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. ..

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2004

007
32.81

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.: , 2004. 63 .
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, 2004
2

................................................................................................4
1. ................5
1.1. .....................................5
1.2. ................8
1.3. ........................15
1.4. .............................19
1.5. ................................................21
2. ..26
2.1. ..................................................26
2.2. ...................................................31
2.2.1. ..............................................32
2.2.2. ......................................36
2.2.3. ...................................................37
2.3. ..........................................................................40
2.4. ...........................................44
2.5. .....................................................................48
2.6. .........................................................................52
..........................................................................................55
...........................................................................................56


,

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1.

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.

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1.1.
, [32], "
, ".
() - .
.
-, -
() [9, 15, 19, 25, 31, 33, 38, 42],
.
-, "" [34, 46, 48, 57, 66, 84-90, 95-100, 105-107, 110-114],
[27, 28, 64, 65]
, , .
, , , "" , (
)
[3-8, 10-24, 26, 36, 37, 51, 55, 56, 60, 91]

, , .
5

, .
, -
[41, 67 109] (
[35, 39, 52]), [9, 15, 25],
[44, 45, 49, 59],
[94, 101-103]
[11, 92, 93], -
[81, 82] [50, 83] .
(), [21]:
- (, , );
- ( , , );
- , , , ,
;
- , ;
- ,
;
- :
.
,
[21],
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.
:
- [47, 69];
- [29, 63, 69, 70];
- (
) [62, 68];
6

- [71, 77, 91, 94] ( );


- ( , )
[75, 76];
- ( ),
[70].
() ,

.
:
- (
) [74];
- ( ,
) [77];
- ( - ) [29, 69, 70];
- ( ,
) [36, 78];
- ( ) [23, 77];
- (
) [68, 77];
- [40];
- (
/ )
[54, 79].
,
"" ()
, -
,
- .
7

[32]
:
- (): ; , , , ( ) ,
, ;
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;
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, .
1.2.

1 - . , (,
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).
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.. (. [41]). ,
[21]: , , .
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9


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[3-7, 10, 15, 19 .],
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2
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/ .
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. 2.
10

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

. ,
.
() [51, 96, 100-104, 112], [46, 110, 111],
[1, 2] [11, 22, 58, 80].

(
, ""
" "). ,
.

,
[29, 61, 75, 86, 87],
[50, 53, 83, 93].
, .
1 [51]. , ,
, 11

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1

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13


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.. [41, 45, 52, 74, 109].

.

14

1.3.

[22] . ,
,
. , , .
,
( ).
,

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

15

, , .. , ( ) ,
. ( [22, 74]). ,
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.
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, , ..),
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.
[22, 37, 51, 60, 74, 91]
.
.
- ,
:
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(): ( ); ( ); (
).
2 ( : , , ,
, ), (, ,
, , ,
,
; ;
).
16


[5,11,22]
[11,21,22,79]

[21,92]
[11,21]
[54]
[22,55]

[11,21,92]
-
[1,15,16,21]

[4,9,51,69]

[13,16,22]
[6,21]
[6,7]

[15]

[15]
[29,40,69,70]
[22,55]

+
+
+

+
+

+
+

17


[71]

[71,77]

[47,69,71]

[71,92]

[40,47,78]

[1,2,22,24,55]
[22,55]

[11,22]

[8,22]

[12,16,22]

[8,22]

,
: ( ), ( ) ( ). 3
, ,
(,
, , , , , ; ).

18

+
+

+
+

+
+

+
+

. ,
.
1.4.
, , , . ,
, [22].
,
,
, , .
. x T, y
(
), F(y) y
< T (T ).
19

x. v , (v x) . T

(v y ), v y
.
( y v ), v y

(1) ( y ,v ) =

, y y ( , = 1).

:
(2) f ( x,v , y ) = y (v , y ) (v x ) .
, ,

, z 0

T
(3) (z ) =
.

z , z 0

T
v :

T
T
F (v ) = + , F ( x ) < +

+
+
(4)
T , F ( x ) >
T .
F (v ) =

+
+

T F (x )
T
v = x,

+
+

, = 0 x, y ( x, y ) , , F0 ( x ) =
20

.
+

. -, F(y) F(y)
, . ,
,
. ( F(y) F(y)) .
, , .
,
x .

