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21

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=

a

+ m

µ+ a

 

 

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n

 

n

P(t) = p

i

(t) = e it = e t

i=1

i=1

 

9#": pi (t) - "+ )-$ -: ?". - .$ 3 + ? -1 i-- 9 46","$- ;

Pi - %$-"$ % $ -: - . i-- 9 46","$- ;

22

n

Q = Pi - %$-"$ % $ -: - . ?@" - .

i=1

*+% 5 + 66"6:$ , "#%$"$%% 9+0551 %. n 46","$- "+ )-$ -:- . ?@" - + $ :

n

Q(t) = i=1 qi (t) ,

"+ )-$ -: ?". - .$ 3 + ? -1:

n

P(t) = 1 Q(t) = 1 qi (t)

i=1

?I", 60/ " ., 8$ ,"> $$ " "#%$"$%" 46","$- 5 $ #"8$ -% -+0 -0+$ 3 2"," ?@" - .

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m+1

 

n

 

Q = (1

pi ),

j=1

 

i=1

 

"+ )-$ -: ?". - .$ 3 + ? -1:

 

 

 

P = 1 Q = 1

m+1

n

 

(1

pi ) ,

 

 

j=1

i=1

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Qi = qim+1 ,

"+ )-$ -: ?". - .$ 3 + ? -1 i-- 3 5 # % -",1:

Pi = 1 Qi = 1 qim+1 ,

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n

n

qim+1 ).

P = pi

= (1

i=1

i=1

 

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r1,c1

 

 

 

 

 

 

 

r n , c

n

 

 

 

 

 

ri , c i

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

x1

xi

x n

%. 6

 

 

 

 

26

 

 

 

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5 . -"6", $ #"8$ -% Ri (xi ) %

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6) + ? - 5 ?$ -%

 

i-- 3 5 # % -",1

$" ?2 #%, ,

/- ?1

+ ? - 6 2 -) ?1 #%$ %2 xi + 1 46","$- .

 

 

"+ )-$ -: - . i-- 3 5 # % -",1 Qi (xi ) + $ :

 

Q

i

(x

i

) = q xi +1

= (1 r )xi +1

,

 

 

 

i

i

 

 

- 9# $ #"8$ -: ( "+ )-$ -:

?". - .$ 3 + ? -1)

i-- 3

5 # % -",1 5+"#"6%- ) :

 

 

 

 

 

Ri (xi ) = 1 Qi (xi ) = 1 (1 ri )xi +1 ,

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Ci (xi ) = Ci xi ,

$/ -"6:$ #6) "9 ?@" - 5 60/%,:

R= n [1 (1 ri )xi +1]

i=1

n

C = Ci xi

i=1

1+ .%, " 2 + -"+% -% % ?@" - " - +$ 3 D +,".

27

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X = (x1 , x 2 ,...x n )

" - + , - %, -% +"."+ (X) ?0#", $ .1 -: "6%/%$0:

n

C(x) = C(x1 , x 2 ,...x n ) = Ci (xi ),

i=1

" - + , $ #"8$ -% R(X):

n

R(x) = R(x1, x 2 ,...x n ) = R i (xi )

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# / 5-%,%. (%) -+0 -0+1 +"."+ . 6J/ "- ) 5+"#"6"$%%5-%, 6:$ 9 - +"."+ , -.". $ 2 8#"$%) " - + - +"."+ :

Xopt X

*+% 4- , ., 8$1 # " . # /% 5-%,%. (%%:

& *! , 9# $ 2 #)- 5-%, 6:$13 - +"."+ $12 46","$- X = Xopt , 5+% - + , # -%9 "- ) -+"?0", " .$ /"$%" $ #"8$ -%?@" - R(Xopt ) R& 5+% ,%$%, 6:$ 3 - %, -% +"."+ :

(Xopt ) = min C(X) , X X

 

28

 

 

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5+% - + ,

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R(x1, x 2 ) = R1 (x1 ) R 2 (x 2 ) = [1 (1 r1 )x1+1 ] [1 (1 r2 )x2 +1 ] ,

- %, -: +"."+ :

C(x1, x2 ) = C1 (x1 ) + C2 (x2 ) = x1C1 + x2 C2

 

 

 

29

 

 

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% .2=0, 1, 2,..,

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x 2

 

0

1

2

……

x1

 

0

 

R(0,0)

R(0,1)

R(0,2)

R = R&

 

 

C(0,0)

C(0,1)

C(0,2)

1

 

R(1,0)

R(1,1)

R(1,2)

 

 

 

C(1,0)

C(1,1)

C(1,2)

 

2

 

R(2,0)

R(2,1)

R(2,2)

 

C = C

c(2,0)

C(2,1)

C(2,2)

 

, -+%(" " - + R C ?@" - , 8$ 5+ " -% 6%$%% + $ 3

- %, -% +"."+ C = C

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6%$%%

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6%$%% R = R& )

 

 

 

 

%, 6:$ $ #"8$13 +% $- $ 2 #%- ) #$ , %. $">$%2

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.$ /"$%) x1(N) ,.... x(N)n , -.". " - + - +"."+ ?@" - %,""- %#:

 

X(N) = (x1(N) ,...x i(N) ,...x (N)n

)

 

 

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5-%,%. (%%, %,""- %#:

 

 

 

 

 

 

 

 

 

 

xi (xi(N) ) =

R

i

(x(N) + 1) R

i

(x(N) )

 

 

 

 

i

 

 

i

,

 

 

 

 

Ri (xi(N) ) Ci

 

 

 

 

 

 

 

 

 

9#":

Ri (x(N)i ) - $ #"8$ -: i-- 3 5 # % -",1,

5+% /% 6" +"."+ $12

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> 9 ,

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%8"$%" $ N+1 > 9" 5+ %. #%- ) - "- - "$$ 0 6 %J:

 

 

(N+1) = max i (xi(N) )

1 i n

 

 

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