6A H = E?H A?

1H $ @A IAFJEA >HA @A 

E?=

)F E =H 2AHA@ + HJAI

@E?A CA AH=


  -IJH=JACE=I AIJHE?J= A JA @  -GKE E>HE @A =ID  ! - AH?E?E I 4AIKA J I

-IJHK?JKH=I @A

KAC I AIJ JE? I ?

E B H

=?E

E =@=I

F AJ=

# % &

F E   2AH@E@= @A - ?EA ?E= -? EC F E  = 2=H=@ = @A *AHJH= @ 2H @K?J I @EBAHA ?E=@ I ! @A @A +EK@=@ E A= ? ! - AH?E?E I HAIKA J I

AH?=@



E?=

? IJ I @A JH= IF HJA ?K=@H JE? I

  " " # $ '

1 JH @K??E
+=IE J @ I I =? JA?E EA J I @A KAIJH= LE@= ? JE@E= = AIJ= HA =?E =@= ? = J = @A @A?EIE AI AIJ=I I J =@=I F H A A F A =I HA =?E AI @A F=HA = = @A?E@EH A GKA KC=H IA L= = ?A =H GKA FA ?K = IA LAH A A JH=>= AIJ=> A?A I @A?EIE AI = @A =NE E =H I >A A ?E I J= J FH FE I ? A FHAI=HE= AI A A = >EA JA AI? =H AJ? 6 @= J = @A @A?EIE AI E L K?H= @EBAHA JAI JEF I @A =?J HAI O @EBAHA JAI JEF I E ?A JEL I AJ=I IE A >=HC ?=>A @AIJ=?=H GKA ?=@= E @ELE@K JEA A F H CA AH= K = AJ= = ?K= AI = I @AIA=> A O F=H= CH=H AIJ=> A?A K = AIJH=JACE= F=H= CH=H @E?D > AJEL FHA?EI= A JA AI AI GKA AIJK@E= = 6A H = @A I KAC I = 6A H = @A KAC I @AI@A =D H= =>HALE=@= 6 F=H= = CK I AI = F=HJA @A =I =JA JE?=I GKA IA A ?=HC= @A AIJK@E @A = J = @A @A?EIE AI @A I E @ELE@K I @A JH @A K IEIJA = A AIJA IA JE@ = 6 JEA A CH= @AI =F E?=?E AI A @EBAHA JAI @EI?E F E =I J= AI ? =I ?EA ?E=I F JE?=I = FIE? C = O = A? = AI FHA?EI= A JA IJ= I >HA = GKA AN=?AH>=HA I A A FHAIA JA @ ?K A J
3K AI K KAC

KAC AI K = HAFHAIA J=?E B H = @A K = IEJK=?E @ @A ANEIJA E @ELE@K I I ?K= AI JEA A AIJH=JACE=I E JAH@AFA @EA JAI O GKA =@A =I ?=@= ? >E =?E @A AIJH=JACE=I A A?KJ=@=I IA A HAJHE>KOA A K ?EAHJ L= H @A KJE E@=@ I KAC I >E FAHI = AI FKA@A IAH HAFHAIA J=@ I @A K = B H = ? @= @A = B H = AIJH=J CE?= H = A@E= JA K = =JHE >E =HE= @ @A CA AH= A JA =I =I A ? HHAIF @A = =I AIJH=JACE=I @A KC=@ H  O =I ? K =I = KC=@ H ,A ECK= B H = ?=@= E JAHIA??E @A AIJH=JACE=I FH F H?E = K ELA @A KJE E@=@ @ @A A FHE AH AH A ? HHAIF @A = KC=@ H  O A IACK @ = KC=@ H + LAHA I I =@A = JA K KAC FKA@A IAH ANFHAI=@ @A = B H = ANJA IEL= ?K= IAH A?AI=HE ?K= @ = = E?A I KAC I @A I @A K = JEH=@= I KAC I FKA@A ? =IE ?=HIA ? KAC I @A E B H =?E ? F AJ= E ? F AJ= @A AIJH=JACE=I FKH=I AIJH=JACE=I ENJ=I A JHA I I ? K AI A A +=FEJK  = = E =HA I I KAC I AIJ JE? I ? E B H =?E ? F AJ= AI @A?EH =GKA I KAC I @ @A I ? K J I @A E B H =?E I @A @ E E FK> E? =@A =I IA @E?A GKA I AIJ JE? I F HGKA = > I KC=@ HAI A ECA IKI AIJH=JACE=I IE K J A= A JA

"

