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.. , .. ,
..
2002
007
32.81
73
.., .., ..
. .: , 2002. 124 .
-
(). ,
, .
, .
(
) .
: ..., . ..
,
, 2002
2
..................................................................................................4
1.
.........................................10
2.
..........................................................14
3. .....20
3.1. .....20
3.2.
.....................23
3.3.
.......................26
3.4. ............38
3.5.
..................................................40
4.
...............69
5. ........74
...........................................................................................88
:
,
..................................89
...........................................................................................116
(-)
( )
- :
() [4, 12-23, 50-60], () [30, 32, 41], () [15, 58, 125]
. [23]:
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1 ,
..); ,
; ,
; .
. ,
, ,
. , ,
,
,
.
[35, 42, 58, 81, 86, 130],
-
(
) ( ,
).
4
1 ,
() .
()
[18, 59], (
[60]) ( ),
( [52])
( [58]).
[53], [60], [59],
[52], [58].
(),
, , , 2.
,
() , , .
.
. ,
. ,
,
, (
,
1
2 ,
[30, 60].
2
,
[28, 48, 54] [1, 27, 38,
39, 63, 66]. , ,
[8, 24, 50, 51, 61, 74] . [5, 25, 29, 45, 51].
,
[7, 44, 47, 49, 69, 71, 116, 117, 125].
5
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[42, 56, 57] ,
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[18].
[59]
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, . [911, 26, 68]. , ,
[53],
[60 ] [58].
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.
.
[23, 58] ,
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, ,
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[23, 56, 58], [65, 70]
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7
-
[57, 58] ,
, , (
).
1 ( , , (),
):
- ;
- ,
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)
( , ). 2.
1
[58, 62]. , [58]
(, , ,
/ ), (
) ( ).
2
() , ,
,
(
( , ,
.. [107, 128]),
,
( ,
.. [56, 58]).
8
[58]. ,
,
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( , .. . ), ,
, 1 .
.
, ..
, , ,
.
.
.
. .
.
( 4), ( 5).
.
,
.
1
, ( ) , ( ,
..) , ( ).
.
9
1.
1.
.
1.
.
,
.
2 , .
(1.1
, 1.2 ) (1.1.1
(1.2.1) ; 1.1.2 (1.2.2)
( )
; 1.1.3 (1.2.3)
) . .
2. ,
1.
(
) ( ), ( , ),
: 2.1 , 2.2 ,
2.3 , 2.4 ,
.
3. .
( )2. : 3.1
, 3.2 .
, -
(,
[78-80]).
(
. )
, , . .
3 wt t,
t {1, 2, ..., T}. ,
T, ,
4: W() =
t ( ) wt ,
t =
1
.
2
,
(, ..),
.
3
, ( , ..).
4
: t = 1, T .
11
(T + 1) :
T
1
WT() =
t ( ) w t .
T + 1 t =
t, , pt , t (
t ,
). t =
p j , t 1.
j =1
EW(T) T EW(T) =
tW t . -
t =1
( p),
EW(T) =
( p )t W t .
t =1
: ,
.
4. ( ).
, .
/
, ,
(4.1).
,
(4.2). (4.3),
( ) .
(
) . 11.
1
(. 1). ,
, 13
4.3.
4.2.
4.1.
3.2.
2.4.
2.3.
2.2.
3.1.
1.2.3.
1.2.2.
1.2.1.
1.2.
2.1.
1.1.3.
1.1.2.
1.1.1.
1.1.
. 1.
2.
t(), t = ,T , = 1,T () .
, 0, t() , t
,
.
14
, ,
. .
1. t , , 1
(1) t() = t, t = 1,T .
, 1, , , ,
, , , .
2. t ,
, ,
(t ) (
):
(2) t() = (t , ), t = ,T , = 1,T ,
() .
( ): (t , ) = () t-, {}
. 2.
3. ( 3), t
,
(
),
(3) t() = (t ), t = ,T , = 1,T ,
() ( , ) .
: (t
) = () t-, .
,
:
1 0,
3 2 0.
1. T = 3 , ( ,
, 1
.
15
1 (1) 2 (1)
):
3 (1)
2 ( 2 ) 3 ( 2 ) . 1
3 ( 3)
() = 0, .
= 1,T () = T , .
= Const: () = min {; T }, ,
, .
() ( ) (
). 2 L0(t) (
t),
, t = 1,T . , L0(t) T t +1. L0(t) = 1,
t = 1,T , , L0(1) = T,
L0(t) = 0, t 2 ( L0(t) = T t + 1),
, 0 L0(t) < T t +1,
3. L() (
() ).
1
, ..
2
,
. :
0 ;
;
.
3
, , T ,
(
).
16
:
(5) max {L0(t ) } 1, t = 1,T .
=0,t 1
L(t) , t.
(6) max {L(t ) } 1, t = 1,T ,
=0,t 1
,
(. (5)),
, ( ), (
) 1.
,
, ,
(8) L0(t) 1 + 0(t), t = 1,T ,
(9) L(t) 1 + (t), t = 1,T .
(5)-(9) .
.
, ( 3.5).
.0.
.
.0 , :
(10) () 0(), L() L0(), = 1,T .
.0 ( . (5)-(9))
.
1
, ,
3.5.
17
1
. : , , .
, (8)-(9), .
, .0, .
1
(1 4),
(., , 3.5).
, :
- 1, ;
- 2,
;
- 3,
;
- 4, .
. , - ,
,
, , , ..
, (. 4).
18
. 1.
,
, .
19
3.
3.1.
(), n ().
, ,
,
, .
: yi Ai i- , i I = {1, 2, , n}
n
Ai
i =1
Aj
j i
i- .
.
(, y)
H(y) (y),
: (y) =
i ( y) ,
i(y) i- ,
i =1
i ( y) .
i =1
i- fi(i, y)
,
, ci(y), :
(2) fi(i(), y) = i(y) ci(y), i I.
, i- yi
(
[59]).
20
.
( )
.
, , ,
, .
, , , :
.1. i I Ai 1+ .
.2. i I 1) ci() ;
2) yiAi ci(y) yi, iI; 3) yA, ci(y)0; 4) y-iA-i,
ci(0, y-i) = 0.
.3. - .
.4. .
P()
( ,
,
).
y A ,
,
: i ( y ' ) min , (y) = {() |
iI
() ( y ')
(3) K(()) =
min
yP ( ())
((), y).
*,
:
(4) * = arg max K(()).
( )
[59] , ( -,
=
K:
i )
i =1
c i ( y i* , y i ) + i , y i = y i*
, i I,
*
0
,
y
y
i
i
(5) iK =
i ,
y*,
(5) [56],
[18, 58]:
(6) y* = arg max {H(y)
yA
ci ( y i ) }.
i =1
1
(5)-(6) . ,
y A:
,
(), P() , ,
= 0. , , ( )
, [30, 59],
[58], ,
[58].
