n
1X
Ir (n) =
|a(m(t)) t|dt =
(x1 + 4(i 1)b)2 .
(4.51)
4 i=1
t=0

, n = 1, ,
a(m(t)) = 12 t, , , Ir (1) = 14 . n = 2 (4.50)
x1 = 14b
. b < 41 ,
2
, .
Ir (2) = 41 (x21 + (1 x1 )2 ) = 81 + 2b2 < 14 . ,
n t,
R Ir . n
b. , (4.50) x1 > 0 , 2n(n 1)b < 1. n = 3
1
1
b < 12
, n = 4 b < 24
, .
n, :
r
1 1
2
n +
1+ .
(4.52)
2 2
b

b 0 .
b? , t a [0, 1], uR (t, a ) uR (t, a(m(t)))
uS (t, a ) uS (t, a(m(t))), . ,
t a(m(t)) [t, t + b].
b: , xi1 = a(xi ) < xi < xi + b.
, .

4.3.2

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

218

4.

, . ,
: ( ), ( ), ( ), .
, : (, , ) ,
. , .
.
,
. .
, ,
?
, (2011) ,
. , .
,
, , ,
( , , , ). , ,
?
,
. ,
: , X, ,
. ,
.
, .
( ),
( ). t = 1
, y1I R .
t = 2 : , ,
. t = 3 : y2I ,
, y2C , . .
.
u = (y1I vm )2 (y2 vm )2 ,

(4.53)

UI = (y1I aI )2 (y2 aI )2 + bI,

(4.54)

UC = (y2 aC )2 + b(1 I),

(4.55)

y2 = y2I , , y2 = y2C , , vm = 0
.

I 1, , 0,
. aI .
, - ,
; b > 0 .
,

4.3.

219

aC . ,
( ).
. , aI , aC vm = 0 p
ve > 0 1 p. :
( ) ,
. , aI aC .
t = 3. ,
y2I = aI y2C = aC :
, .
(y1I ) , aI = vm , ,
y1I .
y2 ,
uI = (y1I vm )2 (y1I )(vm vm )2 (1 (y1I ))(ve vm )2

(4.56)

,
uC = (y1I vm )2 p(vm vm )2 (1 p)(ve vm )2

(4.57)

. , ,
(y1I ) p.

. y1m
, y1e

( t = 1),

(vm ve ). (y1m
) = 1, (y1e
) = 0.

. I = 1 y1 = y1m
I = 0 y1 = y1e
.
, aI =
ve , ,
: y1I = ve .

, y1m
< y1e
= ve . :


1, y1 y1m
(y1I ) =
(4.58)

0, y1 > y1m

, y1m

= ve .
< y1e
y1m
aI = ve

= pve2 ,
UIe

(4.59)

ve , .
, , aI = ve , y1I = ve ,
, , , :

max ((y1I ve )2 (ve ve )2 + b).


UIe
(4.60)
y1I y1m

220

4.

UI y1I y1I < aI , (4.60)


p

y1m
ve b + pve2 .

(4.61)

. b > (1 p)ve2
, , ,
vm = 0. ,
,
, ,
aI = ve . b > (1 p)ve2 ? -, b , aI = vm ,
, . -, p ,
, . , -, .

. , ,
, .

. y1I
, aI = vm = 0 y1I = 0,
. :

(y1I
vm )2 (vm vm )2 + b (vm vm )2 p(vm vm )2 (1 p)(vm ve )2

(4.62)

, vm = 0,
2
y1m
+ b (1 p)ve2 ,

, y1m
< 0,

y1m
>

b + (1 p)ve2 .

b (1 p)ve2 ve

pve2 + b

(4.63)
(4.64)
(4.65)

. , (4.58) y1m
< 0 2
b > (1p)ve . ,
, , ,
.60

4.3.3

- , . 106109. , ,
60

, (2011).
-. , y1 ,
t = 1. z = y1 +e,
e ,
f () (, ). , y1m y1e ,
1)
, y1 : (z1 ) = f (zyf 1(zy
)+f (zy2 ) .
,
.
, (4.61).

4.3.