+=F JK

KAC I AIJ JE? I ? ? F AJ=

,A E?E AI > IE?=I

E B H =?E

7 KAC AIJ= B H =@ F H I KC=@ HAI i @A J=HA I = Hi ? A ? K J @A E B H =?E @A KC=@ H i A I =I F IE> AI =??E AI @A KAC O C (H ) A AI A ? K J @A =??E AI F IE> AI ? A ? K J @A E B H =?E H 7 = AIJH=JACE= F=H= A KC=@ H i AI K = BK ?E si : Hi A @ @A si Si Si AI A ? K J @A J @=I =I AIJH=JACE=I FKH=I @A KC=@ H i @A ECK= B H = JEA A K = BK ?E @A F=C I ui {} 2 H J= J K KAC @A B H = H = N JEA A FKA@A HAFHAIA J=HIA ?
N = [I, {Si }, ui {}] S = I A A A J I A S AI = =HA ,A J= I = FH @K?J ?=HJAIE= iI Si ? I FAH @A AIJH=JACE=I FKH=I AI @A?EH s1 FKA@A IAH HAAI?HEJ ? (s i | si ) @ @A si AI = AIJH=JACE= AL=@= =?=> F H A KC=@ H i O si AI A ? K J @A AIJH=JACE=I @A HAIJ @A I KC=@ HAI



-IJH=JACE=I AIJHE?J= A JA @

E =@=I

,A JH @A AIJK@E @A = JA H = @A KAC I ? O= DA I >IAHL=@ AI BK @= A J= IEA FHA AIJ=> A?AH ? @A?EIE = A H AIJH=JACE= @A J= B H = GKA >JA C=I A A H F=C F IE> A + A J @ ? K J @A AIJH=JACE=I ANEIJA = CK =I GKA I >LE= A JA AIJH=JACE=I @AIA?D=> AI A A IA JE@ @A GKA IEA FHA D=O AIJH=JACE=I GKA E @K@=> A A JA I A HAI GKA AI= +K= @ A K KAC A ? JH= I AIJA JEF @A AIJH=JACE=I @EHA I GKA AI K = AIJH=JACE= @ E =@= O= IA= @A = AH= AIJHE?J= @A = AH= @ >E 2=H= A A F E ?=H AIJ IKF C=IA @ I AIJH=JACE=I FKH=I F H A A F s i Os i IA @E?A GKA s i AIJ= @ E =@= AIJHE?J= A JA IE
ui ( si | si ) > ui ( si | si )si Si

+)2 67

7-/

5 -56

61+

5 +

)+1

-6)

5E = @AIECK= AI AIJHE?J= @EHA I GKA AI @ >E A JA @ E =@= 7I= @ AIJ= HA C = F @A I HAI LAH K KAC A@E= JA = A E E =?E @A AIJH=JACE=I AIJHE?J= A JA @ E =@=I KJE E =HA I A IECKEA JA A A F F=H= IJH=H A KI @A = A E E =?E @A AIJH=JACE=I AIJHE?J= A JA @ E =@=I ? J @ @A I K?E @A K KAC @A = B H = H =
F   - @E A = @A FHEIE AH + IE@AHA I K = IEJK=?E @ @A ANEIJA @ I =?KI=@ I @A K H > = > I I =EI =@ I O EIJ I F=H= A E JAHH C= EA J +=@= KC=@ H JEA A K A IECKEA JA ? K J @A AIJH=JACE=I FKH=I Si = ? BAI=H ? BAI=H - KAC IA FKA@A ANFHAI=H @A = B H = H = A@E= JA = IECKEA JA =JHE >E =HE= - A

+ BAI=H + BAI=H

+ BAI=H + BAI=H     # #

+=@= ?=IE = @A = =JHE HAFHAIA J= I F=C I ui {} @A ?=@= KC=@ H FHEIE AH  CA AH= A JA A KC=@ H  A ? HHAIF @A =I AIJH=JACE=I @A =I D HE J=  O = = KC=@ H =I ? K =I LAHJE?=  F H A A F = ?=IE = =HHE>= E GKEAH@= @ @A A KC=@ H  @A?E@A ? BAI=H O A KC=@ H @A?E@A ECK= A JA ? BAI=H B H = K FAH @A AIJH=JACE=I FKH=I s1 = + BAI=H + BAI=H I HAIFA?JEL I F=C I I uij = {2, 2} +=>A @AIJ=?=H GKA F H ? LA ?E IA A =IEC = = KC=@ H  A F=C @A = E GKEAH@= O = A @A = @AHA?D= - KAC = JAHE H I @E?A GKA IE A KC=@ H  ? AI= JA @H  @ = @A E>AHJ=@  @ = @A A ?EAHH  # @ =I @AFA @EA @ @A = =??E @A KC=@ H ,A = EI = B H = A KC=@ H @ I JA @H  @ =I @A E>AHJ=@ IE IA GKA@= ?= =@ O @AFA @AH @A GKA @A?E@= A KC=@ H  = B H = @A >JA AH = I K?E @A AIJA KAC A@E= JA = A E E =?E @A AIJH=JACE=I AIJHE?J= A JA @ E =@=I ? IEIJA A IECKEA JA F=H= A KC=@ H  = AIJH=JACE= ? BAI=H @ E = AIJHE?J= A JA = ? BAI=H O @=@ GKA 1 > 2 O 5 > 10 F @H = IAH AI?HEJ @A AIJ= B H =
u1 = +

BAI=H si

u1 =

+ BAI=H si

, @A si ? JEA A = =I AIJH=JACE=I @A KC=@ H =I ?K= AI I + BAI=H + BAI=H ,=@ GKA A KC=@ H  AI K =CA JA =NE E =@ H A E E = = AIJH=JACE= ? BAI=H F H GKA A KAC IA ? LEAHJA A + BAI=H + BAI=H   # # BAI=H A HAJHE>KOA I GKA + BAI=H AI

