. , , ,

,,,

 

 

 

 

 

 

 

 

 

 

 


, . , . , . . - .


 

1                   充....4

2                   ......................................5

                               ........5

                               A........................6

2.2 ….........10

2.3 х.........17

2.3 D.........26

3        充..34

4                   ⅅ....35

...........36

...................................................42

......................................................................46


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

, , , , . , , , , , , ..


2

 

2.1

 

B , . , . : F(x) () : , . , (), , .

, = {E1,E2,,En}. x(t), , . , . [0,t] x(t) , t0 = 0<t1<t2<<tm≤t = {E1,E2,,En} .

, . F(y), , . , F(y) Ω(n,y,) , y = (y0=0,y1,y2,,yn) = (0=0, 1, 2,, n).

2 : , F(y); , .

2.2 A.

- .

, t =0, , F(x). t= t = + , , (), ( ). - , y(My=T) . .

. x(t), . z ≥ 0,

E0, t , z;

E1, t , z;

E2, t ;

E3, t ( - ).

1 x(t) ( )

:

:

                   y = (y0=0,y1,y2,,yn) = (0=0, 1, 2,, n);

        pp;

        - ap;

        pp ;

        - ap;

        C0 , ;

        Z , .


                   .

(1.1)

                                                                                                .

(1.2)

                   .

(1.3)

        .

(1.4)

:

                   F(t);

                   pp;

                   - ap;

                   pp ;

                   - ap;

                   C0 , ;

                   Z , .

              :

(1.5)

                   :

(1.6)

                   :

(1.7)

                   :

(1.8)

1.1 1.2.

1.1 - .

K

P

C

C

A 0,83 0,68 1,41 0,3

1.2 - .

K

P

C

C

A 0,83 0,65 1,33 0,28

2.2 .

, . (t=0) (). , , pp. , , , , :

 


() = (2.1)

- , ( >). . , .

. . Z > 0, x(t):

                   E0, t , z;

                   E1, t , z;

                   E2, t - z;

                   E3, t .

2 x(t) ( )

(, , , - . , - :

 


(2.2)

, F(y) , . .

F(y) (n,y,). (2.3)

G*(x), , ,

I(G*,F*) = max min I(G,F), G , F (n,y,). (2.4)

, G*(x) F*(y). (2.2) , F (n,y,) G .

:

:

:

                   y = (y0=0,y1,y2,,yn) = (0=0, 1, 2,, n);

        pp;

        - ap;

        pp ;

        - ap;

        C0 , ;

        Z , .

:

        . k0

, (2.5)

k = 0,1,2,..., n.

Ak k0<n, 0 = yk0+1-0. k0 = n, 0 = ∞, .. .

                                                                                                .

k0 (0 ≤ k0 ≤ n), yk0 z ≤ 0, yk0+1 z > 0.

(1.6) (1.7).

 


, [0 , yk+1 - z],

(2.6)

, [ym - z , ym+1 - z].

 


, k0 = 0,1,2, n (2.7)

, .

                   .

k,

. (2.8)

0 = yk0+1-0 .

        .

k, 젠

(2.9)

0 = yk0+1-0 蠠 .

:

:

                   F(t);

        pp;

        - ap;

        pp;

        - ap;

        C0 , ;

        Z , .

                   :

(2.10)

                   :

(2.11)

                   :

(2.12)

                   :

(2.13)

                   .

, :

Tpp = 1 ; ap = 2 ; pp=1 /; ap=2 /; z = 25 ; 0 = 5 /;

y = (y0 = 0;.y1 = l0; 2 = 20; 3 = 30; 4 = 40),

= (0 = 0; 1 = 0,1; 2 = 0.15; 3 = 0,3; 4 = 0,5).

                  

Ak :

2.1

0

1

2

A3

4

0,891 0,938 0,950 0,852 0,922

, , 0,952, 0=40-0 .

