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330.101.52(076.

1)
65.012.1
92

:
-
- ..

.., 2007
.., 2007
.., 2007
.

ISBN 978-5-7598-0336-2

, 2007

1.

(.. , .. ) ............. 8
...................................................................... 10
1.
................................................................................ 12
.................................................... 12
..................................................................................................... 22
1.1. ..................................................... 22
1.2.
....................................................
1.3. .
......................................
1.4. ,
. .....................................
1.5. ......................................

26
32
35
39

2.
...................... 42
.................................................... 42
..................................................................................................... 49
2.1. .
...................................................................................... 49
2.2. . ............. 54
2.3. . ............. 59

3. ...................... 66
.................................................... 66
..................................................................................................... 74
3.1. . ,
. ............ 74
5

3.2. .
. .
............................................................
3.3. (
).
..................................................................
3.4. ()
, .............................
3.5. ( N
). .........................................................

78
83
87
89

4.
.............................................................................. 92
.................................................... 92
................................................................................................... 102

4.1. .
. ................... 102
4.2. ................. 104
4.3.
.......................................................... 108
4.4. ............................... 116
4.5. ............. 122
4.6. ,
................................................................................ 125
4.7. ................................................................. 131
4.8.
( ) ...................................................... 136
4.9. ................................................ 140

5. : ..................... 144

.................................................. 144
................................................................................................... 150
5.1. .
.

..................................................................... 150
6

5.2. ........................................................ 153


5.3. :
.
( ) ................................ 156

6. : ..................................... 160
.................................................. 160
................................................................................................... 166

6.1. .
.................................... 166
6.2. .
..................................................... 168

7. : ...... 174
.................................................. 174
................................................................................................... 181
7.1.
.......................................
7.2. : ........................
7.3. : () ....................
7.4. ...................................................................

181
185
193
201

8.
............................................................................ 206
........................................... 220
..............................................................
1. .......................
2. ...............
3. .......................................
4. ...............
5. : .........................................
6. : ......................................................
7. : ............................

227
227
257
267
280
326
333
360

......................................................... 381
7


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11

1.






, .
N , X = R+N . ,
X.
x , y,
, x
y x f y. , x
y% x f y, x
y (x f y ), (y f x) %
%
. , x y
x ~ y, x y (x f y ) (y f x).
%
%
: x y X (x, y X) :
x f y , y f x.
%
%
12

: x, y z
X (x, y, z X), x f y y f z , x f z.
%
%
%
,
, .
, f, %
X, u: X R ,
x y X x f y
%
, u(x) u(y).
f, X, %
, x y X ,
y x y x, y f x.
f, X, %
, x y X ,
y x, y f x.
%
f, X, %
, x X > 0 y X , x y y f x, x y =

(x

yi )2 .

f, X, %
, x, y, z X , y f x z f x,
%
%
y + (1 ) z f x 0 1.
%
f, X, %
, x, y, z X , y f x, z f x
%
%
y z, y + (1 ) z f x 0 < < 1.
f, X, %
, x X
, x {y X : y f x}, ,
%
x { y X : y p x},
.
%
.
f, X, %
u(.), .
13

1.

.
f, X, %
. u(x), .



u(x).
p = ( p1 , p2 , ..., p N ). B = {x X : px I }, I .
, ,
:

max u ( x)
x 0

px I .
, , (p, I) x(p, I),
. x(p, I) . (p, I)
, x(p, I) . , ,
, , , .
: v(p, I) = u( x* ) x* x(p, I).
.
u(.) , , X = R+N , p >> 0, x(p, I) :
14

1) :
(p, I ) = x( p, I ) > 0;
2) , : x x(p, I) px = I;
3) , x(p, I) ;
4) (, u(.) ), (p, I) x(p, I) , .. x(p, I) ,
, x(p, I) .
.
u(.) , , X = R+N , p >> 0. v(p, I) :
1) (p, I) : v(p, I) =
= v(p, I) > 0;
2) ; , ;
3) ;
4) p I, .. {( p, I ) : v( p, I ) v } v ;
5) p I;
6)
(u(. ) ) v(p, I)

v( p% , I% )
pi
( p% , I% ) >> 0, xi ( p% , I% ) =
.
v( p% , I% )
I


Vu = { x X : u ( x ) u } X, u.
15

1.