+ BAI=H )D H= A KC=@ H
IA @= ?KA J= GKA +

-371

1*41

,-

)50

@A?EH 5 > 10 AI @A?EH

u2 = +

BAI=H si

u2 =

? BAI=H si

2 H J= J A KC=@ H A E E = = AIJH=JACE= @A + BAI=H = = I GKA@= = I K?E @A KAC ? A FAH @A AIJH=JACE= FKH=I + BAI=H + BAI=H @ @A = ?=@= K A ? HHAIF @A # @ =I @A E>AHJ=@ 2 H K = F=HJA ?=>A @AIJ=?=H GKA A AIJA JEF @A KAC I =IK E I K = ?EAHJ= H=?E = E@=@ @A I KC=@ HAI AI @A?EH = > I IKF A GKA IK ? F= AH @A KAC AI H=?E = A A IA JE@ GKA IEA FHA >KI?= A NE ELA @A KJE E@=@ F IE> A 2 H JH= F=HJA AI @A IA = =H GKA = I K?E @A KAC AI = A H F=H= A I A ? K J AI @A?EH A FAH @A AIJH=JACE=I + BAI=H + BAI=H AI >HE @= K =O H ELA @A KJE E@=@ -IJ= AI K = ?=H=?JAH IJE?= E F HJ= JA @A I KAC I + FAH=JEL I F @A I = H =H GKA I AGKE E>HE I I IEA FHA I ?E= A JA FJE I IE A >=HC IE IEC E ?= = A H HAIFKAIJ= @A ?=@= KC=@ H = JA = AIJH=JACE= IA A??E =@= F H A HAIJ @A I KC=@ HAI =IK EA @ GKA AI H=?E = A A IA JE@ = JAI ANFKAIJ

-GKE E>HE @A

=ID

- K -GKE E>HE @A =ID -  = AIJH=JACE= A ACE@= F H ?=@= KC=@ H AI = A H HAIFKAIJ= = =I AIJH=JACE=I @A HAIJ @A HAIJ @A I KC=@ HAI si -I @A?EH 7 FAH @A AIJH=JACE=I s = {s1 , s2 , ..., sI } ? IJEJKOA K - A AIJH=JACE=I FKH=I F=H= K KAC N = [I, {Si }, ui {}] F=H= J @ i = 1, ..., I
ui {s i |si } ui {si |si }si Si

5KF C=IA GKA JA A I A IECKEA JA FH > A = ) A O .=>E I K = F=HA = GKA JEA A CKIJ I KO @EBAHA JAI IE A >=HC IEA FHA FHA AHA AIJ=H K J I = AIJ=H IAF=H=@ I )D H= >EA ) A GKEAHA I= EH A @A IA = = ? IKI = EC I O A CKIJ=H = GKA .=>E =? F= =?A ,A ECK= B H = .=>E GKEAHA I= EH ? ) A = = C ) JH FAH IE = ? F= = @A I = EC I @A ) A = =JHE @A F=C I AI = IECKEA JA
- A F  = >=J= = @A I 5AN I

) JH ) JH  ) EC I 

) EC I  

, @A KAL= A JA =I =I I F=H= A KC=@ H  A AIJA ?=I .=>E O =I ? K =I F=H= ) A 5E ) A @A?E@A EH = = JH = .=>E A ? LEA A J= >E EH = = JH O= GKA IK C= = ?E= AI @A 5E = A @A?E@A EH ? IKI = EC I = .=>E A GKA@= I HA A@E GKA =? F= =H O= GKA 1 > 0 =K GKA A FHABAHEH = GKA A = A ECEAH= EH ? IKI = EC I F HGKA IK C= = ?E= IAH = =O H A AIJA KAC ANEIJA - A AIJH=JACE=I FKH=I

&

+)2 67

7-/

5 -56

61+

5 +

)+1

-6)

!

- AH?E?E I 4AIKA J I

2H > A =  + IE@AH= A KAC >E =JAH= HAIK E@ F H = IECKEA JA J=> = @A F=C I 3K AIJH=JA 4 5 6 ) !  * "" ! + !   CE=I @A KAC I >HALELA = A E E =?E EJAH=JEL= @A AIJH=JACE=I @ I AGKE E>HE I @A =ID A AIJH=JACE=I FKH=I E =@=I += ?K =

5 K?E ,A A JH=@= >IAHL= I GKA A @ E = @A = AH= AIJHE?J= = C O R @ E = @A = AH= AIJHE?J= = T 5 >HALELA = = A E E =?E EJAH=JEL= A, B, R O S -NEIJA -GKE E>HE I @A =ID A, S O B, R

2H > A = , I E @ELE@K I AC ?E= I >HA ? HAF=HJEHIA  2AI +=@= E @ELE@K i = 1, 2 E JH @K?A A K I >HA ?AHH=@ IK FH FKAIJ= i I >HA ?K J @AIA= ? IACKEH ) ? JE K=?E K E JAHLA J H ANJAH =>HA I I >HAI O A A?KJ= A IECKEA JA HAF=HJ
5E 1 + 2 1 @= = ?=@= E @ELE@K 5E 1 + 2 > 1 E C