22
(7) (y) =
ci ( y i ) ,
i =1
(
(6));
[58], [53], [60] .
, .
, . (5) , .
[59] . ,
, . , , ,
,
, ( 3.4).
.
3.2.
. T
,
t = 1,T t()
23
, yt,
.
yt At t, t(): At 1+ ,
t = 1, T . ,
.1-.4.
t
t t t
(1) f ( , y ) = t(yt) ct(yt), t = 1, T ,
ct() .
t
(2) t(t, yt) = Ht(yt) t(yt),
H t() , t = 1,T .
, , , , f t(t, yt) 0, t = 1,T
(
Individual Rationality).
.1-.4,
1
x1,T = (x1, x2, ..., xT) :
(3) xt = arg max
{H t(yt) ct(yt)}, t = 1,T .
t
t
y A
,
, ,
, (
[59, 60] .
1 ),
.
24
(
) (2),
:
T
max1,T
1 ,T
A
{Ht(yt) ct(yt)},
t =1
At , = 1,T .
t =1
,
(3) T ,
(4) (3) , .
(
, ,
, , , .. .
[59]), (4)
( , ).
,
,
( ) ( )
1 (. [78-80]). ,
R , ,
P(R)
: P(R) = {y1,T A1,T |
c t ( y t ) R}, ,
t =1
A1,T . [78-80]
.
25
, :
T
max
1,T
P ( R ) t =1
{H t(yt) ct(yt)}.
, , (5) T (3).
2. T = 2, H t(yt) = yt, ct(yt) = (yt)2/2rt, At = 1+ ,
t = 1, 2. (3) : xt = rt, t = 1, 2.
T
RT =
r t . (5) :
t =1
rt ,
R RT / 2
x = t 2R
, t = 1,T .
T
r
,
R
R
/
2
T
R
t
, ,
,
, ,
.
,
, t = t(y1,t),
c t ( x t ), y i = x i , i = 1, t
, t = 1,T ,
(1) tK(x1,T, y1,t) =
0, c
(. ):
(2) x1,T = arg
max
y 1,T A1,T
{H t(yt) ct(yt)}.
t =1
, () ,
,
,
ct = ct(y1,t).
.
.2. t = 1,T
1) ct() -
( . ),
c t ( x1, t ),
y t = x t
(3) tK(x1,T, yt) =
, t = 1,T ,
0, c
:
T
max
1,T
1,T
{Ht(yt) ct(y1,t)}.
t =1
, , T ,
c t ( x t , y1, t 1 ),
y t = x t
tK(x1,T, yt) =
, t = 1,T .
0, c
3. T = 2, H t(yt) = yt, ct(yt) = (yt yt-1)2/2rt,
At = 1+ , t = 1, 2. (4) : x1 = (1 + ) r1,
x2 = r2 + (1 + ) r1 = 0 ,
(. 2).
,
,
:
T
max
y 1,T A1,T
{Ht(y1,t) ct(yt)}
t =1
c t ( x t ), y t = x t
, t = 1,T .
(6) tK(xt, yt) =
y t x t
0,
28
t
, At = At(y1,t-1),
t = 2 ,T , A1 . ,
(6),
T
max
y 1,T A01,T
{H t(yt) ct(yt)},
t =1
,
( )
( ), .
29
(. 3 4),
,
.
,
(, , ,
). ,
( 6),
( 4)
[60].
,
,
, ,
.
t = t(y1,t), ct = ct(y1,t), Ht = Ht(y1,t), At = At(y1,t), t = 1,T ,
.
,
, ,
, At = At(yt-1), ct = ct(yt, yt-1), H t = H t(yt, yt-1) ..
. ,
,
( ) .
, (9),
(10). (
) [6, 18, 19],
.
,
(. 5, 6, 7).
30
max
y 1,T A01,T
{Ht(y1,t) ct(y1,t)},
t =1
A01,
(8). K0 ,
T
K0 =
max
T
y 1,T A 1,
t =1
0
{Ht(y1,t) ct(y1,t)}.
2.
1,T(),
, T .
(11) (1,T(), y*1,T ) =
t =1
{H t( y*1,t ) t( y*1,t )}
, , (9)
(3), 1 . 2.
2
1
:
,
( , ..),
,
,
, ()
, (
),
( ) (. [15, 58]).
31
, y*1,T ,
,
f(1,T(), y1,T), ,
T ,
(12) y*1,T Arg
max
1,T
1,T
t =1
z1,T A1,T.
s1,T()
,
T
(13)
{s t(z1,t) c t(z1,t)}
t =1
t =1
(15)
st(z1,t) min
{s t(z1,t) c t(z1,t)}
t =1
T
(16)
t =1
32
t =1
.2 ,
(16)
. , ,
,
(16) . , (15)-(16)
(17) st(z1,t) = ct(z1,t), t = 1,T .
,
z1,T, (14) (17),
(9).
, , , .
, (9)-(10)
, ,
(9) (12) , , ( , ,
, , . [30, 59, 60]).
(17) ,
() z1,T:
(18) (z1,T) =
ct(z1,t).
t =1
,
( ,
, , ..). ,
[42, 58, 59],
, , .
33
t =1
(10).
1.
, , -, (9)
.
-,
1
, .0 (9)-(10)
,
/
(. 3.5).
, 1
1, ,
,
,
T
x1,T = arg
max
1,T
1,T
0t {Ht(y1,t) ct(y1,t)},
t =1
0 = (0 , 0 , ..., 0 )
1 3.
,
(9) .
, , ,
, ( T ) ,
, :
1,T
(19)
t =1
{H t(y1,t) t}
max
y 1,T A01,T ,{ t }
.
34
{t} y1,T
,
T
(20)
t =
ct(y1,t).
t =1
t =1
(20)
( ( T
) .
, (10) (20), (19)-(20).
, (
( ) ) , , .
(
) (. (20))
t =1
,
( ) t,
(. (19))
T
t {Ht(y1,t) ct(y1,t) t}
t =1
max
, (
), (9)-(10) ( ,
).
- , (9)-(10)
. ,
(21) 1 01 ... > 0,
35
T1,T ();
(22) T1, t (y1,t) = 0, t = 1, T 1 ; T1,T
T t 1, t
1, T
1, T
c ( x ), y = x
(y1,T) = t
=1
0, y 1,T x1,T
(23) x1,T = arg
max
y 1,T A1,T
{ 0t Ht(y1,t) 0T
t =1
ct(y1,t)}.
t =1
, (22)-(23)
,
, ,
( , ,
).
, ,
, f t 0 t = 1,T .
1, ,
, t = t(yt)
(3). ,
, .0
(10).
,
( ) (
) . ,
, , (.