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

. ,
( ),
, .

.
.
- (1).
,

, .
1.5.

.

21

(). ,
,
[22]. . ,
()
.
, 4.
(
T = 17) = 4.
.

.
3

4
4

4
5

7
6

. 4.
. , (, ) (. 2.2).
ti() ( )
.
4.
22

4


(0-1)
(0-2)
(0-3)
(1-2)
(1-4)
(2-5)
(3-5)
(4-6)
(5-6)

1
0
0
0
0
1
0
1
0
0

2
12
0
0
1
1
0
1
1
0

3
1
1
1
1
2
1
2
1
0

4
2
1
2
2
2
1
2
1
1

5
2
2
2
2
2
1
2
1
1

6
2
2
2
2
3
1
2
2
1

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


n

i = i i , = i i =1

, i ti ( ) .
, .
(4-6), (5-6) (0-3) (3-5)
, = 5. = 20.

[4-7, 9], .

. i(ti)
i- ti,
23

, ti i(ti): ti i(ti).
, i (ti ) = 21ri ti2 . ,
, . ti() = ri.
, si ri.
.

t ( ) = : = S , S = s .
i =1

, , ri, si ri. 2 si

1 2 2
s
si = 2 si 1 i .
2ri
2 ri

,
si = ri.
i(ti). ,
i(ti) ,

.
, , ,
.
, {si}. ,
,
, .
.


,
.
,
( ), .
24

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

ti(), ti().

25

2.

- , 1.3 . , :
,
, , ,
, .
2.1.
,

, , .. ( )

. ( ).
.
[60]. ,
[22], ,
, , ( )
( ), . ,
:
, ,
, .
, ,
(
),
: ,
( ). ,
26


, (
),
.

(.

[74]). , -
,
( , ).

(!) . , ,
. .

0 r > 0:
H(y, ) c(y, r).
, , r
. , 0
H(0, ) = 0 r > 0 c(y, r) = 0.
,
(1) ((), y, ) = H(y, ) (y),
(2) f((), y, r) = (y) c(y, r),
(y) , y A .
0 r0 (
).
:
(3) x*(0, r0) = arg max [H(y, 0) c(y, r0)].
y A

27

1 (
[60, 71])
x*(0, r0) c(x*(0, r0), r0).

(4) (0, r0) = H(x*(0, r0), 0) c(x*(0, r0), r0),
( [71]).
r
0 r0, ,
.
:
(5) (0, , r0, r) = H(x*(0, r0), ) c(x*(0, r0), r0),
(6) (0, , r0, r) = c(x*(0, r0), r0) c(x*(0, r0), r),
(7) (, r) = H(x*(, r), ) c(x*(, r), r).
(5) , (6)

, (7) .
,
r. .
r < r0.
(0, , r0, r) < 0, .
(x*(, r);
c(x*(, r), r)) , :
(8) (, r) (0, , r0, r).
r > r0.
(0, , r0, r) > 0,

(0, , r0, r).
:
(9) (, r) (0, , r0, r) (0, , r0, r).

, -
()

; ).

28

[60] :
r,
r < r0
(8), r > r0
(9).
1 [60].
H(y, ) = y, 0, : c(y, r) = y2 / 2 r,
r > 0.
y0 = 0 r0 (0; r0). (0)2 r0 / 2.
0(0; r0) = (0)2 r0 / 2,
.
(; r),
r r0
(0; ; r0; r) = 0 r0 ( 0 / 2),

f(0; ; r0; r) = (0)2 r0 (r r0) / 2 r. r < r0, ,


, .
y = r 2 r / 2, (; r) = 2 r / 2,
.
. r < r0,
,
.
, :
(; r) (0; ; r0; r), 2 r
2 0 r0 + r0 (0)2 0.
r < r0, f(0; ; r0; r) = (0)2 r0 (r r0) / 2 r 0, , , ,
2 r / 2 + (0)2 r0 (r r0) / 2 r y = r. ,
(