min px.
x Vu

( ) h(p, u), . ,
. , ,
.
e( p, u ) : e( p, u ) = px* , x* h( p, u ).
.
u(.) , , X = R+N , p >> 0, u u (0).
h( p, u ) :
1) : h(p, u ) =
= h( p, u ) > 0;
2)
: x* h( p, u ) u ( x* ) = u ;
3) , h( p, u ) ;
4) (, u(.) ), h( p, u ) ,
.. ;
5) :
x h( p , u ) x h( p , u ) p( x x) p( x x) =
= ( p p)( x x) 0.
.
u(.) , , X = R+N , p >> 0,
u u (0). e( p, u ) :
1) : e(p, u ) =
= e( p, u ) > 0;
2) ;
3) ;

16

4) ;
5) ;
6) (u(.) )
e( p, u ) p >> 0, (h >> 0) hi ( p , u ) =

e ( p , u )
.
pi


.
1. u(.) ,
, X = R+N . x*
*
p >> 0 I > 0, x
*
u = u ( x ). , e( p, u ) = I .
2. u(.) , , X = R+N .
x* p >> 0
u u (0), x* p >> 0 I = e( p, u ). , v( p, I ) = u .

:

x ( p , I ) = h ( p, v ( p , I ) ) ;
h( p, u ) = x ( p, e( p, u )) ;
v ( p , e( p , u ) ) = u ;
e ( p, v( p, I ) ) = I .
.
u(.) , 17

1.

, X = R+N . x( p, I ) h( p, u )
, p >> 0 I > 0
xi ( p , I ) hi ( p, u )
x ( p, I )
.
=
x j ( p, I ) i
p j
p j
I

.
u(.) ,
,
X = R+N . x( p, p ) , x( p, I ) h( p, u ) , p >> 0
x ( p , I )
dxi ( p , p) hi ( p, u )
.
=
+ ( j x j ( p, p) ) i
p j
I
dp j

sij ( S) i- j- , ..

sij =

hi ( p, u )
. p j

sij =

hi ( p, u ) xi ( p, I )
x ( p , I )
.
=
+ x j ( p, I ) i
p j
p j
I

.
u(.) , , X = R+N . e( p, u ) ,
S ( p, I ) :
18

1) S ( p, I ) ;
2) S ( p, I ) ;
3) S ( p, I ) p = 0.


.
1. e( p, u ) , , X = R+N Vu . V%u ,
: V%u = {x R+N : px e( p, u ) p >> 0},
p >> 0
e( p, u ) = min
px.
%
x Vu

2. , ,
, V%u = Vu .
.
e( p, u ) , u, , p,
e( p, u ) ,
V%u , ..

V%u = {x R+N : px e( p, u ) p >> 0}.


, p 0 p1 , . ( p ), :
e p, v( p1 , I ) e p, v( p0 , I ) .

) (

19

1.

p p 0 , ,
( EV equivalent variation):

) (

) (

EV ( p 0 , p1 , I ) = e p0 , v( p1 , I ) e p 0 , v( p 0 , I ) = e p 0 , v( p1 , I ) I .
p1 , ,
( CV compensating variation):

) (

CV ( p 0 , p1 , I ) = e p1 , v( p1 , I ) e p1 , v( p 0 , I ) = I e p1 , v( p 0 , I ) .
, CV
EV
:
pi0

hi ( p, u )dpi =
0

pi1

pi0

hi ( p, u )dpi =
1

pi1

pi0

e( p , u 0 )
0
0
1
0
1 pi dpi = e( p , u ) e( p , u ) = CV ;
pi
pi0

e ( p , u1 )
0
1
1
1
1 pi dpi = e( p , u ) e( p , u ) = EV .
pi


.
u(.) , N
, X = R+ . , i-, ( p i = p i ), i- 0
pi pi1 < pi0 , xi ( pi0 , p i ) > 0 xi ( pi1 , p i ) > 0. :
1) CV ( p 0 , p1 , I ) < EV ( p0 , p1 , I ), i-

pi [ pi1 , pi0 ], p i I;
2) CV ( p 0 , p1 , I ) > EV ( p0 , p1 , I ), i-

pi [ pi1 , pi0 ], p i I;
20

3) CV ( p 0 , p1 , I ) = EV ( p0 , p1 , I ), i- 1
0
(.. ) pi [ pi , pi ], p i
I.