= ?= JE@=@ @A i +

11 2 2

E @ELE@K HALEIA =@= FH F A 2 = 0 ,E>K = =

 ,E>K = = BK ?E @A F=C I @A E @ELE@K  IE A BK ?E @A F=C I @A  IE A FH F A 2 = 1 2   4AFHAIA J= = ? HHAIF @A ?E= @A GKEAH F IE> A FH FKAIJ= @A

A H HAIFKAIJ= @A E @ELE@K  F=H= ?K=

?E=

! - ?KA JH= I AGKE E>HE I @A =ID A AIJH=JACE=I FKH=I 5KCAHA A EI CH ? =I @ I ? HHAIF @A ?E=I @A A H HAIFKAIJ=
5 K?E

@E>K = A

1 5E 2 = 0 = BK ?E @A F=C I @A  AI 1+ IE 1 1 O  A 2 1+21 1 = K ?E @A F=C I AI IE O  A JH ?=I 2 = 1 1 2 4 2

JH ?=I

5E A H

IE 2 = 1 ?K= GKEAH L= H A HAIFKAIJ= AI 1 2

[0, 1] AI

A H HAIFKAIJ= IE 2 < 1 = AI ?K= GKEAH ?

-I B ?E LAH GKA 1 = 2 = 1 AI K AGKE E>HE J= >EA ?E AIJH=J CE?= (1 , 2 ) J= AI GKA 1 + 2 = 1

>E =

 !

- -4+1+1

5 4-57- 6

'
B x, 3 1, d C a, b e, 0

A B

2H > A = ! # FK J I ,=@ A IECKEA JA KAC AIJH=J CE? 5E x > 1, a < e, b < 3 O d > 0 A ? JH=H A AGKE E>HE I @A =ID A AIJH=JACE=I FKH=I
5 K?E

E? AGKE E>HE @A =ID AIJ= A x, 3 O= GKA IE A KC=@ H   =I IA A??E = A KC=@ H @ I IA A??E = 3 = b @=@ GKA 3AI =O H = b = EI = CE?= IA =F E?= A J @ A KAC



+)2 67

7-/

5 -56

61+

5 +

)+1

-6)

+=F JK

-IJHK?JKH=I @A AH?=@
 F E
5A A @A E = F E = =GKA = AIJHK?JKH= @A AH?=@ @ @A I ANEIJA K ? FAJE@ H  A FHAI= @AI@A A FK J @A LEIJ= @A = JA H = @A I KAC I AI K KAC ? K KC=@ H @ @A JEA A E>AHJ=@ @A E F AH AIJH=JACE=I A K KAC AIJ JE? =I HAC =I @A AIJA KAC FKA@AI IAH @AI?HEJ=I ?  ,AHA?D AN? KIEL @A LA J= 2 @AH @A   5A A??E = A FHA?E GKA ! 4AIJHE??E AI JA? AH?=@  @=@=I p = D1 (q ) =NE E?A IK KJE E@=@ = = *AHJH= @

CE?=I C (q ) O ?K @K?J=I @A ? IK

,A JH @A =I ?=KI=I ? K AI GKA >HE @= A 2 @AH @A AH?=@ = K F EIJ= I = ANEIJA ?E= @A -? =I @A AI?= = ? IJ I =HCE = AI ? IJ= JAI = JA E ?HA A J I A = FH @K??E  J ?JE?=I AIJH=J CE?=I @EI?HE E =?E @A FHA?E I BKIE AI JH= ?=H=?JAH IJE?= @A AIJ= AIJHK?JKH= @A AH?=@ I =I >=HHAH=I @A A JH=@= =I ?K= AI FKA@A IAH AN CA =I ? = JA? C = KJE E =@= F H A F EIJ= = JAHE=I FHE =I E EJ=@=I O A @ CA =I GKA I A@E@=I AIJH=J CE?=I HA= E =@= F H A F EIJ= ,A E A I = q m = D(p) = BK ?E @A @A = @= @A K F EIJ= @A E A I = IK BK ?E E LAHI= p = D1 (q m ) @A = AH= E @EIJE J= IA FKA@A KJE E =H = J=?E p = p(q m ) @A E A I C (q ) = I ? IJ I @A FH @K?EH q K E@=@AI @A FH @K?J )IK E I GKA = BK ?E @A @A = @= D(p) AI ? JE K= O @EBAHA ?E=> A J= GKA D (q m ) < 0 A F EIJ= =NE E = IKI >A A ?E I IA A??E = @ K ELA m @A p AI @A?EH m ax m = pD(p) C (D(p))  
p

=I ? @E?E AI @A FHE AH H@A AIJ

m

@=@=I F H  

D(p) C (D(p)) D(p) =p + D(p) =0 p p D(p) p [ ] C (D(p)) D(p) = p + D(p) = 0 D(p) p

 !