221

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

.
,
? . ,
. ,
, :
,
- , . ,
, . (1986) (1985).
- , ,
(2006, . 511514).
. t = 1, 2 te ;
t . t

yt = y + b(t te ).
(4.66)
: . t
upt = (te t )2 .
(4.67)

, (
). .
,


a
a
2
2
ub = y1 y (1 o ) + y2 y (2 o ) ,
(4.68)
2
2
o = 0 61 , < 1 . ,
,
. a > 0 ,
( ) .
, 1 = 2 = 0 ,
. p , .
61

(2.76), . 106109.
( ,
). , ,
. ,
, 1%
,
1% .

222

4.

,
. , -.
t = 2. (4.66) (4.68),


a 2
a 2
e
e
(4.69)
ub = b(1 1 ) 1 + b(2 2 ) 2 .
2
2

(4.69) 2 , ,
-:
b
(4.70)
2 = .
a
2e .
, t =
1. t = 2
E(up2 ) = (1

)2e 2

2e

2

(4.71)

, E(up2 ),
b
2e () = .
a

(4.72)

. , 1 6= 0, = 0 (
). , - ,
1
/ {0, ab }, , 1 = ab . , 1 : 0 ab . -
, 1 = 0 q.

qp
=
,
(4.73)
1 p + qp
qp , , 1 p
, .
, t = 1 1 = 0.


 2 !

b
a
b
b

W0 (q) = b1e + b
a
a
2 a


b2 1
qp
=

b1e .
(4.74)
a 2 1 p + qp
t = 1 1 = ab ,
W1 =

b
1e
a

 2 !
 2
b
1 b2
a b
=

(1 ) b1e .
a
2 a
2a

(4.75)

, W0 (q) q, W1 q. ,
:

4.3.

223

1. , q = 0, - 1 =
0. , q -
t = 1. W0 (q) q,
W0 (1) W1

1 1
.
21p

(4.76)

2. , q = 1, 1 = ab .
W0 (0) W1 ,
1
.
(4.77)
2
3. , q (0, 1), .
q
W0 (q) = W1 (q),

q=

1p
(2 1).
p

(4.78)

(4.79)

,
1
1 1
<<
.
2
21p

(4.80)

, , (
), . ,
: ,
.
, . (1993) ,
. ,
,
, . , (
, , ),
(, , ) .

4.3.4

62 ;
, , . . , , ,
. ,
62

(1992). , .

224

4.

. , :
. - ?
. ; . , (,
) , (,
). , u,
. , [0, 1].
, v ; ,
v [0, 1].
, 2 , 1 . 1
(), 2 ().
, ; ,
, 1 , , .
, .
.
, :
(), ().
, 1 . ,
,
( ) 2 ( ,
).
p(u) ,
, u.
q(v) , 2 , ,
( v).
. p , q ,
, pq
; p(1 q) ;
(1p) . 1p+p(1q)+2pq = 1+pq v < u (1p)+p(1q)2pq = 2p13pq
u < v. ,
U1 =

(1 + p(u)q(v))dv +
0

(2p(u) 1 3p(u)q(v))dv.

(4.81)


S1 (u) = 2(1 u) +
T1 (u) = 2u 1,

q(v)dv 3

q(v)dv,

(4.82)

(4.83)


U1 = p(u)S1 (u) + T1 (u).

(4.84)

:
U2 =

1
v

(1 + p(u)q(v))du

(2p(u) 1 3p(u)q(v))du.

(4.85)

4.3.

225

p(u)du
p(u)du
0
v
Z 1
p(u)du,
T2 (v) = 2v 1

S2 (v) = 3

(4.86)
(4.87)

U2 = q(v)S2 (v) + T2 (v).