) . (10) (24), (25).
2. .0, .1, .2, .3
.4, 1 (3)
:
1
, (3)
( !)
36
max1,T
1,T
X
{Ht(y1,t) ct(y1,t)},
t =1
1
(25) X1,T = {x1,T A01,T | y1,T A01,T
T
t =1
xt y t
ct(y1,t)
t =1
xt = y t
.
. , 2 1 (. (3) (9)) ,
.
(3) , ,
, ,
, .
(25)
. , ,
( , ), . , .
, (25) , (
). 2 1 .
X1,T,
(25),
.
(. (26)).
1
, X1,T = A1,T.
37
, , (3) , ,
(9):
c t ( y1, t 1 , x t ), y t = x t
(26) tK(x1,T, y1,t) =
, t = 1,T ,
0, c
A01,T , , (26),
( (3)).
1 2:
1. (9) (26) .
,
(9)
( ) ( ) .
(26) ,
. ,
(.
(25)).
3.4.
n ,
( ) yit Ait , i I = {1, 2, ..., n}, t = 1,T (.
3.1). yt = ( y1t , y 2t , ..., y nt ) t, y1,T = (y1, y2, ..., yT)
T.
38
Ait , At i =
iI
A01,
Atj , A1, =
j i
At ,
t =1
= {y A | y A (y ), t = 1, }, = 1, T .
(,
.2 .2,
, ,
).
.2. t = 1,T , i I 1) cit ()
(1)
1,
1,
1,t-1
max
y 1,T A01,T
t =1
{H t(y1,t)
iI
cit (y1,t)},
.
. [59] , ,
,
(
!), , ,
.
(2), , , n
.
1.
39
, , 2 1.
40
3.5.
1-3 ,
,
,
T ( .0
).
1
.
, 1.
, 1,
. , , .
- (1). .
c t ( y1, t 1 , x t ), y t = x t
(1) tK(x1,t, y1,t) =
, t = 1,T ,
0, c
y1,t-1 , t,
xt, yt
.
, , , ,
, ( ,
) :
1
,
,
2 (. 1 2)
.
(2) xt = ~
x t (x1,t-1)= arg
max
y A ( x
t
1,t 1
K1
1: K1 = (1,T, x1,T), 1,T (1), x1,T (2).
(. ),
,
c t ( x1, t ), y i = x i , i = 1, t
, t = 1,T ,
(1) tK(x1,T, y1,t) =
0, c
(2).
-. (1)-(2),
1. ,
,
( 1),
. , , , .
, ,
,
.
. , ,
.
1 (), ,
1
2 2*,
, , .
[60], [42],
[43].
41
, . . t
: yt,
t
(t + (t)) (t+1, t + (t)) (2), x1,t-1 ( ) y1,t-1,
xt = arg max {H t(y1,t-1, yt) ct(y1,t-1, yt)}, t = 1, T .
y t A t ( x 1,t 1 )
~ t ,t + ( t ) ()
,
:
t + (t )
max
z
t ,t + ( t )
t ,t + ( t )
A0
{ ~ (x1,t-1, ~
x (x1,t-1,zt,), y1,t-1,z)
=t
c(x1,t-1, zt,)}.
, , ( , , , yt xt, -
(t+1) ~
x t +1 (x1,t-1, yt)). ,
(3), , (2),
1.
, (1) ,
. , ,
,
. ,
, ,
,
( ) ,
,
.
42
, .
, ,
,
, ft(y1,t) U t ,
t = 1,T , { U t } .
, 2.
, .
4.
.
, (, ). ,
, , ,
.
5. T =2, A1 = A2 = {0; 1}, ,
2.
y1
0
0
1
1
y2
0
1
0
1
. 2. 5.
c1
c2
H1
H2
U1
U2
1
1
2
4
0
2
1
2
2
6
0
2
3
1
3
12
0
7
3
2
3
9
0
7
. (0; 1),
K1 = 3. , (1; 0), K4 = 4.
43
, ,
x1 = 0
y1 = 1,
x2 = 0. , , K2 = 7,
, K1,
1. ,
, , , ,
2,
, , 4.
, ,
,
, ,
.
, ,
2. - ,
, ,
, , .
,
.
2
,
( ),
(
),
(,
, ), ,
.
44
( , . ),
1 ( ,
, ,
).
-. : t ,
, ,
(t+1, t + (t))
,
, , (t+1),
.
-, ,
, , ,
, (t+1, t + (t)), ,
(
). ,
, (.
).
, .
- (2).
c t ( x1, t ),
y 1, t = x1, t
(4) tK(y1,t) =
, t = 1,T ,
0, c
45
(1), xt, yt
.
, , , ,
,
:
(5) xt =Projt arg
t + 0 ( t )
max
t ,t + 0 ( t )
y t ,t + 0 ( t ) A0
=t
t = 1, T .
K2
2: K2 = (1,T, x1,T), 1,T (4), x1,T (5). , K2
, K1 (. 6). .
-, -.
, (.
- ), 2.
( 1)
, ,
, .
- (3).
(4) (5). , . , .
K3
3 . , K3
, K1 / K2 (. 7).
.
C-, C-.
46
, (.
- ), 3.
( C 1)
, , , .
4. , . 1
(4) :
T
max
1,T
A01,T
{H t(y1,t) ct(y1,t)}.
t =1
, -, 4 (. 1-3). -, 1 .0 , ,
(, , ),
K4 = 1,T(x1,T, 1,T), 1,T
(4), x1,T (6). , ,
4 , :
(7) K4 K1, K4 K2, K4 K3.
, ,
.
,
1
.. ,
. ,
( ),
.
47
, ,
t(y1,t)
, . , [36, 37, 78-80],
{ t ( )} ,
t ( ) t ( y1,t ) , M -
t =
( M = min{T , + k } 2 3, M = T 4). , 1 4
t(y1,t), , ,
, .
(. 1)
4 , ,
,
: , . ( )
. [80]
, ,
,
. :
1. { t } { t}
t F t ( y1,t ) y max
Y
t =1
1,T
1,T
t =1
1,T
,
t = t + t , t = 1, T , , 0
t =1
1,T
1,T
. , , 48
, ,
.
2.
T
t ( ) F t ( y1,t ) y
,T
t =
max
Y ,T , y1, 1 = x1, 1
, { t } { t} ,
t ( ) := t + t, = 1, T , , 0 , , ,
, , , ,
, . , , ,
,
: , ,
.
3.
t =1
,
, ,
x1,T ; ( ) := { ( ), +1 ( ), K , T ( )} .
(1) V , , , ,
( ) ~
~
~
( ) = { 1 ( ),K , 1 ( )} , = 2, T , ,
~
{ ( ), ( )} V .
4. { t } .
,
( V), ,
, .