(0; ; r0; r) = 0 r0 ( 0 / 2) 2 r / 2 (0)2 r0 (r


r0) / 2 r).
29

, ,
, r < r0
2 r 2 0 r0 + r0 (0)2 0.
, ( ) . , ,
,
. ,
,
.
.
.
n , , :
i ( y) ,
(10) ((), y, ) = H(y, )

iN

(11) f((), y, r) = i(y) ci(y, ri), i N,


i(y) , i-

y = (y1, y2, , yn) A' =


Ai , N = {1, 2, , n}

iN

().
0
r0 = (r10, r20, , rn0), ri i- .
, [77], ,

:
(12) x*(0, r0) = arg max [H(y, 0)
ci ( y , ri 0 ) ].
y A'

iN

x*(0, r0) A' ci(x*(0, r0), ri0),


.
30

(13) (0, r0) = H(x*(0, r0), 0)

ci(x*(0, r0), ri0),

iN

.
r
0 r0, ,
.
:
ci(x*(0, r0), ri0),
(14) (0, , r0, r) = H(x*(0, r0), )

iN

(15) i(0, , r0, r) = ci(x*(0, r0), ri0) ci(x*(0, r0), ri), i N,


ci(x*(, r), ri).
(16) (, r) = H(x*(, r), )

iN

(14) , (15)
i- , (16)
.
(13)-(16) , , ,
.
1. ,
H(x*(0, r0), 0) H(x*(, r), )
2
{ci(x*(0, r0), ri0) ci(x*(0, r0), ri)}.

iN

, ,
(
), .
2.2.
.
. , ,
31

.
, ,
, ,
, ( ..),
.
1 (), .

[71],
, ,
.

.
, ,
. , .
2.2.1.

,
T0 T ( T T0).
,
, , ,
(t), t T0 ( , ,
: (t) = 0 t). ( )
,
, 1
"", " " "
.

32

c(y), y A , . y
.

, (y)
. () M
(M
).
( )
. ,
. , ,
,
( ),
((), y) :
(1) ((), y) = (y) + (T T0 y).
f((), y)
:
(2) f((), y) = (y) c(y).
: A = [0; T T0]; M - ; c(y)
, , , , , c(0) = 0.
,
, ,
()
1 P() = Arg max f(y, )
y A

, .
: , . ,
1


,
.

33

,
,
, :

( ( y * ), y * ) min
M
.
(3) *
y
f ( y)

Arg
max

y[ 0;T T0 ]

(3) 2 ( [35, 41]) (


[72]).
1: *(y) (3) :

c( y * ), y = y *
(4) (y) =
,
y y*
0,
*

y* :
(5) y* = arg min [(y) + (T T0 y)].
y[ 0 , T T0 ]

2. , :
(t) = 0 t, (5) ( ,
). ,
[0; T T0] {c(y) 0 y} . ,
.
= c 1(0), c 1() , . (3)
:

T T0 , T T0 +
.
T T0 +
,

(6) y*() =

, T
(
1

, . (4)

.

34

), T T0
,
,

.
,
[51].
.
n 1 , ( )
,
. yi 0 i- ,
i I, I = {1, 2, , n} , ci(y) i- ,
y = (y1, y2, , y3) .
T

( ,
), : T = Y(y).

Y(). , , T = yi, ,
iI

T = min yi ..
iI

[77].
[71] [77], ,
.
2.
:
(y) = (T T0 Y(y)) +
i ( y ) ,

iI


y , .
35

(y) min
yA

.
:

Y: (Y) =
min
i ( z ) . y{ z A'|Y ( z ) =Y }

iI

,
[42, 77], :
(T T0 Y) + (Y) min .
Y [ 0 , T T0 ]


, , :
R, , , ,
i ( y ) R}.
: A = {y +n |

iI

,

.
,

.
2.2.2.

, ,
, z A0 = A = [0; +)
. ,
, , : z Z(y). ,
, , ,
, . (
) ,
.
36

i- : fi(i, yi, z) = i(z) ci(y). , ,


(), ,
:
(7) fi(i, yi) = min i(z) ci(y).
zZ ( y )

z A0,
:
(8) (, y) = max (z, ) = max { i ( z) + (T T0 z)}.
zZ ( y )

zZ ( y )

iI

, :
(9) (, y*) min, y* EN(()),
EN(()) .
(9)
[42, 77] .
3.

ci ( y * ), z Z ( y * )

(10) i(y*, z) =

z Z ( y* )

0,

y* ,
:
(11) y* = arg min max { i ( y * , z ) + (T T0 z)}.
y A'

zZ ( y )

iI

2.2.3.


