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

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

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

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131
131
132
140

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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 . . . . . . .

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3.2

3.3

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

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150
155
155
156
160
164
172
179

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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.


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[35] , . III. 2007
[36] . , . . 1970
[37] ., . , , 1971

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[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, .
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, . , ,
, .
.
- .
. :

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.


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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) ,
. ,
?

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


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[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


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