                   .

k0. , 2, k0=2(y2 z < 0, y3 z > 0).

2.2

y = 0 y = 5 - 0 y = 5 + 0 y = 10 - 0 y = 10 + 0 = 15
0 0,924 0,76 0,594 0,581 0,600

= 5 - 0 0,924. , 5 - 0 . 0,924.

                   .

.

2.3 :

2.3

k = 0 k = 1 k = 2 k = 3 k = 4
0,144 0,0829 0,0775 0,0847 0,1333

, , 30 - 0 . 0,0775 /.

                   .

.

2.4:

2.4

k = 0 k = 1 k = 2 k = 3 k = 4
4,37 4,61 4,674 4,677 4,55

, 40 - 0 ., 0,4677 /.

2.5 2.6.

2.5 - .

K

P

C

C

B 0,95 0,92 0,46 0,07

2.6 - .

K

P

C

C

B 0,94 0,92 0,48 0,07

2.3

- .

, , . . . (), , .

t=0, , , G(x). (>, , F(x)), , pp. (≤), - , ap. .

x(t), t, x(t) :

                   E0, t , z≥0;

        E1, t , , z,

        E2, t ( );

        E3, t - ;

        E4, t .

3 x(t) ( )

(, ), , , - , . - .

, , F() . F(x) (n,y,). , I(G,F) , . .

I(G*,F*) = max min I(G,F), G , F (n,y,).

G*(x), . (2.2.1) , G , a F (n,y,) - .

:

:

      y = (y0=0,y1,y2,,yn) 蠠 = (0=0, 1, 2,, n);

     pp;

      - ap;

      pp ;

     - ap;

     C0 , ;

     Z , ;

      p.

:

      .

k0, :

, (3.1)

, (3.2)

k = 0,1,2,..., n.

(2.1) (2.2 ), = yk0 + 0 (2.1). (2.1) (2.2 ), = yk0+1 - 0 .

                   .

k0(0≤k0≤n), yk0 z ≤ 0, yk0+1 z > 0. (2.3) (2.4).

, [0 , yk0+1 - z],

(3.3)

 


, [ym z , ym+1 z].

+ T k+1 + T (1 k+1) , [yk , yk+1], k = 0,1,2,, n (3.4)

, , , .

                   .

k0, :

(3.5)

(3.6)

(2.5) (2.6), = yk0 + 0 (2.5). (2.5) (2.6), = yk0+1 0 (2.6).

                   .

k0, :

(3.7)

(3.8)

(2.7), = yk0 - 0. . (2.8), = yk0+1 - 0, k=k0.

:

:

                   F(t);

     pp;

      - ap;

      pp ;

     - ap;

     C0 , ;

     Z , ;

      p.

                   :

(3.9)

                   :

(3.10)

                   :

(3.11)

                   :

(3.12)

. , :

Tpp = 1 ; ap = 2 ; pp=1 /; ap=2 /; z = 25 ; 0 = 5 /;

p = 2 /;

y = (y0 = 0;.y1 = l0; 2 = 20; 3 = 30; 4 = 40),

= (0 = 0; 1 = 0,1; 2 = 0.15; 3 = 0,3; 4 = 0,5).

                   .

(3.1) (3.2) k 3.1:

3.1

k = 0 k = 1 k = 2 k = 3 k = 4

0

0,818

0,807

0,822

0,821 0,783

0,736

0,71

0,702

0

, , =20 - 0 . 0,822.

                   .

k0. k0=2.

k 0 ,k - z. 3.2:


3.2

y=0 y=5 - 0 y=5 + 0 =10 - 0 =10 + 0 =20 - 0 y=20+0
0 0.70 0.57 0.54 0,53 0,52 0,40

0,7 =5 - 0 .

                   .

k. 3.3.

3.3

k = 0 k = 1 k = 2 k = 3 k = 4

0,378

0,383 0.369

0,394

0.526

0,630 0,783

0,833

, , = 20 - 0 . 0,369 /.