(4.88)

U1 U2 p(u) q(v), ,
p(u) = 1 S1 (u) > 0, p(u) = 0 S1 (u) < 0, q(v) = 1 S2 (v) > 0, q(v) = 0
S2 (v) < 0.
, S2 (v) . (4.86) ,

S2 (v) = 4p(v) 0, S2 (0) 0 S2 (1) 0. S2 ,


, , q(v) = 0 v < , q(v) = 1 v > , S2 (v) = 0 v [, ].
, S2 (v) = 0, p(v) = 0, v [, ],
p(u) > 0 u
/ [, ]. , p(u) u < . , S1 (u) = 2 + 4q(u).
q(u) = 0 u < , S1 (u) [0, ].
, p(u) > 0 , , S1 (u) 0.
, S1 (u) > 0 p(u) = 1 u < .
, u > q(u) = 1, , , S1 (u) . p(u) > 0 u > , S1 (u) > 0 p(u) = 1.
, , :

0, u [, ]
p(u) =
(4.89)
1, u [0, ) (, 1].
1
7
S1 () = S1 () = S2 () = S2 (), = 10
= 10
. ,
.
.
; ,

0, v
q(v) =
(4.90)
1, v > .

, = 52 .
. . ,
. ,
,
, ,
. ,
, .
! , ,
.

4.3.5

, .
, , . , , .

226

4.

, ,
.
: . ? ,
, , , ?
,
, , : , , , .
: () , , , ,
? , ,
, .
. , ,
. , , , ,
, .
, , , .
,
. , ,
.
, 63 , .
t = 1 , ,
. t = 2 ,
(e = H), (e = L), (e = N).
, , ,
e. F (|H) F (|L)
. , [0, 1], f (|H) f (|L).
; ,
F (|H) F (|L) [0, 1].64
,
.
, , . wH () wL ()
( ), , e = H
e = L.
. v(w) w v(w) c
w . , v > 0 v < 0. ,

R
R v(wH ())f (|H)d c, e = H
v(wL ())f (|L)d,
e=L
u2 =
(4.91)

u,
e = N,
63

64

, (1995, 14.B).
.

4.3.

227

u , .
R
R ( wH ())f (|H)d, e = H
( wL ())f (|L)d, e = L
u1 =
(4.92)

0,
e = N.

, e = L. wL ()
wH (),
Z
( wL ())f (|L)d
(4.93)

v(wH ())f (|H)d c


Z

v(wL ())f (|L)d

v(wL ())f (|L)d u.

(4.94)
(4.95)

( ),
, : wL = u wH u + c.
, , e = H,
wH = u + c wL u. ,
:
1. u.
2. -, u1 + u2 e {L, H}, wL ()
wH ().
, , , , .
. , , , , . ,
, ,
, . ( ),
. , ,
w().
R
R v(w())f (|H)d c, e = H
v(w())f (|L)d,
e=L
u2 =
(4.96)

u,
e = N,

u , .
R
R ( w())f (|H)d, e = H
( w())f (|L)d, e = L
u1 =
(4.97)

0,
e = N.

, , e = L. ,

228

4.

: w = v 1 (
u).
e = L.
, e = H?
w() , :
Z
Z
v(w())f (|H)d c
v(w())f (|L)d,
(4.98)
Z
v(w())f (|H)d c u.
(4.99)
:
e = H e = L.
: , u. ,
:
Z
max ( w())f (|H)d
(4.100)
w()

(4.98) (4.99), [0, 1]. :


Z

Z
Z
L = ( w())f (|H)d +
v(w())f (|H)d c v(w())f (|L)d +
Z

+
v(w())f (|H)d c u .
(4.101)

L
=0
w()

(4.102)

[0, 1]. , ,
e = H,

f (|H) + v (w())(f (|H) f (|L)) + v (w())f (|H) = 0,

(4.103)



1
f (|L)
,
=+ 1
v (w())
f (|H)

(4.104)

- 0, 0.
, > 0, > 0. F (|H) F (|L)
[0, 1], F (0|H) = F (0|L) = 0 F (1|H) = F (1|L) = 1, - (0, 1)
f (|L) > f (|H). = 0, , , 0,
v (w()) 0 , , v > 0.
= 0, w .
e = L.
, (4.98) (4.99) . , > 0
1
> 0, . w v (w)
= , , f (|H) = f (|L). , w() < w f (|H) < f (|L)
w() > w,
f (|H) > f (|L). , ,
, .

4.3.