+)2 67

-5647+674)5 ,-

-4+),

) F=HJEH @A K = = EFK =?E @A = A?K=?E ! A ? JH= @ELE@EA @ J @= = A?K=?E F H p >JA A I

[ ] C (D(p)) 1 D(p) 1 p = D(p) p p p
p

I A 1 @E?A @A AH AH  "

pm C (D(p)) 1 = m p

 #

, @A = D pm /D @A J= = A =IJE?E@=@ @A = @A = @= = JA A FHA?E @A F E pm F H JH= F=HJA q m D(pm ) @A J= = FH @K??E @A F E F @A I HAAI?HE>EH = ? @E?E @A FHE AH H@A ? K = ECK= @=@ A JHA A E CHAI =HCE = O A ? IJ =HCE =
IM (q m ) p(q m ) + p (q m )q m = C (q m )

 $

- JAH E p (q m )q m HAFHAIA J= K = K  =H KF =HCA  GKA C= = A F EIJ= A IK @A?EIE @A FH @K??E O GKA D=?A GKA p = C (D((pm )) = A?K=?E # AI ? ?E@= ? A @E?A @A AH AH GKA A A H=JE GKA I KAIJH= = FH F H?E GKA HAFHAIA J= = @EBAHA ?E= A JHA A FHA?E @A F E O I ? IJ I =HCE = AI ? HAIFA?J = I FHA?E I O AIJ AI ECK= = E LAHI @A = A =IJE?E@=@ @A = @A = @=



2AH@E@= @A - ?EA ?E= -?

E?=

+ O= DA I A?D J=H = ANEIJA ?E= @A K F E CA AH= @EIJ HIE AI A I FHA?E I F=C=@ I F H I ? IK E@ HAI @E?D=I @EIJ HIE AI FKA@A ANFHAI=HIA ? A =HCA >JA E@ F H A F EIJ= = FAH@E@= @A A ?EA ?E= A? E?= ,A=@MAECDJ 9A B=HA II A ?K= FKA@A IAH ANFHAI=@ ?
DW L =
qm qc

[p(q ) c (q )]dq > 0

 %

- HA= ? FHA @A = E JAHIA??E @A =I ?KHL=I p(q ) O c (q ) BK ?E @A @A = @= O @A ? IJ =HCE =  I ?K= AI AIJ E EJ=@ I F H =I ?= JE@=@AI q m O q c AIJA K JE AI = ?= JE@=@ FH @K?E@= A ? FAJA ?E= FAHBA?J= I AN?A@A JAI J= J @A ? IK E@ H ? @A FH @K?J H AIJ @=@ I F H
EC EP
- A F  

qm

=
0 qm

[p(q ) p(q m )]dq [p(q m ) C (q m )]

 &  '

=
0

,=@= = BK ?E @A @A = @= D(p) = p O ? IJ I =HCE = AI ? IJ= JAI c ?= ?K =H A FHA?E O ?= JE@=@ A ACE@= F H A F EIJ= A E @E?A @A AH AH -

!

.ECKH=  + >IAHL= I = @EBAHA F E =NE E = IK KJE E@=@ ?K= @ = AIJA ELA IA A??E = q m GKA AI = ?= @EBAHA ?E= AI GKA A E CHAI =HCE = NE >A A ?E @A

?E= @A = EIEI @A ? FAJA ?E= FAHBA?J= A A ? IJ =HCE = AI ECK= = E CHAI =HCE = J@=@= GKA =NE E = IKI >A A ?E I = CH= AI ECK= = A FHA?E

F EIJ= AIJ= @=@ F H

m ax m = p p p c
p

       I = @A = @= @A  !

P im = (1 )p cp1 p p c c = 1 = pm = p 1 1

IKIJEJKOA @ A L= H @A pm A F EIJ=

= A?K=?E
(

@A @A = @= >JA A
c 1 ) = qm

D(p) = p =

- E @E?A @A AH AH AIJ @=@ F H

pc = p = =
c 1 c c 1 cc(1) 1 c 1

 "  #  $

"

+)2 67

-5647+674)5 ,-

-4+),

EC F E
 = 2=H=@ = @A *AHJH= @
+ IE@AHA I A IECKEA JA @A EC F IJE? FH FKAIJ F H IAFD *AHJH= @ &&! @E?D @A FH F A = ANEIJA ?E= @A @ I A FHAI=I ,K F E  A K AH?=@ AIJA KAC =IK E I GKA I >EA AI FH @K?E@ I F H =I A FHAI=I I >EA AI IKIJEJKJ I FAHBA?J I A =I BK ?E AI @A KJE E@=@ @A I ? IK E@ HAI =I BK ?E AI @A @A = @= FKA@A IAH ANFHAI=@=I ? Qi = Di (pi , pj ) =IK E I GKA D() AI ? JE K= O AIJHE? J= A JA @A?HA?EA JA F=H= J @= p J= GKA D(p) > 0 = >=I A FHAI=I JEA A HAJ H I ? IJ= JAI = AI?= = O I EI I ? IJ I c > 0 F H K E@=@ FH @K?E@= =IK E I GKA D(c) [0, ) 2=H= AIJA @A ?=@= A FHAI= i I IA A??E = K = FHA?E p J= GKA =NE E?A IK KJE E@=@ 7 FAH @A AIJH=JACE=I A AIJA KAC FKA@A IAH @AI?HEJ ? p = {pi |pi } *AHJH= @ IKF A GKA K = I = A FHAI= F @H = I=JEIB=?AH J @= = @A = @= @A AH?=@ = BK ?E @A >A A ?E I @A = A FHAI= i FKA@A IAH ANFHAI=@= ? i (pi .pj ) = (pi c)Di (pi .pj )  % , @A = @A = @= @A = H = i @A J=@= F H Di AIJ= @=@= F H
Dpi Di (pi .pj ) = 1 2 Dpi 0

EB pi < pj , EB pi = pj , EB pi > pj .