                   .

k. 3.4:

3.5

k = 0 k = 1 k = 2 k = 3 k = 4

<0

3,72

3,70

3,84

3,80

8,48

3,48

0,30

0,29

<0

, , = 20 - 0 3,84 /.

3.6 3.7.

3.6 - .

K

P

C

C

C 0,89 0,71 3,70 0,38

3.7 - .

K

P

C

C

C 0,80 0,70 3,95 0,37

2.4 D

D , .

=0 , F()= { < ). t=0 , G(x). , , , . c , , - , . , , , - , , . , .

. (), t. z ≥0, x(t) :

                           E0, t , z;

                           E1, t , , z;

                          E2, t ( );

                          E3, t - ;

                          E4, t - ;

                          E5, t .

 


4 x(t) ( D)

:

:

      y = (y0=0,y1,y2,,yn) 蠠 = (0=0, 1, 2,, n);

     pp;

     - ap;

      pp ;

     - ap;

     C0 , ;

     Z , ;

      p.

                   .

(4.1)

(4.2)

(4.3)

                   .

(4.4)

(4.5)

(4.6)

                   .

(4.7)

(4.8)

(4.9)

                   .

(4.10)

(4.11)

(4.12)

:

:

                   F(t);

                   pp;

                   - ap;

                   pp ;

                   - ap;

                   C0 , ;

                   Z , ;

                   p.

        :

(4.13)

- Ei x(t).

- .

(4.14)

(4.15)

(4.16)

(4.17)

(4.18)

(4.19)

                   :

(4.20)

                   :

(4.21)

        :

(4.22)

4.1 4.2

4.1 - .

K

P

C

C

D 0,91 0,90 0,23 0,01

4.2 - .

K

P

C

C

D 0,9 0,89 0,24 0,01

3

, . :

     

     

     

     

, ( ). . , , .

: ; . . .

, - , .


4

1.                / . . , , 2004.

2.                / . . , , 1982.

3.                / . . , . . , , 1975.

4.                / . . , . . , , , 1971.

5.                / . . , , 1997.

6.                -


 

                   -

. - ( ) :

        :

5

6 ()


:

7

        :

8

        :

9


10 ()


11 ()


                   :

function A(k:integer):real; // . .

var Sum1,Sum2,Sum3,Sum4:real;

i:integer;

begin

Sum1:=0;

for i:=0 to k do

Sum1:=Sum1+y[i]*(pi[i+1]-pi[i]);

Sum2:=0;

for i:=k+1 to n do

Sum2:=Sum2+(pi[i+1]-pi[i]);

Sum3:=0;

for i:=0 to k do

Sum3:=Sum3+(y[i]+Tap)*(pi[i+1]-pi[i]);

Sum4:=0;

for i:=k+1 to n do

Sum4:=Sum4+(y[k+1]+Tpp)*(pi[i+1]-pi[i]);

A:=(Sum1+y[k+1]*Sum2)/(Sum3+Sum4);

end;

function B(k:integer):real; // . .

var Sum:real;

i:integer;

begin

Sum:=0;

for i:=0 to k do

Sum:=Sum+y[i]*(pi[i+1]-pi[i]);

B:=(Cap*Tap*pi[k+1]+Cpp*Tpp*(1-pi[k+1]))/(Sum+y[k+1]*(1-pi[k+1]));

end;

function C(k:integer):real; // . .

var Sum:real;

i,m:integer;

begin

Sum:=0;

for i:=0 to k do

Sum:=Sum+y[i]*(pi[i+1]-pi[i]);

C:=(C0*(1-pi[k+1])*y[k+1]+(C0*Sum-Cap*Tap*pi[k+1]-Cpp*Tpp*(1-pi[k+1])))/(y[k+1]*(1-pi[k+1])+Sum+Tap*pi[k+1]+Tpp*(1-pi[k+1]));

end;

function D(t:integer):real; // . .