229

f ()

F ()

3
2

1
1
2

f (|L)
f (|L)
f (|H)
f (|H)
1
3

2
3

(a) .

2
3

1
3

(b) .

w()

1
3

2
3

(c) .

. 4.14:
.

(|H)

ff (|L)
.
,
. , 4.14(a)-4.14(c).
0 13 , 13
2
, 32 1 . ,
3
13 32 ,
0 31 . (4.104),
w() ff (|H)
.
(|L)
(. , 1981) , F (|H) F (|L).
: ,
,
, u
e = L e = H. ,
, .
, , ,
u (, , e = L)?

230

4.

.
. 0 1,

f (|L) = 1

f (|H) =

1
2
3
2

, [0, 12 )
, [ 12 , 1]

(4.105)

, , v(w) = w.
c .

Z
1
RL =
f (|L)d =
2
Z
5
RH =
f (|H)d = .
(4.106)
8

, e =
L, w.
v(w)
= u, w = u2 .

uL = RL w =

1
u2 ,
2

(4.107)

u 12 .
,
e = H. (4.104), w1 ,
[0, 21 ), w2 > w1 [ 12 , 1]. (4.98) (4.99)
, w1 w2 .
Z
3
1
(4.108)
v(w())f (|H)d =
w1 +
w2
4
4

Z
1
1
v(w())f (|L)d =
w1 +
w2 .
(4.109)
2
2
(4.98) (4.99), ,
w1 = (
u 2c)2 ,
w2 = (
u + 2c)2 .

(4.110)


3
5
1
uc.
uH = RH w1 w2 = u2 4c2 2
4
4
8
, , c u:

(4.111)

1
8

1.

4c2 + 2
uc, 58 u2 4c2 2
uc u2 : e = H, w1 [0, 21 )
w2 [ 12 , 1].

2.

1
8

4c2 + 2
uc, u

1 :
2

e = L, w .

3. : . , , , , u.

4.3.

231

.
4.1 .
. (1975), (1978).
G , < 0 = mini |S1i | . i
i, ,
, .
4.15 G , < 0 . G = hI, , ui,
G . - .
:
4.16 k 0 , k < 0 . ,
, - k .
, ,
.
4.17 - ,
, i, si Si , si Si ,

ui (si , i
) < ui (si , i
),
i (si ) .
,
, ,
( - 4.15), ,
.
-:
4.18 , k 0, k < 0 ,
k - :
= lim k
k

, , .
.
4.2 4.6, 4.16, 4.18 .
4.2.
, 4.16 4.18, 4.18 4.6, ,
, 4.6 4.16.

232

4.

1. 4.16 4.18. - . ,
-. 4.17 , . -

i- si si , ui (si , i
) < ui (si , i
). si
i (si ), , .

si 6= si , si 6= si ,
i (si ),
,
si = si ,

i (si ) =

i (si ) + i (si ) , si = si .
,
i i .

ui (si , i
) < ui (si , i
) i (si ) > ,

(4.112)

(i (si ) )ui (si , i


) < (i (si ) )ui (si , i
),

(4.113)

i (si )ui (si , i


) + ui (si , i
) < ui (si , i
) + i (si )ui (si , i
),

(4.114)

ui ( ) < ui (
i , i
).

, i i

i
. , - - . ,
.
2. 4.18 4.6. k 0 k k - , 4.18. , ,
i- : , ik (si ) > d k k0 -
d > 0, k ( Si ), , ik (si ) 0
k ( Si ). , i


PSi . Si
i (si ) = 1.
i- ,
si Si

i- si Si
k
i
k k0 . ,
k
k

i i , ui (
i , i
) > ui (si , i
).
i- si Si , :
k
k
ui (
si , i
) > ui (si , i
).

, 4.18, ik (si ) < k ,


ik (si ) > d. .
Si k
i
k > k0 , i
.
3. 4.6 4.16. k
, 4.6, . i- . si Si (si ) > 0

4.3.