49
x1,T
t F t ( y1, t ) y max
Y
t =1
1,T
1,T
{ t } , ,
{ t} : t +1 > t +1 ,
t
t
t = 1, T ,
1, t 1
1, t 1
y 1,T
Y (y
) Y (x
) , x
{ t} .
, [80], , ,
t ( ) = t , ( . ). ,
~
t ( y1, t ) = t t ( y1, t ) . ,
t
t F t ( y1,t ) ,
1, T
t =
F t ( y1, t ) .
t =
.
. 0(t), t = 1,T , . L10,T = (L0(1), L0(2), ..., L0(T)) (
,
L0(t) 0(t));
1 = 1,
2 = 1 + L0(1),
3 = 2 + L0(2) ..
3 ( , 3
2 ),
50
[i; i+1] ,
i, i = 1, 2, ..., imax( L10,T ) 1, imax: i max = T.
, (. 1-2),
t(y1,t) = H t(y1,t) ct(y1,t), t = 1, T ,
1-4 x11,T , x12,T , x13,T x14,T , , 1:
(8) x1t = ~
x1t (x11,t-1)= arg
(9)
x2t
max
y A
t
= ~
x2t (x21,t-1) =
t + 0 ( t )
= Projt arg
max
y
(10)
( x11,t 1 )
x3i , i +1
= arg
t ,t + 0 ( t )
max
y i , i +1A0
t ,t + 0 ( t )
A0
i , i +1
y 1,T A01,T
=t
1, 1
t( x3 i ,
max
y i , ), i = 1, imax 1 ;
t(y1,t), t = 1,T .
t =1
2-5
1-4 ( ,
).
...
t
1
...
T-2
T-1
. 2.
1
...
t
1
...
T-2
T-1
. 3.
2
52
...
t
1
...
T-2
T-1
. 4.
3
t
1
...
T-2
T-1
. 5.
4
3.
0 (1 < 0 < T), m0 , L0
. ,
, 1 m0 L0. , , 53
, 1 m0 L0 0 < T ( 3 4).
1. 0 (1 < 0 < T), m0 , L0 (.
6) 6)).
,
L0 0,
m0
T L0
n=
, 0 L0 + m0 (. 6).
m0
.
:
x1, L0 = Pr oj arg
y 1, L0
[ ( y1, )]
0
max
1, 0
y 1, 0 A0
=1
m0
. 3,
L0 . (
) L0 ,
m0, L0 m0
,
. , m0 m0 , L0 + 1.
(
):
x L0 +1,K, x L0 +m0 =
y L0 + ) =
54
m0 +0
Pr oj arg
y L0 +1,L0 +m0
( x1,min( ,L ) ,
max
L +1
y L0 +1,m0 +0 A 0 LAm0 +0 =m
0
L0
Pr oj
y L0 +1, L0 + m0
arg
max
L +1
y L0 +1,m0 + 0 A 0
L Am0 +0
( x1, ) +
= m0
m 0 + 0
( x1, L0 , y L0 +1, ) } =
= L0 + 1
Pr oj
y L0 +1, L0 + m0
arg
max
( x1, L0 , y L0 +1, ) .
= L0 + 1
,
m0 ,
L0 + 1 m0
0 + m0 L0.
, L0 ( m0) n m0 ( nT L0
) 0, n
m0
m0 L0 + (n
1) m0 + 1 0 + m0 L0. :
x L0 + ( n 1) m 0 +1 , K , x L0 + nm 0 =
Proj
yL0+(n1)m0+1,L0 +nm0
arg
max
yL0+(n1)m0+1,0+nm0AL0+(n1)m0+1,0+nm0
0 + nm0
( x1,min( L0 +( n 1) m0 , ) , y L0 +( n 1) m0 +1, ) =
= nm0
Proj
yL0+(n1)m0+1,L0 +nm0
arg
max
yL0+(n1)m0+1,0+nm0AL0+(n1)m0+1,0+nm0
0 + nm 0
(x
( n
1, L0 + ( n 1) m 0
1 ) m
nm
( x
1 ,
, y L0 + ( n 1) m0 +1, ) =
= L0 + ( n 1) m 0 +1
Proj
yL0+(n1)m0+1,L0 +nm0
arg
max
yL0 +(n1)m0+1,0+nm0AL0+(n1)m0+1,0+nm0
L0 + ( n 1) m0 + ( 0 + m0 L0 )
( x 1, L0 +( n 1) m0 , y L0 +( n 1) m0 +1, ) .
= L0 + ( n 1) m0 +1
6, 1, ,
55
(
),
.
a)
...
t
2
...
T-2
T-1
...
t
1
...
T-2
T-1
. 6), 6). 3
1
3, 1:
1
, (12) (.
[59]), (13)-(16), (8)-(11),
56
t 1,
1, t
1, t
( x ), x A0
(12) F (x ) = =1
, t = 1,T ,
1
,
t
1
,
t
,
x A0
1,t
(14) x2t = ~
x2t (x21,t-1)
Projt Arg
max
y t ,t + 0 ( t ) A t A t +1 ... A t + 0 ( t )
[ F t + 0 ( t ) (x21,t-1, y t , t + 0 ( t ) )
F t(x21,t-1)], t = 1, T ;
, i +1
(15) x3i
Arg
i , i +1
max
+1
A A
i +1
... A
[ F i +1 ( x13, i 1 , y i , i +1 )
max
y 1,T A1,T
F T(y1,T), t = 1,T .
(13)-(16),
1-4 :
(17) Ki = FT( xi1,T ), i = 1, 4 .
.
J(t) ,
t.
J(t) t, t = 1,T . ,
t J(t), t = 1,T .
N(t) ,
, t.
N(t) t,
t N(t), t = 1,T .
J(t) N(t) :
.
57
t =1, T
J,
0 L0. :
(22) J + (L0 1) 0.
(22) 1 (
), , ,
,
( )
( ).
,
.
1
. [51].
58
.
59
", 1, ,
- ,
:
1 (" " ) = 3,
1 (" " ) = 1.
2 ( y1 , y 2 )
, , ,
:
2 (" " , " " ) = 3,
2 (" ", " " ) = 3,
2 (" " , " " ) = 1,
2 (" ", " " ) = 15.
, ,
,
, .
, y3, ,
3 ( y1 ) :
3 (" " ) = 3,
3 (" " ) = 100.
,
, , . ,
"" , ,
,
.
1 .
" ", " ", ,
3 + 3 + 3 = 9.
2 2 ,
, 60
, . ,
"",
"" , ,
, "".
, ,
1 + 15 100 = 84.
1 , 2.
7. ( 3
2). , T = 4,
At = {0; 1}, t = 1,4 . ,
6 ( ).