: x( p, I 1 , I 2 , K, I M ) =
M

= x k ( p, I k ).
k =1


M
M

k
k
k
x p, I = x ( p, I ), k =1

k =1
.

.
,
:
v k ( p, I k ) = k ( p) + ( p) I k k = 1, 2, K, M .
x( p, I ) , px ( p , I ) I x( p, I )
x ( p , I ) , p x ( p , I ) > I ( p, I ) ( p , I ).
x( p, I ) ,
p , p I ( p p ) ( x( p, I ) x( p, I ) )
0, , x ( p, I ) x ( p , I ).
.

, .
21

1.

1.1

1.1.1. , , f
%
, :
() (f) ,
, ;
() (~) .
1.1.2. ,
, .
1.1.3. f, X,
. , , %
() :
() x, y, z X x f y ( x ~ y) y f z, x f z;
%
%
()*1 x, y, z X %

x f y y f z ( y ~ z), x f z;
% x, y, z X x f y : z , x f z ;
()
%
() x, y, z X x :% y f z , x f z.
%
%
1.1.4. , f,
%
X, , .
1.1.5. , f,
%
X, , , .
1
(), , . 227380 .

22

1.1.6. , f,
%
X, , , .
1.1.7. , u(x) , f . ?
%
() E
, .
() , .
() ( ),
( ).
() ( ), ( ).
()* ( ), ( ).
()* ( ),
( ).
1.1.8.
, u(x), , u(x)
?
3
() u ( x) + (u ( x) ) .
() u ( x) + 10.
() u ( x) 10.
1/ 3
() (u ( x)) .
() exp (u ( x)) .
() exp ( u ( x) ).
1.1.9. , u(x), , u(x) ?

() (u ( x) ) .

23

1.

()

.
u ( x)

1.1.10. ?
1.1.11*.
, :
() , ;
() .
1.1.12. , , X ( ) ( ) .
1.1.13. , , X (
) .
, .
1.1.14. , :
( );
;
( );
?
() u ( x1 , ..., xN ) = ( x1 ) 2 + ... + ( xN ) 2 .
() u ( x1 , ..., x N ) = max( x1 , ..., x N ).
() u ( x1 , ..., xN ) = min( x1 , ..., xN ).
() u ( x1 , ..., xN ) = ( x1 )1/ 2 + ... + ( xN )1/ 2 .
24

() u ( x1 , ..., xN ) = x1 + ... + xn +

1
1
+ ... + .
xn +1
xN

() u ( x1 , x2 ) = min(2 x1 x2 , 2 x2 x1 ).

N i
xi ,
i =1

() u ( x1 , ..., xN ) = 100,

N
xi i ,
i =1

i
i

< 100

i =1
N

i
i

= 100, i > 0.

i =1
N

i
i

> 100

i =1

1.1.15. , f, %
( )
, u ( x1 , ..., xN ) =
N

= xii , i > 0, > 0.


i =1

() ?
() (),
?
1.1.16. f,
%
.
() , f ,
%
.
() , : f , %
( , ) , . (, ,
, 25

1.

,
.)
1.1.17*. :
, .
: ,
,
.
: , ( , ).
() :
;
;
;
;
;
?
() ?

1.2


1.2.1. ,
.
.
()* () : u ( x1 , x2 ) = x1 + x2 , , > 0.
()* :
n

x
u ( x ) = min i , i > 0.
i i =1
26

() u ( x1 , x2 ) = ( x1 ) + x2 , < 1.
1.2.2. ,
, N

: u ( x1 , ..., xN ) = xii ,
i =1

i > 0. ,
(..
).