233

si Si . , Si . si Si
k (si ) :

1/k,
si Si ,

k (si ) =
(4.115)
k (si ), si Si .

k = max k (si )

(4.116)

i,si Si

i ik ,

)
max ui (i , i

(4.117)

i i

c > 0, :

ui (si , i
)=c
(4.118)
si Si

si Si .

ui (si , i
)c

(4.119)

( k):
P

k (si )

si S
i

k
(si )
, si Si ,
(si ) =
(4.120)
|Si |

k (si ),
si Si .

, k = max k (si ) 0
k k k 0.

i,si Si

Q.E.D.
, . , . ,
4.16:
4.3 G . k 0,
k < 0 (4.16).
4.3.
G G . , i ;
.
(
). ,
,
. k ,
. 4.16. Q.E.D.
4.2, 4.1.

234

4.4

4.

1.
( 4.2). ?
2. ,
.
3. G , . , G ?
4. G , . ,
?
5. 4.15. . . .
1, 0, 0
Q
1
L
u
3,3,5

R
u

0,0,0
d

d
3
l
-1,0,0

r
3,5,3

0,0,2

r
0,0,0

. 4.15: .

6. :

U
M
D

2
L
C
2,3 1,1
0,0 4,2
1,1 2,1

R
1,2
1,1
1,1

7. 199202, q1 (0, 1)? C q1 = 0?


8.
214214:

4.4.

235

a1
a2
a3

S
t1
t2
0, 1 0, 0
1, 0 1, 2
0, 0 0, 0

t3
0, 0
0, 0
2, 1

: S. S .
9. ( , 2006). . , :
( = g) ( = b). (0, 1) , .
1 . 0.
n . i si {b, g}. , , P (si = g| = g) = 1 P (si = b| = b) = q [0, 1].
q , , . , .
1 . si .
; i, si = b,
ti [0, ) ,
. ti i.
2 i, si = b, ,
, . I , b, I I ,
b . si =
b, i ti / ,
. > 0 ,
a/|I|
.
, ,
.
3 , , , ,P
.
P
r iI ti , iI ti , . : ,
, .
10. . 225-230.
(a) ,
e = H. , , u + c
, e = H ,
.
(b) : v(w) = w. ?
-?
11. . 204-208. , , .
, H e, y(e, H ) = H +eH ,

236

4.
L < H y(e, L ) = L + eL , H > L > 0. cH e2 , cL e2 ,
cL > cH > 0.
(a) (eL , eH , (e), w(e)) . eL ? eH .
(e)?
(b) e, .

12. . 204-208. ,
, (1987).
13. , 215
.
14. t a :

S
t1
t2
a1 x,1 y,0
a2 z,0 w,1

x, y, w, z ?
.
15. (, , , 1982) , ,
. :

2, 2

3, 0

0, 3
1, 1

2, 2

x, 0

0, x
1, 1

x > 2. :
(a) .
(b) t = 1 . t = 2
t = 1.
. p 1 p ( ).
.

4.4.

237

16. ( 1992, . 250) .


s, 1 s. . ,
p. ps ,
p(1 s) . ,
, ,
, [0, 1]. .
17. . 217-220.
?
18. (, 1987). ,
. ,
d . ; , [0, 1].
c < 12 0 . .
1 ( ) ( )
s.
2 , . s
s .

3 , , ,
. , d c
d . ,
.
, :

(a) . , ,
d > d , d .
d ?
(b) . s ,
p.
p s? ,
s < 2c? s > 2c?
(c) c <

1
3

1
3

< c < 21 .

19. . 215217, R S
. a = t + b.
R ? ,
uR = |a t|?
20. ( , 2007, . 249) :
. t = 1, 2 ,
(R), (C). (R),
: r ( ), a ( ).
, .
1, , -1, , 0, .

238

4.
, : (M )
(H). 0 , ,
-2 , -3 .
0, -3 -2. p0
, .
(a) p1 t = 2 ,
M . t = 2
p1 ?
(b) p0 :
,
,
.
(c) p0 :
, , ,
.
?
(d) p0 : , ,
, .
?

