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b 3 GDB69AP D<E>4 84AAB7B F<C4 CDB9>F4; c 3 GDB69AP <AH?SJ<< 6 $(. $4EEK<F4FP:
1. +<EFO= 8<E>BAF<DB64AAO= 8BIB8 (CB HBD@G?9 2), KFB5O BCD989-
?<FP 8BIB8, >BFBDO= CB?GK<F «"D74A<;4J<S» BF D94?<;4J<< CDB9>F4 6 F9- >GM<I J9A4I. $4EK9FO CD98EF46<FP 6 F45?<J9 5.
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A69EF<J<<, FOE. DG5. |
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BIB8O, FOE. DG5. |
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<E>BAF<DB64AAO9 <A69EF<J<<, FOE. DG5. |
<E>BAF<DB64AAO9 D4EIB8O, FOE. DG5. |
<E>BAF<DB64AAO9 8BIB8O, FOE. DG5. |
+<EFO= 8<E>BAF<DB64AAO= 8BIB8, FOE. DG5. |
!4>BC?9AAO= 8<E>BAF<DB64AAO= 8BIB8, FOE. DG5. |
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FB7B |
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#GEFP t 3 8BIB8O, CB?GK9AAO9 6 t-@ C9D<B89, $t 3 D4EIB8O CB?GK9AAO9 6 t-@ C9D<B89,
t 3 <A69EF<J<<, E89?4AAO9 6 t -@ C9D<B89, t 3 CBDS8>B6O= AB@9D C9D<B84 CDB9>F4, t=1,T 3 8?<F9?PABEFP CDB9>F4,
&D 3 D4EK9FAO= C9D<B8 (7B8); q 3 EF46>4 8<E>BAF<DB64A<S.
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E?< + >0, FB CDB9>F E?98G9F CD<ASFP. E?< + < 0, FB CDB9>F E?98G9F BF69D7AGFP.
D<F9D<= 59;G5OFBKABEF< CDB9>F4: 9E?< + >0
2. %DB> B>GC49@BEF< CDB9>F4 (CB HBD@G?9 3), >BFBDO= CB>4;O649F ;4
>4>B= EDB> B>GCSFES <A69EF<J<< 6 <AAB64J<BAAO= CDB9>F < GK<FO649F C9D6BA4K4?PAO9 >4C<F4?PAO9 6?B:9A<S.
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789 (t3) 3 CBE?98A<= C9D<B8 D94?<;4J<< CDB9>F4, CD< >BFBDB@ D4;-
ABEFP A4>BC?9AAB7B 8<E>BAF<DB64AAB7B 8BIB84 < 8<E>BAF<DB64AAOI D4EIB8B6 CD<A<@49F BFD<J4F9?PAB9 ;A4K9A<9;
! (t3) 3 CBE?98ASS BFD<J4F9?PA4S D4;ABEFP A4>BC?9AAB7B 8<E>BA-
F<DB64AAB7B 8BIB84 < 8<E>BAF<DB64AAB7B D4EIB84;
! (t+) 3 C9D64S CB?B:<F9?PA4S D4;ABEFP A4>BC?9AAB7B 8<E>BAF<- DB64AAB7B 8BIB84 < 8<E>BAF<DB64AAB7B D4EIB84.
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D<F9D<= 59;G5OFBKABEF< CDB9>F4: 9E?< &B>>1/2*& 8?<F9?PABEF< CDB9>F4.
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CDB9>F CD<A<@49FES, 9E?< B>GC49@BEFP <@99F @9EFB;
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3. A89>E 8BIB8ABEF< (CB HBD@G?9 4), >BFBDO= BCD989?S9FES >4>
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# 3 CD<6989AAO= 8BIB8;
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E?< $ < 1, FB CDB9>F E?98G9F BF69D7AGFP.
#D< $ =1 CDB9>F A9 S6?S9FES A< CD<5O?PAO@, A< G5OFBKAO@. D<F9D<= 59;G5OFBKABEF< CDB9>F4: 9E?< $>1
4. AGFD9AASS ABD@4 8BIB8ABEF< (CB HBD@G?9 5), >BFBD4S BCD989?S9FES
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D<F9D<= 59;G5OFBKABEF< CDB9>F4: 9E?< ! >q.
5. "CD989?<FP GEFB=K<6BEFP ( ) > <;@9A9A<R GDB6AS <AH?SJ<< (CB
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789 QD 3 B5N9@ D94?<;4J<<;
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FB7B CBF9DP, FOE. DG5. |
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RA>FGDO A4 6E9I <?< BF89?P- |
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9DBSFAO= GDB69AP CD<5O?< BCD989?<FES E GK9FB@ 6B;89=EF6<S D<E- >B6 2 CB HBD@G?9 10:
#D(69D) = #D * (1 - 2) |
(10) |
9DBSFAO= B5N9@ >4C<F4?B6?B:9A<= <AAB64J<BAAB7B CDB9>F4 BCD989?<FES E GK9FB@ 6B;89=EF6<S D<E>4 1 CB HBD@G?9 11:
<A (69D) = <A * (1 + 1) |
(11) |
789 <A 3 <A69EF<J<< 6 CDB9>F. |
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(12) |
J 1
789 i 3 >BQHH<J<9AF EBBF69FEF6GRM97B E?B:AB7B D<E>4 (HBD@G?4 12), Vij 3 ;A4K<@BEFP j 3 7B CDBEFB7B D<E>4 CB i3 @G B5N9>FG,
Pij 3 Q>EC9DFA4S BJ9A>4 69DBSFABEF< A4EFGC?9A<S I 3 CDBEFB7B D<E>4 CB i3@G B5N9>FG.
j 3 [1,m] CDBEFO9 D<E><.
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80