= JAHE H E F E?= GKA = @A = @= @A KC=@ H i Di =>=IJA?A J @ A AH?=@ ?K= @ AIJ=> A?A K FHA?E I >= GKA IK ? FAJE@ H A A IACK @ ?=I = >=I A FHAI=I IA HAF=HJA = EJ=@ @A = @A = @= J J= ?K= @ IKI FHA?E I I ECK= AI O F H A @A = A FHAI= i JEA A >A A ?E I K I ?K= @ IK FHA?E AI =O H GKA A FHA?E @A IK ? FAJE@ H *AHJH= @ I IJEA A = ANEIJA ?E= @A = IECKEA JA F=H=@ = = >=I A FHAI=I E JA J= =H K FHA?E p GKA =NE E?A IKI >A A ?E I IE A >=HC IEA FHA ANEIJA = F IE>E E@=@ @A GKA = JA K FHA?E pi > c = A FHAI= j FKA@= E F AH K FHA?E pj + J= GKA < (pi c) 2=H= = A FHAI= i = A H HAIFKAIJ= = = A FHAI= i IA @= ?K= @ pi = c F H J= J A A AGKE E>HE pi = pj = c -I @A?EH = F=H=@ = IA >=I= A
m ax i (pi .pj ) = (pi c)Di (pi .pj ) pi = pj = c i (pi .pj ) = 0
pi

 &

-I @A?EH A A E JA J @A =NE E =H I >A A ?E I A E? AGKE E>HE IA @= ?K= @ A FHA?E AI ECK= = I ? IJ I =HCE = AI O F H A @A = ECK= GKA A ? FAJA ?E= FAHBA?J= I >A A ?E I I K I = F=H=@ = @A *AHJH= @ FKA@A IAH HAIKA J= @A @EBAHA JAI B H =I ? =H IEA FHA O ?K= @ IA ANE>E E?A = CK @A I IKFKAIJ I AIJ=> A?E@ I F H *AHJH= @ K @A I I = = E =@ I A A ?= F @A = HC= E =?E 1 @KIJHE= AI A ?=I ? FH @K?J I @EBAHA ?E=@ I ?K= IA ANF @H= ? JE K=?E

1/

#

2H @K?J I @EBAHA ?E=@ I

1 5KF C= @ I BK ?E AI E LAHI=I @A @A = @= pi = Di (Qi ) A AIJA ?=I H FAHA I A IKFKAIJ FH FKAIJ F H *AHJH= @ @A FH @K?J I D C A I F=H= E JH @K?EH FH @K?J I @EBAHA ?E=@ I ? K ?EAHJ CH=@ @A IKIJEJK?E =I BK ?E AI E A= AI FKA@A ANFHAI=HIA ?

p1 = M Ql Q2 p2 = M Q2 Q1

 '    

,AIFA = @ Q1 @A = A?K=?E

 ! >JA A

I I =I BK ?E AI @A @A = @=

Q1 = M Q2 p1

,AIFA = @ Q2 @A  " O IKIJEJKOA @ A  # >JA A

D1 (p1 , p2 ) = Q1 Q1 = M [M Q1 p2 ] p1

= M M + 2 Q1 + p2 p1 M 1 = + p2 p1 = D1 (p1 , p2 ) 2 1+ 1 1 2

= HAIFA?JEL= BK ?E

@A >A A ?E I AIJ= @AJAH E =@= F H    !

1 (p1 , p2 ) = (p1 c)D(p1 p2 ) ] [ 1 M + p2 p1 = (p1 c) 1 + 1 2 1 2

,AHEL= @ = A?K=?E
p1

 % HAIFA?J = p1 E @AIFA = @

>JA A

I   " #

m ax 1 =

1 M 2 p1 c p2 = + + =0 2 2 p1 1+ 1 1 1 2 = M (1 ) 2p1 + c + p2 = 0

= BK ?E

@A HA=??E

@A = A FHAI=  R(p2 ) FKA@A IAH ANFHAI=@ ?

1 p1 = R(p2 ) = [M (1 ) + c + p2 ] 2

$

,=@ GKA A AGKE E>HE -  p 1 = p2 AI @A?EH

p M (1 ) + c p = 2] 2 [ M (1 ) + c p 1 = 2 2 M (1 ) + c p = 2

 
< 2

% & '

+K= @ = 1 p = c O ?=A I A = F=H=@ = @A *AHJH= @ ? D C A I BKAH= @A AIJ = F=H=@ = IA 4 FA

FH @K?J I

$

+)2 67

-5647+674)5 ,-

-4+),

? I

@A @A +EK@=@ E A= ?