21. 4.16.
1, 1

1, 0

2, 1

0, 0
1, 1

t1

0, 1

0, 0

1, 1

1, 0

0, 0

t2

t3

0, 0

2, 1
d

. 4.16: .
1 . .
22. (, 2009). , ,
. ait , i = 1, 2 t = 1, 2. ,

4.4.
i t pit =
i
ui = Vi (pi1 + pi2 ) ai1 ai2 ,

239
ait
.
a1t +a2t

V1 = 1. V2 = 1 p V2 = R > 1 1 p.
(a) ,
R
(a11 , a12 (), a121 , a122 , aR
21 , a22 , ()), a12 () , 1
t = 2 , 2 t = 1,
av2t , 2 t
v {1, R}, () 1 , V2 = 1,
, 2 t = 1.
(b) 1

0, a21 a

(a21 ) =
1, a21 < a

R = 4. p, .

240

4.


[1] Daron Acemoglu, Georgy Egorov, and Konstantin Sonin. 2011. A Political Theory of Populism.
MIT Department of Economics Working Paper.
[2] Alesina, Alberto, and Lawrence Summers. 1993. Central Bank Independence and Macroeconomic
Performance. Journal of Money, Credit, and Banking 20: 6382
[3] Backus, David, and John Drill. 1985. Ination and Reputation. American Economic Review
75: 530538
[4] Barro, Robert. 1973. The control of politicians: An economic model. Public Choice 14(1): 1942
[5] Barro, Robert. 1986. Reputation in a Monetary Policy with Incomplete Information. Journal of
Monetary Economics 17: 320
[6] Besley, Timothy, and Andrea Prat. 2006. Handcus for the grabbing hand? Media capture and
government accountability. American Economic Review 96(3): 720736
[7] Besley, Timothy, and Michael Smart. 2007. Fiscal restraints and voter welfare. Journal of Public
Economics 91 (3-4): 755773
[8] Binmore, Kenneth. Fun and Games: A Text of Game Theory. D.C. Hearth. 1992.
[9] In-Koo Cho and David M. Kreps. 1987. Signaling Games and Stable Equilibria. Quarterly
Journal of Economics 102(2): 179221
[10] Christopher Cotton and Chang Liu. 2011. 100 Horsemen and the empty city: A game theoretic
examination of deception in Chinese military legend. Journal of Peace Research 48 (2): 217223
[11] Vincent P. Crawford and Joel Sobel. 1982> Strategic Information Transmission. Econometrica
50(6): 14311451
[12] Ferejohn, J. 1986. Incumbent performance and electoral control. Public Choice 50(1-3): 225
[13] Drew Fudenberg and Jean Tirole. 1991. Perfect Bayesian and Sequential Equilibrium. Journal
of Economic Theory 53: 236250
[14] R.Gibbons. Game Theory for Applied Economists. Princeton University Press. 1992
[15] David Kreps, Paul Milgrom, John Roberts, and Robert Wilson. 1982. Rational cooperation in
the nitely repeated prisoners dilemma. Journal of Economic Theory 27(2): 245252
[16] David Kreps and Robert Wilson. 1982. Sequential Equilibria. Econometrica 50(4): 863894
[17] MasCollel,A., M. Whinston, and J. Green. (1995) Microeconomics Theory Oxford University
Press
241

242

[18] McCarthy, N., and A. Meirowitz. 2007. Political Game Theory: An Introduction. Cambridge
University Press.
[19] Paul R. Milgrom. 1981. Good News and Bad News: Representation Theorems and Applications
The Bell Journal of Economics 12(2): 380391
[20] Munster, Johannes. 2009. Repeated Contests with Asymmetric Information. Journal of Public
Economic Theory 11(1): 89118
[21] Roger Myerson. 1978. Renements of the Nash equilibrium concept. International Journal of
Game Theory 7: 7380
[22] Barry Nalebu. 1987. Credible Pretrial Negotiations. Rand Journal of Economics 18: 198210
[23] Romed, David. Advanced Macroeconomics, 3rd edition. McGraw-Hill, 2006
[24] Reinhard Selten. 1975. Reexamination of the perfectness concept for equilibrium points in
extensive games. International Journal of Game Theory 4(1): 25-55
[25] Spence, Michael. 1973. Job Market Signaling. Quarterly Journal of Economics 87(3): 355374
[26] . . . 1, 2. - .:
- , 2004.