var Sum1,Sum2,Sum3,Sum4,Sum5:real;

i,k0,m:integer;

begin

k0:=-1;

for i:=0 to n do

if (y[i]-z<=0)and(y[i+1]-z>0) then k0:=i;

m:=k0+1;

Sum1:=0;

for i:=k0+1 to n do

Sum1:=Sum1+(pi[i+1]-pi[i]);

Sum2:=0;

for i:=k0+1 to m do

Sum2:=Sum2+(pi[i+1]-pi[i])*(y[i]-z);

Sum3:=0;

for i:=m+1 to n do

Sum3:=Sum3+(pi[i+1]-pi[i]);

Sum4:=0;

for i:=0 to k0 do

Sum4:=Sum4+(pi[i+1]-pi[i])*(y[i]+Tap);

Sum5:=0;

for i:=k0+1 to n do

Sum5:=Sum5+(pi[i+1]-pi[i])*(t+Tpp);

if (t>=0)and(t<y[k0+1]-z) then

D:=(Sum1*t)/(Sum4+Sum5)

else D:=(Sum2+Sum3*t)/(Sum4+Sum5);

end;

function A1(k:integer):real; // . .

var Sum:real;

i:integer;

begin

Sum:=0;

for i:=0 to k do

Sum:=Sum+y[i]*(pi[i+1]-pi[i]);

A1:=(Sum+y[k]*(1-pi[k+1]))/(y[k]+Tap*pi[k+1]+Tpp*(1-pi[k+1]));

end;

function B1(k:integer):real; // . .

var Sum1,Sum2:real;

i:integer;

begin

Sum1:=0;

for i:=0 to k do

Sum1:=Sum1+Cp*(y[k]-y[i])*(pi[i+1]-pi[i]);

Sum2:=0;

for i:=0 to k do

Sum2:=Sum2+y[i]*(pi[i+1]-pi[i]);

B1:=(Cap*Tap*pi[k+1]+Cpp*Tpp*(1-pi[k+1])+Sum1)/(Sum2+y[k]*(1-pi[k+1]));

end;

function C1(k:integer):real; // . .

var Sum:real;

i,m:integer;

begin

Sum:=0;

for i:=0 to k do

Sum:=Sum+y[i]*(pi[i+1]-pi[i]);

C1:=((C0*(1-pi[k+1])-Cp*pi[k+1])*y[k+1]+((C0+Cp)*Sum-Cap*Tap*pi[k+1]-Cpp*Tpp*(1-pi[k+1])))/(y[k]+Tap*pi[k+1]+Tpp*(1-pi[k+1]));

end;

function D1(t:integer):real; // . .

var Sum1,Sum2,Sum3,Sum4,Sum5:real;

i,k0,m:integer;

begin

k0:=-1;

for i:=0 to n do

if (y[i]-z<=0)and(y[i+1]-z>0) then k0:=i;

m:=k0+1;

Sum1:=0;

for i:=k0+2 to n do

Sum1:=Sum1+(pi[i+1]-pi[i]);

Sum2:=0;

for i:=k0+1 to m do

Sum2:=Sum2+(pi[i+1]-pi[i])*(y[i]-z);

Sum3:=0;

for i:=m+1 to n do

Sum3:=Sum3+(pi[i+1]-pi[i]);

Sum4:=0;

for i:=0 to k0 do

Sum4:=Sum4+(pi[i+1]-pi[i])*(t+Tap);

Sum5:=0;

for i:=k0+1 to n do

Sum5:=Sum5+(pi[i+1]-pi[i])*(t+Tpp);

if (t>=0)and(t<y[k0+1]-z) then

D1:=(Sum1*t)/(Sum4+Sum5)

else D1:=(Sum2+Sum3*t)/(Sum4+Sum5);

end;


                   :

12

13

14

15

,

 

 

 

! , , , .
. , :