, .
, (. 3), ,
.
.
, , ,
37

. i i .
() [15].

.
, n .

.
i(i) ,
i. .
.
:
n

c ( ) min ,
i =1

i =1

=.

i . i-
i
i( i ).
.
i , i = i, ,
(. [71]).
. 38

i = i() i- i-
i.
n

( ) ,
i =1

*, . i

i = i i .

i(i)
- ( [15] ),

( )

i ( i ) = r ( i ), i = 1, n, > 1 ,
i

r
i

ri i-
, () .
,
,

.
( , [15, 69, 71]),

,
.
,

, , .
, ,
,
. .
39

, i = i(),
i = 1,n . T0 .
:

, S
S

1 . 0 = '

si , ti1 = ti i(0).
2 . , ti1.
T1, 1. T1 > T0 ,
1 , = T(1) T0 + ,
T(1) 1
{ti}, S si ,
1. , 1 > 0. 2
T(2) ti2 = ti i(2)
.

*,
(T0 )
k, ti i(*).
i , ,
ti = ti i(*) ti i ti.
n


i =1


, [4-7, 9, 19].
2.3.
(
) (
) ,
40

, .
, [37],
, ,
. , , [51].
,
C.

( ), ,
[26, 37, 71]. ,
C, . (). :
() ; [0;1]
() [0; 1]; (1) = 1.
() , ( ) , , ,
( )
,
, () - ,
(1) () = C

d ( )
, [0; 1].
d

:
(2) () =

1
C

( w)dw .
0

(1) (2) ,
() () , ()
() , () () [26]. ,
:
1

(3) ( w)dw = C.
0

41

[26, 71] ,
: ,
; , C
; - ( [0; 1]), C , (1 ) C , . [0; 1]
.
. ,
y 0, .
0 ( ,
, ,
, , ), ,
, T = T(y)
(4) T(y) = C / y.
, v(t, ) , , :
v(t, y) = y t, t [0; T].
,

v(t, y) / C, ,
(5) (t, y) = y t / C.
() (5)
, :
(6) (t, y) = ((t, y)) = (y t / C),
, (. (1)).
.

( ).
()
, , :
(7) f(y, t) = [(y t / C) y t / C] C.
42

() :
(8) (y, t) = [y t / C (y t / C)] C.

(C = V), , , ( ) (7).
, (7)
(9) P(()) = Arg max min f(y, t).
y >0

t[ 0; / y ]

M ( ) .
,
:
(10) max y min ,
( )M

yP ( ( ))

,
(8), :
(11) min
min (y, t) max .
yP ( ( )) t[ 0; / y ]

( )M

() - ,
'(0) = '(1) = 0. tmin(y) tmax(y)

'(y t / C) = 1,
tmin(y) tmax(y)
(12) t(y) = ' -1(1) C / y.

(13) q = arg min f(y, tmin(y)).


y >0

q, (13),
.

(14) Q = arg max (y, tmax(y)).


yP ( ( ))

Q, (14),
.
43

min '() = 1,
max .
4. (13) (14) , ():
q = [min (min)] C, Q = [(max) max] C
4 ( ) (7), (8) (12) (13) (14).
, , ,
(11)
.
2.4.
c(y) y 0 . , k ,
- , .

(- )
.
. T0 , T
() . y [0; T T0]
c(y). , li(t), t [T0; T],
i K = {1, 2, , k} , k
.
li(t) li(T0) = 0, i K,
Hi(y) = li(T) li(T y), i K, , ,
y [0; T T0] :
(1) Hi(0) = 0, i K.
x [0; T T0] ,
44

i, i K,
.
x [0; T T0]. c(x) 0 [78], :
i = c(x).
(2)

iK

, , i, ,
.
, ( ,
"" , ). , :
(3) i [0; Hi(x)], i K.
= (1, 2, , k), S , (2) (3),

i = c(x)}.
(4) S = {x [0; T T0] | 0: i [0; Hi(x)], i K,

iK

c() c(0) = 0.
, [36, 40, 47, 78],
, (4) , ,
,
(5) max [ H i ( y ) c(y)] 0.
y[ 0;T T0 ]

iK

(6) x* = arg max

y[ 0;T T0 ]

H ( y ) c(y)].

iK

, .
5. )
(5).
) , (6)
- .
, x*,

45

(7) = {i [0; Hi(x*)], i K |

iK

= c(x*)}.