61
[13]
6
5
[12]
[15]
1
8
7
1
5
2
3
2
5
1
2
3
4
1
t=0
t=1
t=2
t=3
[14]
[12]
[11]
[10]
[9]
[7]
[6]
[8]
[9]
[11]
[8]
[10]
[7]
t=4
. 6. 7
0 = 2
. 4
( )
x4* = (1; 1; 0; 1) ( ,
, ),
K4 = 15. 1 (
) x1* = (0; 0; 0; 1),
K1 = 10.
, ( 3 x3* = (0; 0; 1; 1), 2
x2* = (0; 1; 0; 0)) , K3 = 11 > K2 = 9.
62
,
:
K4 > K3 > K1 > K2.
6 7 , 1,
2 3 :
K4 max {K2, K3} K1.
,
. 5-5,
. 6.
5,
T.
2. max {1, 0
J + 1} ( )
.
3. ,
max {1, 0 J + 1} 1.
(19) (20), -, , ( ), , -, , ,
,
( )
. , (22)
(. (21)). 5
( (19)-(21) )
, .
:
(23) J -(t) = min { J(t)}, t = 1,T ,
1
2 1
,
.
63
min
> t + 0 ( t )
max
t t + L0 ( t )1
2 3 : K2 = K3.
. -, , 5
, ,
(19)-(21), (25) (23) (22). ,
(18), (23) (24) , (25) (26) ,
, .
(14) , 2,
t t + L0(t) 1:
(27) x2t Projt Arg
t +0 ( t )
max
t ,t + 0 ( t )
t ,t + 0 ( t )
( y J
( ),
=t
(28) x 2+
t L0 ( t ) 1
Arg
Projt+L0(t)-1
max
y t + L0 ( t ) 1,t + L0 ( t ) 1+ 0 ( t + L0 ( t ) 1) A t + L0 ( t ) 1,t + L0 ( t ) 1+ 0 ( t + L0 ( t ) 1)
t + L0 ( t )1+0 ( t + L0 ( t ) 1)
( y J
( ),
).
=t + L0 ( t ) 1
(15) , 3,
t t + L0(t) 1:
(29)
x3t
t +0 ( t )
Proj Arg
t
max
t ,t + 0 ( t )
t ,t + 0 ( t )
( y J
( ),
=t
(30)
64
x3t + L0 ( t )1
Proj
t+L0(t)-1
t +0 ( t )
Arg
max
t ,t + 0 ( t )
t ,t + 0 ( t )
=t
( y J
( ),
).
max
max
( y J
( ),
t + L0 ( t )1+0 ( t + L0 ( t ) 1)
) +
( ),
)] =
=t +0 ( t ) +1
=t + L0 ( t )1
t +0 ( t )
= Projt+L0(t)-1 Arg
y
( y J
t + L0 ( t ) 1,t + 0
maxt + L
(t )
0 ( t ) 1, t + 0 ( t )
( y J
( ),
) +
=t + L0 ( t )1
max
( y J
( ),
) ].
=t +0 ( t ) +1
(30)
(32) x3t + L0 ( t )1 Projt+L0(t)-1 Arg
max
y t ,t + L0 ( t ) 2At ,t + L0 ( t ) 2
t + L0 ( t )2
maxt + L
t + L0 ( t ) 1,t + 0 ( t )
0 ( t ) 1, t +0 ( t )
t +0 ( t )
( y J
( y J
( ),
) +
=t
( ),
)] =
=t + L0 ( t )1
65
t + L0 ( t )2
Projt+L0(t)-1 Arg
y
t ,t + L0
maxt ,t + L
( t ) 2
0 ( t )2
( y J
maxt + L
t + L0 ( t ) 1,t + 0 ( t )
( ),
) +
=t
t +0 ( t )
0 ( t ) 1,t +0 ( t )
( y J
( ),
) ].
=t + L0 ( t )1
, (25)-(26) (31) ,
t + L0(t) 1, (31) (32). , (28) (30) , 2 3 .
, . .
,
{1, 2, T} [i, i+1],
{i}qi=1, , 1 q T, i i-1, 1 1, q T
(33) 0(i) i+1 i, i = 1, q 1 ,
(34) t [i; i+1] N+(t) i+1.
5. .0, .1, .2,
.3, .4 (33)-(34), 1 : K2 = K3 = K4.
. ,
(33)-(34) : t [i; i+1] J(t) {1, , i 1} = .
, (33)-(34) ,
{i}qi=1 ,
( T) q , ,
.
(33), , , , 1
, ,
(1), (
2 3 1).
66
, .
(34).
5 , ,
. , ,
,
(. 7) ,
.
,
,
.
,
"" ,
. .
t y1,t1
, yt
rt t, t(y1,t, rt), t = 1, T . (
, )
(t, ) , t,
t ( = t)
( = t + 1, T ) .
:
(35) t = 1, T , 1 2 t (2, t) (1, t) t.
(35) ,
(36) t = 1, T , t 1 2 (t, 1) (t, 2) 2 .
(35)-(36),
, ,
()
67
, ,
( ).
. , , , 1(), (
), , 2(),
(37) t = 1, T , = t, T 1(t, ) 2(t, ).
,
,
. , , 1,
. t
x1,t-1
:
T
max
1,T
A01,T
min
r ( t , )
=t
(x1,, r), t = 1, T .
t
x1,t-1
, L0(t) 1
:
(39) xt,t+L0(t)-1 = Projt,t+L0(t)-1 Arg max
y
t ,T
A0t ,T
=t
min
r ( t , )
t(x1,-1, r),
t = 1, 1 + L0(1), ... .
(38) , (39) ,
, 4 ( ),
,
.
68
(40) K(y1,T) =
t ( y 1, t , r t ) .
rmin
t =1
69
1 1:
(1) x11 = arg max {H1(y1) c1(y1)},
1
1
y A
c1 ( x11 ),
y 1 = x11
(2) K1 ( x11 , y1) =
.
0,
1 :
(3) x12 = arg
max
y A
2
( x 11 )
c 2 ( y 1 , x12 ),
y 2 = x12
(4) K2 ( x12 , y1, y2) =
.
0
,
, (4) - .
, (
2, 3 4 ) (
, )
(5) ( x41 , x42 ) = arg 1 1max
{H1(y1)+H2(y1, y2)-c1(y1)-c2(y1, y2)}
2
2 1
y A , y A (y )
K1 K2 = K3 = K4,
/ .
, ,
.
70
,
, (. 5 7).
(T = 3).
1 (1) (2). (3)
(4).
max
y 3A3(x11, x12 )
1
c 3 ( y 1 , y 2 , x13 ), y 3 = x13
(7) K3 ( x13 , y1, y2, y3) =
.
0,
, (4), (7) - .
2 3
, .