? IJ I @A JH= IF HJA ?K=@H JE

@A @A ?EK@=@ E A= ? ? IJ I @A JH= IF HJA ?K=@H JE? I A AIJA ?=I >A@A?A = = EIEI @A = JA H = @A = ?= E =?E E E?E=@= F H 8 6D A A & $ ? IK @A @A KC=H ?A JH= AIJA @A IA @AI=HH = >= = EI = FHA EI= ? IJ I @A JH= IF HJA 5KFKAIJ I

I ? IK E@ HAI @A A ?KA JH= @EIJHE>KE@ I K EB H A A JA @A JH @A K ?EAH J AIF=?E E A= AI @A?EH AIJ= @EIJHE>KE@ @AI@A 0 =IJ= 1 ?= E =@=I = =HC @A IAC A J E@ JE? I AN?AFJ F H = ?= E =?E I FH @K?J I GKA BHA?A =I A FHAI=I I @A = A FHAI=

-NEIJA @ I A FHAI=I

- ? IJ c2 = c +=@= ?

=HCE = AI ? IJ= JA A E@ JE? F=H= = >=I A FHAI=I C (q ) = c1 = IK E@ H ? FH= K = E?= ?= JE@=@ @A FH @K?J

+ LAHA I J= J = KJE E@=@ @A I ? IK E@ HAI ? = KJE E@=@ @A =I A FHAI=I @AFA @A A K = FHE AH= AJ=F= @A = ?= E =?E @A AIJ=I A K = IACK @= AJ=F= K = LAI A ? JH=@= = ?= E =?E FJE = E E?E= = A A??E @A FHA?E I A A ?K= HAJ H =HA I = ? ?AFJ @A AGKE E>HE @A =ID -NEIJA i...n ? IK E@ HAI A ? IK E@ H i AIJ= ?= E =@ = K = ?EAHJ= @EIJ= ?E= x [0, 1] = BK ?E @A KJE E@=@ @A @A ? IK E@ H HAFHAIA J=JEL AIJ= @=@= F H
Uij = r pij tx2 ij

 !

, @A
r AI A FHA?E @A HAIAHL= pj AI A FHA?E @A FH @K?J @A = A FHAI= j xij @EIJ= ?E= A JHA = ?= E =?E A FHAI= j A A IAC A J t?

@A ? IK E@ H i O =

?= E =?E

@A =

IJ @A JH= IF HJA F H K E@=@ @A @EIJ= ?E=

= JAHE H E F E?= IE I ? IJ I @A JH=IF HJA I ?K=@H JE? I GKA I ? IJ I @A JH=IF HJA A A GKA E ?KHHA A ? IK E@ H IA ? IK A A = A FHAI=  AIJ=H @=@ I F H tx2 O A I GKA E ?KHHA IE ? IK A A = A FHAI= IAH t(1 x)2 A ? IJA J J= @A FH @K?J F=H= = ? IK E@ H AIJ @=@ F H IK FHA?E I IK ? IJ @A JH= IF HJA 2 AI @A?EH F=H= = A FHAI=  p1 + tx O @A ECK= = AH= p2 + t(1 x)2 F=H= A ? IK E@ H GKA ? FH= A = A FHAI=

1/

%

.ECKH= - AIJA @A =I A > AJEL @A =I A FHAI=I A A ? JH=H = ?= E =?E FJE = = ?K= @A>A IAH ?=F=I @A =NE E =H IKI >A A ?E I @AFA @EA @ @A =I AIJH= JACE=I @A = JH= A FHAI= + LAHA I AIJA @A J= >E H FA = F=H=@ = @A *AHJH= @ - FH > A = IA FKA@A F = JA=H @A = IECKEA JA B H = = A FHAI= @A>A IA A??E =H K = ?= E =?E = ?K= @A>A IAH = A H F=H= A ? IK E@ H HAFHAIA J=JEL IE = A FHAI= IA A??E =IA ?= E =HIA A = = FAHEB HE?= A FAH EJEH = = = A FHAI=  ?= E =HIA @A J= B H = GKA A H >A J @ A AH?=@ AI @A?EH = A H AIJH=JACE= F=H= = A FHAI= HAFHAIA J=JEL= @A>A AIJ=H E E?E=@= F H ? ?=HIA AN=?J= A JA = = EI = @EIJ= ?E= GKA IK ? FAJE@ H ? HAIFA?J = ? IK E@ H HAFHAIA J=JEL 5E A ? IK E@ H AIJ= = = EI = @EIJ= ?E= @A = >=I A FHAI=I IK KJE E@=@ AI E @EBAHA JA @A = A FHAI= = = GKA ? FHA AI @A?EH
Ux,1 = Ux,2

= JAHE H E F E?=
r p1 tx2 = r p2 t(1 x)2 p1 + tx = p2 + t(1 x)
2 2

p1 + tx2 = t 2xt + x2 t + p2 p2 p1 1 x= + = D(p1 , p2 , t) 2t 2

 !  !   !!  !"