-
Information aggregation
Antagonistic game, zero-sum game
A priori probability, Ex ante probability
Asymmetric information
Auction
English auction, open ascending price auction
Second-price auction, second-price sealed-bid auction
Dutch auction, open descending price auction
First-price auction, rst-price sealed-bid auction
First price all-pay auction
Auction with a reserve price
Bayes rule, Bayes formula
Bayesian equilibrium, Bayesian Nash equilibrium
Rent seeking
Budget constraint
Belief
-- Vickrey-Groves-Clarke mechanism
() War of attrition
Second-best solution, second-best outcome
Convex set
- Gibbard-Satterthwaite theorem
Horizontal competition
-, Citizen-candidate model
Game tree
Mechanism design
() Dictator game
Prisoners dilemma
Discount rate, rate of time preference
.

243

244

Trust
Dominance
, Bertrand duopoly, Bertrand competition
, Cournot duopoly, Cournot competition
, Stackelberg duopoly, Stackelberg
competition
Path dependence
.
Kakutani theorem
Quazilinear function
Quaziconcave function
Continuum
Solution concept
Coordination game
Dominance criterion
Game
Normal form game
Extensive form game
Dynamic game
Continuous game
Repeated game
Game with observable actions
Incomplete information game
.
Game of complete information
Perfect information game
Game of perfect recall
Communication game
Static game
Intuitive criterion
() Inspection game
Information set

245

() Chicken game
. ,
Maximum likelihood method, maximum likelihood
estimation
Mechanism
Minimax payo
Strategy set
.
May theorem
Folk theorem
Sunk cost
Incomplete information
() Normal form (of a game)
Social norms, norms of behavior
Implementation
- Nash implementation
Dominant strategy implementation
Backward induction
Common knowledge
Public good
() Single-crossing property
-- () Tit-for-tat strategy
() Seltens horse
Plurality rule
Paradox of voting
Condorcet Paradox
- Pareto dominance
First-best solution, rst-best outcome
Subgame
Sequential bargaining

246

.
Majority rule
Revelation principle
One-shot deviation principle
Nature, chance moves
Discounted payo
Strategy prole
Direct mechanism
Equilibrium, Nash equilibrium
Dominant-strategy equilibrium
Quantal response equilibrium
Correlated equilibrium
Local Nash equilibrium
Separating equilibrium
( ) Sequential equilibrium
Strong Nash equilibrium
Pooling equilibrium
( ) Perfect equilibrium, trembling-hand
perfect equilibrium
Perfect Bayesian equilibrium
() Extensive form (of a game)
Rational expectations
.
Moral hazard
Self-fullling expectations
Supermajority
Sequential rationality
() Burning money game
Signaling
Signaling game
Simplex
Beliefs of players, system of beliefs


Mixed extension of a game
Subgame perfection
Subgame perfect equlibrium
Consistent system of beliefs
() Centipede game
Social capital
Stirling formula
Stochastic dominance
Strategy
Hybrid strategy
Dominated strategy
( ) Dominating (another) strategy
( ) Dominant strategy
Markovian strategy
Behavioral strategy
Mixed strategy
Stationary strategy
Pure strategy
Strategic equivalence
Revenue equivalence theorem
Transitivity

Nash bargaining problem


Grim trigger strategy
() Ultimatum game
Incentive compatibility constraint
Participation constraint, individual rationality constraint
Focal point
.
Quantal response function
Likelihood function
Social choice function

247

248
Social welfare function
Utility function, payo function
Best response function
Private information
Stage game
Equivalent strategies
Arrow theorem, Arrow impossibility theorem


, 147150
, , 110
, 3940
, 147
, , 89
, 133
, 115
, 166
, 164
, 142143
, 165
, 168
3G, 176
177
, 166169
, 169
, 165, 169171, 183
, 174
, 175176, 183
, 172
174
, 168
, 168
, 184
, 169
, 13, 165, 171172
, 164
, 132
, 192
, 133
, 169172, 174
, 133135
, 142143
, 147
150
, 145
147
, 132
-

, 138140
, 135
138
,
140141
, 156
, 2425
(), 16
, 4446, 9395

, 167
--, 163
, 131
, 32
, 71
, 11
(), 8993
, 68, 115
(), 79
( ), 161
, 12
, 102
, 103
, 9899
, 236
, 110

, 189190
, 67
, 7379
, 116
, 101
, .