(7) ,
[36, 37]. .
3. k = 2, c(y) = y 2 / 2 r, r > 0, H1(y) = y,
H2(y) = y, T0 = 100, T = 110.
(6)
(8) x* = min [10; (1 + ) r].
5
(, r),
( 10).

. 5. (, r),

3
r = 2, = 3 ( 5). (8) , x* = 8. (7) - (1, 2) AB
6 .
46


- (, [60], ,
). ,
.
,
, C (2 = 1 / 3) . 6.
.
,
, B . , .. ,
,
, .
2
16

B
0

12

16

. 6.
"" (1, 2) 3
6. :
Hi(y) = i y, i K, ,

.
. (6) ,
(9) x* = min [T T0; c ' -1()],
47

. :
iK

i x * i
= Const, i K,
i

iK

= c(x*), , i = i c(x*) / , i K

.
3, 6, , 6.
(9) kmin (i = , i K), , ,
(x* = T T0):
kmin c'(T T0) / .
2.5.
(., , [23, 41]) , , . ,
,
, , , .
,
, ,

,
, , [26].
48

, ( ) (.
[50, 83]). , ,
.
[21, 71],
. ,
( ),
.
(
) :
( )
, ;
( )
..
: , ,
,
[26].
[22] , (
), ( )

,
, .

, ,
.
, , :
,


. ,
49

, !
, , .
,
,
(, ,
).
.
y Y. , K(u, y) u U y, u*(y)
:
(1) u*(y) = arg max K(u, y).
uU


(2) K* = min K(u*(y), y).
yY

(Y1, Y2, , Yn)


Y n 1 . (u1, u2, , un),
:
(3) ui = arg max min K(u, y), i = 1, n .
uU

yYi

G(n)
n :
(4) G(n) = min min K(ui, y).
i =1, n

yYi

c(n) ,
c() , :
(5) G(n) c(n) max .
n =1, 2 , ...


*
(6) n = arg max [G(n) c(n)].
n =1, 2 , ...

50

(7) =

K * G ( n* )
K*


,
(,
(2) ).
. c0. , : Y
, Y = [b a], a b 1, . = b a,
n = / n. , ,
y Y K(u*(y), y) = 1, G(n) = g(n) = g( / n), g() 1
.
(5) :
(8) g( / n) c0 n max ,
n =1, 2 , ...

(7)
(9) = 1 g( / n*),
, (6),

(10) n* = arg max [g( / n) c0 n].


n =1, 2 , ...

, .
7. (8)-(10)
.
, 7.
4. g(n) = 1 (n)2 / 2, 1. (10) (9)
:
(11) n* = (2 / c0)1/3,
(12) = ( 0)2/3.
(11) (12) ( ) 51

, . 7,
c0 n = 1, 2, 3, 4 10.
C
( c0)
, . 7.

c0

2
3
4
10

. 7. c0
n = 1, 2, 3, 4 10 4

2.6.

,
. , . , (
) (
),

. ,
52

,
.
,
( ),
.
() .

(

, , ,
).
. ,
.
y(t) t, x(t) , t [0; T0].
1:
(1) |dy(t)/dt| , t [0; T0].
, t
, t + , [0; T0 t],
0()
(2) 0() = .
T0, n, (2)
(3) 0() = (n) = T0 / (n + 1), n = 0, 1, 2, .

,
.
|dy(t)/dt| (y, t),
, .
, ,
, .

53

c0 "" , g() -
, ,
n*
(4) n* = arg min [g( T0 / (n + 1)) + c0 n].
n = 0 ,1, ...

8. g() ,
g(x) = a x + b, ""
:
(5) n* =

aT0
1.
c0

8 (1)-(4) .
(5) ,
a, "" T0,
c0 .

54


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

.



.