, , , ,
,
. , 2
,
:
(8) x 21 = Proj1 arg
max
y 1A1 , y 2A2 ( y1 )
max
{H2( x 21 , y2) +H3( x 21 , y2, y3) c2( x 21 , y2) c3( x 21 , y2, y3)},
(10) x 23 = arg
max
y A
3
( x 12 ,
x 22 )
,
2, 3 4 .
71
3 1 ( 3 2) (8),
:
(11) x32 = Proj2 arg
max
y A , y A ( y )
1
max
y A
3
( x 13 ,
x 32 )
4
(13) ( x41 , x42 , x43 ) = arg
max
1
y A , y A (y ), y A (y , y )
1
{H1(y1) +
+ H2(y1, y2) + H3(y1, y2, y3) c1(y1) c2(y1, y2) c3(y1, y2, y3)}.
(1), (3), (6), (8)-(13), :
(14) K1 = F3( x11 , x12 , x13 ), K2 = F3( x 21 , x 22 , x 23 ),
K3 = F3( x31 , x32 , x33 ), K4 = F3( x41 , x42 , x43 ).
2 3 .
:
, .
2. 0 = T 1, , K2 K3.
. ,
, 2
3 .
, .
2 0 = T 1 ,
1
.
72
T 1 .
3 0 = T 1
,
, , T
1 ,
,
2. ,
, ,
2 , 3.
8.
2 , 3.
, (T = 3), , 2 3
(1 < 0 < T), 0 = 2. ,
0 = T 1, 2.
, 8
7, 3
2, T = 4.
73
5.
,
- ,
.
,
,
.
,
,
:
t 1
H t ( y1, t ) = y t g ( y ) ,
=1
: c t = c( y t ) .
0
L0. ,
g() c() , At 1+ , . , 3.5,
.
t xt ( 3, x t ,K, x t + L0 )
,
:
t +0 1
(1)
max
t + 1
y A ,K, y
t
t +0 1
=t
( y g ( xt + y t + L + y 1 ) c( y )) ,
t 1
xt = x
=1
At ,t +0 1 = At L At +0 1 ,
, .
, (1),
y t , K , y t + 0 1 , .
0 0 :
g ( xt ) c ( y t ) + y t +1 g ( xt + y t ) + L +
t + 1
+ y 0 g ( xt + y t + L + y t + 0 2 ) = 0
+
+
+
g ( x t + y t ) c ( y t 1 ) + y t 2 g ( xt + y t + y t 1 ) +
(2)
+ L + y t + 0 1 g ( xt + y t + L + y t + 0 2 ) = 0
M
g ( x t + y t + L + y t + 0 2 ) c ( y t + 0 1 ) = 0
,
(2) :
g ( xt + L + y t + 1 ) c ( y t + ) + y t + +1 g ( xt + L + y t + ) =
(3) = g ( xt + L + y t + ) c ( y t + +1 )
t + 2
t + 1
t
g ( x + L + y 0 ) c ( y 0 ) = 0
g ( x ) = + x , (3),
y t + +1 + c ( y t + +1 ) = y t + + c ( y t + ) . , c(x), g(x)
, y t = y t +1 = L = y t + 0 1 .
(3)
(4) + xt + ( 0 1) y t c ( y t ) = 0 .
(4),
y t = f ( xt , 0 ) .
(4),
75
x2
.
2
(1) t :
+ xt
.
(5) y t * = y t +1* = L = y t + 0 1* =
1 ( 0 1)
K :
T
T
t 1
( x t )2
)=
K = t ( x1, t ) = ( x t ( + x )
2
=1
t =1
t =1
( x ) =
(6)
= xt +
1
x i x j 12 ( x t ) 2 =
i , j =1KT , i j
( + 1) T t 2
t
)
x
( x )
2 1
2
1
1
.
, g(x) c(x),
(1) 0 0 , -1,
1
. > 0,
> > 1 , 0 1
, .
1 4.
1. 1 0 = L0 = 1 , x t = y t * . , (6) , :
(7) x t = (1 + ) t 1 , t = 1, T .
K1 1,
(7) (6):
2 (1 + ) 2T 1
(8) K1 =
2 ( + 2)
T
= x t ( +
76
,
A1 L AT = T+ ,
(7) (1),
.
< 0
xt = 0, t = 1, T , K1 .
> 0, 1
T+ ,
x =
1 ( 0 1)
t 1
1+
, t = 2,K, T 0 .
(9) x =
1 ( 0 1) 1 ( 0 1)
x T 0 +1 = L = x T =
1 +
1 ( 0 1) 1 ( 0 1)
(9) (6), :
77
2( T 0 ) +1
2 (1 + )1 +
+ 2( 0 1) 1
1 ( 0 1)
.
(10) K 2 =
2 ( 2(1 ( 0 1) ) + )
1, "" (9)
.
< 0
xt = 0, t = 1, T , K2
.
> 0, 1
T+
x i = , x1 ,K, x i 1 , x i +1 ,K, x T = 0 .
(6) , 2
.
K 2 =
2
> 0, 1 < < 1 /( 0 1)
T + , , ,
(9), (10).
> 0, 1 /( 0 1)
() , , ,
.
. , ,
. ,
,
, .
, .
3. 3 1 < 0 < T , 1 m0 L0 0 ,
(5)
x L0 + km 0 1 ,K, x L0 + ( k +1)m 0 = y L0 + km 0 1* . , -, ,
78
(1) t , , ,
, , , 1, () 3:
x1 = K = x L0 = x 0
x L0 + 1 = L = x L0 + m 0 = x 0 b
(11)
,
M
L0 + ( n 1)m0 +1
= L = x T = x 0bn
x
1 ( 0 1 L0 )
,
x0 =
, b =
1 ( 0 1)
1 ( 0 1 L0 + m0 )
T 0
n =
.
m0
(11) (6), K3 3:
bn 1
+ (T L0 m0 n ) x 0b n ) +
K 3 = ( L0 x 0 + m0bx 0
b 1
(12)
bn 1
+ (T L0 m0 n ) x 0b n ) 2
( L0 x 0 + m0 bx 0
2
b 1
+1
b2n 1
( L0 ( x 0 ) 2 + m0 b 2 ( x 0 ) 2 2
2
b 1
+ (T L0 m0 n )( x 0 ) 2 b 2 n )
, , (11), ,
, 2
, .
4. 4 0 = T0 ,
x t = y 1* , ,
:
(13) x t =
, t = 1, T .
1 (T 1)
79
, 4 :
2T
.
(14) K 4 =
2(1 (T 1) )
(13), 2,
, 0 = T .
, 1, 2, 4 3. , 0 = L0 = m0 = 1
3 1, 1 < 0 < T , L0 = m0 = 1 3 2, 0 = T 3 4. , (11) (12)
3 ,
, (7)
(8) 1, (9) (10)
2, (13) (14)
4.