7 = LAI IA A??E =@= = ?= E =?E FJE = @A =I A FHAI=I AIJ=I =NE E = IK KJE E@=@ A BK ?E @A ? F HJ= EA J AIJH=J CE? @A IK HEL= AI @A?EH @AFA @EA @ @A FHA?E GKA AIJA IA A??E A A FH > A = B H = AI A IECKEA JA
p2 p1 1 m ax = (p1 c) + p1 2t 2 p2 2p1 + t + c = p1 2t 2 p1 p2 + c + t = 2t 2t p2 + c + t p1 = 2 ( )

 !#  !$  !%  !&

& ) ECK= GKA A A @A?EH @A

+)2 67

-5647+674)5 ,-

-4+),

@A *AHJH= @ A AGKE E>HE IA >JEA A ?K= @ p1 = p2 AI

p2 c+t p1 = 2 2 ( ) 1 c + t p 1 = 2 2 =
c+t 2 21 2

 !'  "  "  " 

p1 = p2 = p = c + t

5KIJEJKOA @ = A?K=?E

 "  A  !# >JA A

1 = 2 = t 2

I  "!

@A @A ?EK@=@ E A= ? ? IJ I @A JH= IF HJA A AIJA ?=I ?K=@H JE? I I FAH EJA = ECK= GKA A A ?=I = JAHE H H FAH = F=H=@ = @A *AHJH= @ O= GKA = FAI=H @A JA AH >EA AI D C A I I ? IJ I @A JH= IF HJA D=?A GKA A FHA?E @A AGKE E>HE IA= c IE c + t AI @A?EH F H =HHE>= @A ? IJ =HCE = JH FK J E JAHAI= JA IAH = IKF AH IE I FHA?E I AIJK>EAH= @=@ I ?=I @A =I B=H =?E=I K JH=I A FHAI=I =I ?K= AI @A>A @=H A EI FHA?E AI E F E?=H = GKA p1 = p2 A JAI @A FH ?AI @A =NE E =?E AI @A?EH @=@= = A?K=?E  !" >JA A I GKA
x1 = x2 = 1 2

 ""

- ?= >E IE FAH EJE I = =I A FHAI=I A = FHE AH= AJ=F= IA A??E =H IK K>E?=?E O A = IACK @= IA A??E =H IK FHA?E FAH EJA >JA AH >A A ?E I F IEJEL I O FHA?E I F H A ?E = @A ? IJ =HCE = 7 @=J E JAHAI= JA AI I=>AH ? ?= >E= = A =IJE?E@=@ @A = @A = @= @A = CK = @A =I A FHAI=I = A =IJE?E@=@ FKA@A IAH ?= ?K =@= @A = IECKEA JA B H =
x = D(p1 , p2 , t) = p2 p1 1 + 2t 2 t
p2 p1 2t

 "#

D(p1 , p2 , t) t (p2 p1 ) = t D(p1 , p2 , t) 2t2 =

(p2 p1 ) 2t p2 p1 +t 2t

1 2

 "$  "%  "&

D1 2 = 2 p1 p2 p2 1 p2 + t(p1 p2 ) = t

7 @=J =K I E JAHAI= JA F=H= =I A FHAI=I AI I=>AH ? ?= >E=H= IK A =IJE?E@=@ @EIJ= ?E= ,A = @= ?K= @ ?= >E= = @EIJ= ?E= AI @A?EH AI A AIJAH @A = A FHAI=

- -4+1+1

5 4-57- 6

' @A FHA?E I @AFA @EA @ @A = IA IE>E E@=@ @A  "'  #  #

F = JA=H IKI AIJH=JACE=I A = @A = @=

= A A??E

1 D t = p1 p2 = 0 syss p1 = p2 t > 0 syss p1 > p2

< 0 syss p1 < p2

= JAHE H E F E?= GKA ?K= @ = > I FHA?E I I ECK= AI -GKE E>HE @A =ID = A =IJE?E@=@ @EIJ= ?E= @A = @= FAH = A?A ? IJ= JA I=>A I GKA = A FHAI= FHA AHA FH @K?EH A I JH= I I A IJE? I = A@E@= GKA = A FHAI= AIJ= I = A =@= @A ? IK E@ H HAFHAIA J=JEL AI @A?EH A CKIJ=H = = = A FHAI= GKA IKI >A A ?E I E ?HA A J=H= E @AFA @EA JA A JA @A = @EIJ= ?E= FAH ? LE I IE AIJ= A A AGKE E>HE @A =ID IKI >A A ?E I I 

- AH?E?E I HAIKA J I

2H > A =  7 F EIJ= JEA A K = BK ?E @A ? IJ I =HCE = AI C = c ? IJ =HCE = ? IJ= JA ?= ?K =H A FHA?E @A F E pm = ?= JE@=@ @A = @=@= q m O A E @E?A @A AH AH F=H= =I BK ?E AI @A @A = @= E LAHI=I D1 (p) = q O
D1 (p) = a b ln q )1 p m ax m = (p c) p ( )1 )1 ( m 1 p 1 p = (p c) + =0 p )1 ( )1 ( 1 p 1 p = (p c) p 1 = (p c) p p c = ( p) p = c ( p + p = c + p
m

 #   #!  #"  ##  #$  #%  #&  #'

c + qm = + = +1

c + +1

)1