1.2.3. ,
, :
() u ( x1 , ..., x N ) = max(1 x1 , ..., N x N ), > 0;
() u ( x1 , ..., xN ) = min(1 x1 , ..., N xN ), > 0;
() u ( x1 , ..., xN ) = min( x1 , ..., xn ) + xn +1 + ... + xN ;
() u ( x1 , ..., xN ) = ( x1 ) + ... + ( xN ) , i > 0;
() u ( x1 , ..., xN ) = ( x1 + ... + xN ) , i > 0;
N

() u ( x1 , ..., xN , xN +1 ) = xii + xN +1 , i > 0;


i =1

() u ( x1 , ..., xN ) = x1 + ... + xn

1
1
... ;
xn +1
xN

() u ( x1 , ..., xN ) = max(1 x1 , ..., N x N ) + min( x1 , ..., xN ).


1.2.4*. , , .
1.2.5. ,
,
27

1.
N

: u ( x1 , ..., xN ) = ( xi i ) i , i 0,
i =1

i > 0.

1.2.6*. , ,
, .
1.2.7. ,
, px x, ,
x f x* , px* .
px px* ?
1.2.8*. ,
: x1 x2 . .
1.2.9*. .
. 1.1 (
) ,
?
p2

p2

p1

p2

p1

p2

p1

p1

. 1.1
1.2.10. x( p, I ) h( p, u )?

28

1.2.11.
h( p, u ) x( p, I )?
1.2.12. u ?
1.2.13. u I ?
1.2.14. ,
x( p, I )
h( p, u ), ,
u ( x( p, I ) ) (.. , ). (
.)
1.2.15.
.
1.2.16. , ,

x j ( p, I )

xi ( p , I )
=
p j

i j.
pi
1.2.17. , ,
-

v( p, I )
I
? .

. :

1.2.18. , u(x) : v( p, I ) = a ( p ) + b( p ) I .
29

1.


p u, a( p) b( p)?
1.2.19. , , .
1.2.20. , x( p, I ) ,
: i iI = 1, i i

i
i, I i .

1.2.21. ,
x( p, I ) , :

e pi =
k

k
I

k
, e pi -

k
k i, I
k .

1.2.22.
: u ( x1 , ..., xn , xn +1 ) = v( x1 , ..., xn ) + xn +1 . ,
(
n + 1 ):
() v( p, I ) = a( p ) + I ;
() a ( p ) .
1.2.23. u ( x) = ( x1 , K , xN 1 ) + xN , .
() x% = ( x%1 , K , x% N 1 , x% N ) >> 0
p I.
, 10%?
() x% = ( x%1 , K , x% N 1 , x% N ) >> 0

30

p u . , u
10%?

7
1.2.24. S = 2

1
, p1 = 1, p2 = 2 p3 = 3. , , , , , .
1.2.25. , ? .
1.2.26. , , . .
1.2.27. ,
: U ( x) = ui ( xi ), i

ui () i.
I > 0, p >> 0. ,
x( p, I ) >> 0. ,
x( p, I ) .
1.2.28. , . ?
1.2.29*. u ( x1 , x2 ). , : 1
2 .
(a) ,
?
.
31

1.

() . ?
.

1.3
.

1.3.1*. e( px , p y , u ) = 2u px p y .
. (: .)
1.3.2. b e( p, u ) = aup1b p2c ?
.
1.3.3. e( p, u ) = au (pi )bi i

? , .
1
1.3.4. v ( p x , p y , I ) = Ip x p
y , 0 < < 1,
?
u ( x, y ).

1.3.5. , u ( x). , n

u ( x) = ai xi , i =1

v( p, I ) =

32

I
min( pi / i )in=1

1.3.6*. n

: u ( x) = i ln xi , i > 0.
i =1

() , .
?
() () ,
u ( x) = min (i ln xi )i =1 , i > 0.
n

() ( ). , ().
1.3.7. , u ( x). , n

xi
u ( x ) = min ,
ai i =1

v( p, I ) = ai pi I .
i =1

1.3.8. . 1.2
, ..
{( p1 , p2 ) R 2 : v( p1 , p2 , I ) = u }.
() ,
, u .
() . , ..
{( p1 , p2 ) R 2 : e( p1 , p2 , u ) = I }.
() v ( p1 , p2 )?
33

1.