55


1 .., .., .., ..
.
.: , 2001. 60 .
2 .., .., ..
. .: ,
2002. 54 .
3 .., .., .., ..
. .:
, 2003. 84 .
4 .., .., ..
. .: , 1999. 55 .
5 .., .., .., .. . .:
, 2002. 65 .
6 .., .., .., ..
-
. .: , 2000. 58 .
7 .., ..
. .: , 2001. 56 .
8 .. .
.: , 1977. 255 .
9 .., .., ..
. : , 1974. 234 .
10 .., .., .., ..
. .: , 1997. 57 .
11 .., ., .. . :
. .: , 1989.
245 .
12 .., .., .., .. - . .:
, 2001. 109 .
13 .., .., .., ..
// . 2001.
1. . 142 150.
56

14 .., .., ..
/ 17- - . , 2003. . 238
244.
15 .., .., ..
. .: , 2001.
124 .
16 .., .., .., ..,
.. . .: , 2002. 52 .
17 .., .., .. . .: , 1998. 62 .
18 .., .., .. :
// . 1997. 2. . 6 8.
19 .., .., .., .., .. . .:
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21 .., .. . .:
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23 .., .. :
. .: , 1999. 128 .
24 ..
. : , 2004. 100 .
25 . . .: , 1972.
26 .., .., .., ..
. .: , 2003.
84 .
27 .., .. : , ,
, . .: - , 1996. 416 .
28 .. . .: , 1995.
252 .
57

29 .. . .:
, 1977. 289 .
30 .., .. . .: , 2003. 210 .
31 ..
. .:
, 1974. 232 .
32 .. . .: ,
1995. 225 .
33 .., .., - .
// . 1999. 10. . 144 152.
34 .., .., .., ..,
.. . :
. .: - . . ., 2000. 114 .
35 .. . .:
, 1976. 327 .
36 .., .., .. .
.: , 2002. 54 .
37 .., .., .. :
. .: +, 2003. 159 .
38 ..
. .: , 1968. 400 .
39 .., .. -
- . .:
, 1982. 144 .
40 .. . .: , 2003. 140
.
41 .., .. . .: , 2002. 148 .
42 .. // . 2004. 2. . 47 49.
43 .., ..
. .: , 1965. 296 .
58

44 .., .. -

. .: , 1979. 304 .
45 .

. .: , 1975. 606 .
46 .., .. . .: -, 2003. 320 .
47 ..
. .: , 2003. 151 .
48 ., . :
ROI. .: , 2004. 576 .
49 .. : , ,
. .: , 1986. 238 .
50 .. .
.: , 1974. 136 .
51 .., .., .. . , 2001.
156 .
52 .., .., .. . .: , 1991. 211 .
53 .., .., .., ..
- . .: , 1999.
54 ..
. .: , 2003. 126 .
55 .., ..
. .: , 1993. 68 .
56 .., ..
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57 .. . .: ,
1997. 150 .
58 .. . .: , 1996. 271 .
59 .. - . .: , 1984. 391 .
60 .., .. . .: , 2004. 100 .
59

61 . . .: ,

1977. 591 .
62 . . .: -, 1996.160 .
63 ., ., .
. .: , 1973. 344 .
64 ., ., . . .:
, 1998. 800 .
65 .. . .: -, 2002.480 .
66 / . . . , . . .:
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67 . : .
.: , 1991. 464 .
68 .. . .: , 2003. 68 .
69 ..
. .: " ",
1999.150 .
70 .. .
.: , 2003. 108 .
71 .. .
.: , 2003. 312 .
72 .. -
( ). .: , 1998.
216 .
73 .., .. . .:
, 1999. 108 .
74 .., .., .. . .: , 2002.
124 .
75 .., .. . .:
, 2002. 101 .
76 .., .. . .:
, 2003. 150 .
77 .., ..
. .: , 2000.
184 .

60

78 .., ..
. .:
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79 ..
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80 .. :
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81 .., .. -
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82 .., .., .. . .: , 1985.
424 .
83 .. : .
.: , 1986. 288 .
84 : . . : , 1998. 191 .
85 . . . .: ,
1988. 320 .
86 .. . .: , 1990. 195 .
87 . . .:
, 1971. 488 .
88 . / . .
.. . .-.: , 1993. 443 .
89 / .. . ..: , 1996. 610 .
90 : / .
.. , .. . .: , 2001. 875 .
91 .. . .:
, 2001. 144 .
92 .. . .:
, 2001. 80 .
93 .., .. . .: ,
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94 .., .., .. : . .: , 2002. 352 .
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