, ,
, K3
(
K 3 = K ( , , 0 , L0 , m0 , T ) ) 0, L0,
m0.
7 > 0. ,
, = 0 = 1.
K1 , K 2 , K 3 .
80
K1
K2
K3
K4
2T/2
2/2
1
1/(T-1) 1/(0-1)
. 7. 1, 2, 3, 4.
K1 K 3 K 2 K 4 ,
4 ( ,
5),
2, 3,
1.
, ,
. 8,
2 K2
0.
81
9.5
K2
8.5
7.5
0
0
1
10
. 8. 2
0 = 0.05, T = 10
, ,
( 3
2 . 1),
.
9, < 0
. , ,
, ,
. , , .
82
1
0.9
0.8
0.7
x1
0.6
x2
0.5
x3
0.4
x4
0.3
0.2
0.1
0
10
11
12
. 9. 1 x1, 2 x2
(0 = 5), 3 x3 (0 = 5, L0 = 4, m0 = 2) 4 x4
< 0, T = 12
.
8 ( ). , . ,
.
,
,
.
,
, . 83
, , , .
, . ,
( ) .
,
, .
< 0.
,
,
1, .
,
.
(. 9).
, ..
2 3, .
, .
2 3,
, ( )
.
( 4), ,
(
).
,
( ) , ,
84
. 4 ,
.
, > 0. 1 / (0 1)
,
.
1
> > 0 10.
0 1
x
7.5
7
6.5
6
5.5
x1
x2
4.5
x3
x4
3.5
3
2.5
2
1.5
1
0.5
00
t
1
10
11
12
. 10. 1 x1,
2 x2 (0 = 5), 3 x3 (0 = 5, L0 = 4, m0 = 2) 4 x4
1/(0 1) > > 0, T = 12
85
.
(
4) .
> 0
,
.
9 ( ).
,
, .
.
,
.
, ,
. > 0,
, , .
, , ,
, ,
, ,
(. 10).
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, , ,
, .
: K1 K 3 K 2 K 4 , . (
),
.
. , 86
t 1
g ( y ) , ,
=1
,
, . ,
.
, ,
,
. .
(. 7), , .
87
, :
- ,
(. );
- ( 1),
( 2);
- ( 1 3),
, ( 2);
- ,
,
( 4);
-
( 5-6);
- ( 7-8);
- ( 5), .
,
n 1, yi Ai, i I. i-
fi(y), y = (y1, y2, ..., yn) A = Ai ,
iI
-
(
, , ..),
,
, . ,
( ),
,
(agent). ,
,
, : ,
,
(principal) .
, , .
2
(1) ,
, . (. ).
89
(1) i(y1,T) =
1
T
fi ( y t ) ,
t =1
t
y 2 , ...,
y = (
y nt ) A
t, y1,T = (y1, y2, ..., yT) T. 1 i- G(T)
t
y1t ,
t it : (A)t-1 Ai
y1,t-1, (t 1), . , i-
i = ( i1 , i2 , ..., iT ). = (1, 2, ..., n) (y1(), y2(), ..., yT()), y1() = 1,
yt() = t(y1,t-1()), t > 1.
* :
1 T
1 T
t
*
(2)
f
(
y
(
))
i
fi ( y t ( * i , i )) i, i I.
T t =1
T t =1
: N(T)
(, N(1) ); imin () i- (, i imin , (IR)),
; * ,
, ; G(T-t) G(T), T t ,
t < T; i(y1,) i- G(T ) ,
i1 (y1,) = i +1 (y1,)
t < T ,
a1,t = (a1, a2, ..., at)
,
( Ai)
( Ai).
90
SPE [66],
.
2
, [53].
91
y1,T P(T) ,
i I, t < T
(4) Wi1,T t
fi ( y j ) ,
j = t +1
,
[91, 92, 103, 105].
, () "" (, )
,
-
,
. ,
,
(. (4)) ,
. ""
(
)
. ,
,
( ,
),
[108, 122, 131, 134, 145].
. ,
, ,
(perfect monitoring [133]).
92
, , , , , 1,
(imperfect
monitoring).
( ),
" " (Folk Theorem (FTh)) [83, 110, 114, 139, 147
.]. FTh [104]:
FTh1: ( ),
* *
, ,
*.
.
y*i Ai, i I,
*,
i .
k
Wi k , . ,
"" .
FTh2: * * SPE, i-
i* , i I.
FTh3: * * ,
SPE, *.
,
( ) .
1
,
(. (1)). , ,
.
93
FTh4: () *
SPE ,
. < 1 ()
( = 1 (. [104])).
FTh5: n = 2, (1, 2) * 0 (0; 1): (0; 1)
c SPE ,
1 2, .
FTh5
( *) [104].
(
) ,
[91] ( ) T [34], .
,
.
,
. ,
, , (
), , , , , , .
:
. [133]
, [126], , , FTh .
,
( ),
.
,
94
( )
[132].
-
, .
, . ,
( , , ). ( )
. "",
[102].
, ,
, ,
[132].
( 7.1 [132]). ""
FTh : ( ; FTh ,
(), ; , (
), ,
.. [85, 92, 99, 120, 129].
1.
1
,
( )
, . ,
, FTh .,
, [30, 32, 41] [115] ( 95
[41]
(. ), 1 2 [30]. .
1 (, ) ( ) ui(y1,i),
i = 1, T (
,
, ),
y1,T. [30, 32],
()
, .
,
,
,
.
, , , , ,
,
( ,
, ) [41].
ui(y1,i), i = 1, T , , yi.
u1,T-1() y1,T-1,
uT(, u1,T-1, y1,T-1) ..,
.
[33, 34, 40]) .
1
.
96
,
, t+1
t , ( )
(
), [41, 66]. ( ) .
, , ,
,
,
() . .
, , ,
[15, 57, 58, 125, 131],
.
,
,
.., , , ,
[52, 56-58].
.
, [15] .
[15, 58]
. ,
()
. 97
,
( )
, .
, ,
, ,
.
:
A = {y1, y2, ..., yn},
A = {z1, z2, ..., zn} (
); y1 A ;
y2 A ; zj A0 ; j M
zj, jl M
: zj zl ,
; = (j, jl); (y1 j, y2 jl)
;
f(j, jl, y1, y2) y
; pj(yk) zj yk, k = 1, 2, j, l = 1, n . ,
, , :
n
(1) E(, y) =
p j ( y1 ) pl ( y 2 ) ( y1 j , y 2 jl ) ,
j , l =1
n
(2) Ef(, y) =
p j ( y1 ) pl ( y 2 ) f ( j , jl , y1 , y 2 )
j , l =1
y = (y , y ), E . [15], (,
{*; y*} [15, 42, 56]):
(3) E(, y*) max
1
y A 2
98
, (
).
.
2
,
"", , "", . - ""
, (.