, 210
, 209
, 1112
, 14

249

250
, 1617
, 12
, 31
, 57

, 2728
, 133135
, 2022
, 85
, 99
, 162, 177179
, , 177
, 150
, 178
, 156
, 161
, 158
, 158
, .
, 153
, 151
, 43
, 20
, 19
, 11
- , 161162
, 202
, 145147

, 14
, 135138
, 28

, 4647
, 9596
,
.
-, , 56
, , 133, 139
, .

, . , 196197
, 197
, 213214
, 214217
, 213


() , 213
, 8081
, 67, 6971, 115
(), 26
, 3334
( ),
210211
, 49
-- (), 1011
, 23
, 179
, 24
, 225230
, 1819
, 18, 24
, 84
, 3435
, 138140
( ) , 195
, 118
, 33
- ()
, 106109
(
), 208210
- , . -
, 163
, 42

, 150
, 38
, 79
, 77
, 78
, 152
, 151

, 44, 9395
, 174
, 9697
(), 2324
, 45
(), 190191
, , 17


, , 152
, 101, 111
, , 158
, 2627

-, 156
-- , 162164
-,
158
-,
158
, 155
, 157
, 157
, 160162
, 152153
, 183
, 102
, 155
, .
, 10
, 158
, .

, 105
106
( ), 102

, 4142
, 4243
, 4344
, 44
, , 33


, 36
, 2223
, 197
, 20
, 28
, 2627
,
29
,

251
22
, 54
, 33, 4951
2M, 4041
, .
, 17
, 2324
, 24
, 18
, 2425
, 4446
, 46
47
, 2022

, 47

, 4749
, 25
, 4243
, 156
, 1011
, 2931
, 73
, 131, 141

-- , 162164
, 29
,
140141
, 151152
, 112, 120
, , 205
(), 102, 110
, .
, 56
, 115
, 135
-, 12
-, 13
, , 31
, 169
(), 199202
, 82, 116
, , 223225

, 47

252
, 47
, 217220
, 49

, ,
111113
, , 118
, , 114115

, .
, .
, 8081
, 98
, 100110
, 98100
, 183
, 112
, 157
, 68
( ) , 101
, .
( ),
108

, 153154
, 150151
, 151
152
, 12
, 22
, 160162
( ), 160
, 201
, 213
, 219
220
, 206
, 6768
, 115
, .

, 15


, 145147
, 8993
(), .
, , 89
, , 111
, 25
,
193
, 191194
(
) , 196
, 197
, 193
, 193
, 196
, 189
, 204213
, . , 197198
, 198
, 54
, 32
, 191
, 196
, 193
, 192
, 145147
, 31
, 81
, 3739
, 3233
, 7980
, 193
, 32
, 200
, 213
, 207
, 31
( ),
159160
(), 7778
, 153154
, 77
, 111
( ) , 194
, 196


, 195
, 195
, 197, .

, 197
, 210
, 209
, 197
, 199202
, 202
204
-, 214217
, 217
220
, 204208
, 198
, 111
, 8285
, 190191
, 197
, 105
106
, 99100
, 9395
, 8993
, 223225
, 85
,
9697
, 147
, , 204
, .
, 204213
, 210211
, 208210

, 131133
, 910
, 136
, 165
, 28
, 11, . ,

, 96
(), 118
, 99

253
, 7374
, , 18
, 142
, 72, 73
, 115
, 102105
(), 7879
, 78

, 168

, 168
, 228
,
101
, .
- (), 8182
(), 3637
, 42
-- , 162164
(), 184
(), 202204
, 15
, 169
, 19
, .

, , 40

, 115
, 132
, 156
C , 226