()
( p1 , p2 )?
() u ( x1 , x2 ), ,
. 1.2. ,
,
v ( p%1 , p% 2 ).
() ( x1 , x2 )
?
2

p2*

p*2
v( p1 , p2 , I ) = u

1
p1* *

. 1.2
1.3.9. ,
U ( x1 , ..., xn 1 ) + xn .
() , , .. U ( x 1 , ..., x n 1 ) = u 1 (x 1 ) + u 2 ( x 2 ) + ... + u n 1 (x n 1 ), ( ) , v ( p1 , ..., pn 1 , 1, I ) = v ( p, I ) =
= a( p) + I , a ( p ) .
U ( x ) , a ( p ) , U ( x ) .
34

() , (),
, a ( p ), .
() , :
, a ( p ) , .. a ( p ) = a1 ( p1 ) + a2 ( p2 ) + ... + an 1 ( pn 1 ),
, ,
.
a( p) (), U ( x ) ().
1.3.10. ,
, :
() v( p, I ) = a ( p ) I ;
() ( p, I )
xi ( p , I ) x j ( p, I )
.
=
p j
pi

1.3.11. , u ( x) .
, (

u ( x)
)
xi

, x >> 0. , x >> 0 , p( x), pi ( x) =

u ( x) / xi
.
x j (u ( x) / x j )
j

1.3.12. , ( )
, x( p, I )
( p, x( p, I ) ) = I , x( p, I ) .

35

1.

1.4
,
.
1.4.1. , , CS, CV
EV , , .
1.4.2*. , ,
, , , , , ?
1.4.3*. ,
, .
, ?
1.4.4*. ,
. 50% . , (.. ). . ( , ).
1.4.5. : u ( x1 , x2 , x3 ) = 3 x1 x2 x3 .
: ,
t% , s% 36

. , (.. ).
() , s t .
() ( ) () .
() , , .
1.4.6. , . , t .
,
(.. ).
, ( , ).
() ,
, ?
()
, , ,
?
() ,
, ?
() , ()?
() , (), () (). CS ,
CV EV?
37

1.

1.4.7. Z , . ,
, ?
1.4.8*. , I = (1 , K , N ) 0.
() p 0 p.
( CV EV ), .
.
() , , , : p1 > p10 . ,
. CV EV ? ( , .)
1.4.9. X , wL (w , L
), , P. X L* , C * . . ( (l) (C).
T .)
C l.
()
, (C * , L* )
X. X ?
38

() ,
, ()? .
() ,
() X
?

1.5

1.5.1. A
N

e A ( p1 , ..., pN , u ) = ( pi ) , > 0.
i =1

B u B ( x1 , ..., xN ) = ( xi )i , i > 0.
i =1

() .
() ,
?
1.5.2. , M , . ,
. ,
: , (
) ,
. -

39

1.

, x( p, I k , k ) v( p, I k , k ) , k ,
k, (, ). , .
() ,
?
() , 15%,
15%. ? , , , ?
() (), ,
15% 15%?
() , , I = I k k

= k . ,
k

.
1.5.3. ,
, .
1.5.4. ,
, v k ( p, I k ) = a k ( p) + b( p) I k ,
, , .. . ,
.
40

1.5.5. k
ek ( p, u k ) = a k ( p)u k + b( p).
p?
1.5.6. M ,
u k ( x1k , x2k , x3k ) = v k ( x1k , x2k ) + x3k , v k k = 1, K, M . ,
, .. ?
1.5.7. , , . .
.

41

92

, . . [] / . . , . . , . . ;
. - . . : . ,
2007. 385, [3] . 3000 . ISBN 978-5-7598-0336-2 ( .).
: , , ,
, ,
. ,
. . , , .
, .
, , .

330.101.52(076.1)
65.012.1



. ..
..
..
: ..
..

12.04.2007. 6088 1/16.


Times New Roman. . . . . 23,52.
.-. . 18,52. 3000 .
. . 524
. 125319, , , 3
./: (495) 772-95-71

42