).
99
( FB )
, - [131]. IR - ( FB )
- [123, 138].
2
,
, .
100
-- .
(.
FTh ). ,
: ,
. ,
, [134].
,
, , , - .. [89, 98, 112, 113,
116, 117, 124, 125, 136, 137, 141, 146].
,
, , .
, ( ) , , ,
.
, , ,
; , (renegotiation-proof
contract). , , .
, ,
,
, .
,
101
( ) ,
.
. [15]:
, ,
(apriori, , ), ; , ,
.
(interim)
, .
, .
,
[94, 97]. , ""
[90, 106, 119].
, ,
, (
) [22, 58,
106].
, , , [111],
, , . :
;
; ;
; ( );
102
, ( , )
.
, (FB),
, (SB). ,
,
(
, ,
). ( ,
).
. . ,
, ,
, ,
. ,
, ,
,
FB- [111]. ,
,
, , SB-
, FB- [57, 125].
(, , ),
.
, , (
[17-20]), , , , ,
103
,
. ,
.
(renegotiation-proofness
principle):
,
[93, 121] (.
[16, 58,
107, 116, 117, 128]).
, ,
[16, 58].
, , . , ,
, ,
, "".
, , , [12].
, , ,
.
, .
, , , (
104
,
( !) (.
[16, 127])
, , ( );
.
[98, 113, 144].
, , ,
,
, , 1, (, ) .
()
, , .
, .
, ,
.
, , , ..
, .
, , (., , [12]). , , [92, 96, 97,
135].
105
(), 1 (), t
max
yt At ( xt , yt 1 )
, t = 1, T .
:
(4) t(x1,T, y1,T) = f t(xt, yt) +
k f k ( xk , y k ) .
k = t +1
(4)
: = min {t + 0, T} 0
0 ; = T
.. [18, 78-80]. ,
, , .
106
t ( y t , 0 )
(4).
,
(x1,T, y1,T) =
k f k ( xk , y k ) ,
k =1
, (. )
[79]. , , ,
, ,
,
.
(0 + 1 < T),
.
[79] ,
, ,
,
.
(3)-(4)
.
[36, 37] , .
(
1 x1,T ), (
) ,
, (.
).
,
,
, [78-80].
107
.
. .
()
x X
y A, X (
X = A): = (x, y).
f(), ,
, , , : f = f(, x, y).
:
P(, x) = Arg max f(, x, y). ,
y A
,
.
.
1 [2, 3,75].
2 ,
.
( )
, ( ).
[16]
[21].
.
,
,
.
, ,
,
. .
10. r,
, , .
1
[58],
( , ) (
,
),
(
)
.
2
[11, 76, 77].
110
. : f(r) = A q r0 + (r r0), r0 r, r r (
). r > r0,
:
r1 = r0 + (r r0).
, r
, . , :
f(r) = A q r0 + (r r0) + (A q r1).
f(r) , ,
( ) r,
> q.
.
. ,
(. ).
, 1. , ,
, , ,
. ,
,
,
. ,
.
[2, 3, 72, 73, 75] ,
. ,
1
, , , ,
[75].
111
, ,
, .
[75].
, [12].
,
(. ).
,
.
,
, . ,
m = {(u1, y1), (u2, y2), (um, ym)}
, , m . : (
) , , ..
1 ( ).
11.
.
(
()):
1
- ,
. ,
( ) ,
, ,
.
112
(, y) = H(y) (y).
: f(, y) = (y) c(y).
:
A = [0; A+], 0 < A+ < +, : c(y) = y2/2r, r > 0
.
, , M1, :
y A c-(y) c(y) c+(y), r [r+; r-].
[58],
( )
: K(y) = c+(y),
y+ = Arg max {H(y) K(y)}.
yA
, , :
= {H(y*) c(y*)} {H(y+) c+(y+)} 0.
, , H(y) = y, = (r r+) / 2.
,
. .
K(y, ~
r ) = y2/2 ~
r ,
r
0 , r < ~
+
~ .
A , r > r
y*( ~
r )=
~
r .
113
1 2.
; , (
); ;
..
.
.
(
) : () : 1, 2, 3, ... ; i ,
1
, . ( ) .
.
, ,
,
[16].
2
( ), , ,
. [14, 22].
, .
, ,
( ,
).
, , , , .
114
.
()
1 ( , , , ).
2 1, ..
/ ,
, , ,
( i),
( I 'i
i
).
[2, 3].
115
1. . . .: , 1967.
2. ..
/ . .: , 1988. .
32 36.
3. .. // . ., 1985. 12. C. 72
78.
4. .., .., .., ..
. .: , 1994. 72 .
5. . . .: ,
1980. 528 .
6. .., .., .., .. . .: ,
1986. 248 .
7. .. . .: ,
1984. 296 .
8. .., .. / 3- . 9-14 . 1996 .,
. 2. . 4 5.
9. . . , 1960. 400 .
10. ., . . .: , 1969. 120 .
11. .. .
.: , 1968. 408 .
12. .. . .:
, 1977. 255 .
13. .., .., ..
. : , 1974. 234 .
14. .., ., .. . : . .: , 1989. 245 .
15. .., .., ..
- //
. 1993. 11. . 3 30.
16. .., .., .. - //
. 1996. 3. . 3 25.
116
34. .., ..
// . 1974. . 14. 5. . 1323 1327.
35. .. . .: , 1997.
607 .
36. .. // . . 1986. N 2. . 160-163.
37. ..
/ , . .: , 1985. .
64 68.
38. .., .. . : , 1998. 462 .
39. .. . .: , 1990.
82 .
40. .. // . 1977. . 17. 4. . 922 931.
41. .., .., ..
. .: , 1991. 197 .
42. .., .. . .:
, 2000. 108 .
43. .., .., .. -
/ XLI
. 27-28 1998 . , 1998. II.
C. 38.
44. .. . .:
, 1976. 280 .
45. .., .. .
.: , 1984. 174 .
46. .. //
. 1991. 3-4. . 30 38.
47. . . .: ,
1985. 392 .
48. ., . :
. .: , 1978. 311 .
49. . : . .:
, 1991. 464 .
118
68. . .: ,
1979. 464 .
69. . . .: , 1974.
302 .
70. .. . .:
, 1998. 376 .
71. ., ., . . .: , 1993.
864 .
72. ..
/ ,
. . , 1985. . 30 34.
73. ..
/ , ,
. .: , 1984. . 73 81.
74. ..
. .: , 1969. 316 .
75. .. . .:
, 1991. 166 .
76. .. . .:
, 1968. 399 .
77. .. . .:
, 1984. 336 .
78. ..
. I. // . . 1986. N
10. . 89 94.
79. ..
. II.
// . . 1986. N 11. . 82 94.
80. .. .
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124