1

1.
:
max f (x1 , x2 , . . . , xn )
g1 (x1 , . . . , xn ) b1
(1) ...
gm (x1 , . . . , xn ) bm
x1 0, . . . , xn 0 .
:
: x1 , x2 , . . . , xn
: f (x1 , . . . , xn )
: g1 , . . . , gm
: x1 0, . . . , xn 0.
, -

.
1. ~x = (x1 , x2 , . . . , xn )
~x, gi (~x) bi i = 1, . . . , m ~x
.
2. ~x = (x1 , x2 , . . . , xn )
, :
(1) f (~x ) f (~x) ~x
(2) ~x
3. f (~x ) ~x
.
1.1. .
. -
: f (~x ) f (~x) f (~x ) f (~x). ,
~x (. )
f (~x).
( ),
: f (x).
f (~x), g1 (~x), . . . , gm (~x)
~x, ..:
min 7x1 + 8x2
x1 x2 4
(2)
x1 + x2 10
x2 0 .
(1)
, x1 . (1)
.
(2) :
, . max 7x1 8x2 .
. -
-1 . .., x1 x2 4
x2 x1 4.
3
4 1.

.
, .., 7 = 7 0, 5 = 0 5. x1
w z, w, z 0.
:
max 7(w z) 8x2
w + z + x2 4
(3)
w z x2 10
w, z, x2 0 .

(w , z , x2 )
(3) (w z , x2 ) (2)
(2) 7(w z ) + 8x2 .
(3).
1. (3) (2) (
max 7x1 8x2 ).
, (x01 , x02 ) (2) 7x01 8x02 .
(w0 , z 0 , x02 )
( (
0 x01 , x01 0 0 0, x01 0
w = , z =
0, x01 < 0 x01 , x01 < 0
w0 , z 0 0 w0 z 0 = x01 . (w0 , z 0 , x02 ) (3)
7x01 8x02 - (3).
2. (2) (3).
1 2
. (3)
(2). ,
simplex , .

2.
(1) f, g1 , . . . , gm
, .
:
n
X
max cj xj
j=1
n
(4) X
aij xj bi , i = 1, . . . , m
j=1
xj 0 , j = 1, . . . , n .
cj , bi , aij , i = 1, . . . , m, j = 1, . . . , n .
:
max ~cT ~x
(5) A~x ~b
x0,
~c = (c1 , . . . , cn )T , ~x = (x1 , . . . , xn ), ~b = (b1 , . . . , bm ) A m n aij
i- j- . w, z w z
wi zi i, wi , zi i- w z .
:
max cx
x1
x0,
c . c > 0 x = 1 cx = c.
c < 0 x = 0 0. c = 0
 2. 5

( 0) (.., x = 1)
, .

.
1. :
max x1 + x2
x1 + 2x2 6
(6)
x1 x2 3
x1 , x2 0 .

x2

x1 x2 3
(0,3)

S (4,1)

(3,0)
x1
(6,0)
x1 2 x2 6

(0,3)

1. (6).

( )
, x1 x2 = 3 x1 + 2x2 = 6.
(0, 0), (3, 0), (4, 1), (0, 3). ,
- :
~ ~z Rn ~x -
1. ~c, w,
w, ~ ~z. ~cT ~x max{~cT w,
~ ~cT ~z}
.
~ ~z, ~x w
. ~x w, ~
~z w,
~ ~x w
~ = t(~z w)
~ 0 t 1. , ~x = t~z + (1 t)w.
~

z w

x w

x
w
z

, ~cT ~x = ~cT w
~ +~cT (~z w)t.
~ ~x w,
~ ~z
6 1.

0 t 1. ~cT ~x t
~cT (~z w)t.
~ , ,
t = 0 t = 1. ~cT ~x ~cT w
~
~cT ~z. 
~x S. S
; ,
: ~x ,
(0, 0) ~y , (3, 0) (4, 1)
(4, 1) (0, 3). , ~cT ~x ( c = (1, 1)T )
. ~x ~cT ~x max{~cT (0, 0)T , ~cT ~y }.
~y (0, 3) (4, 1).
~cT ~y max{~cT (0, 3)T , ~cT (4, 1)}, ~cT ~x max{~cT (0, 0)T , ~cT (0, 3)T , ~cT (4, 1)T }. ~y
(3, 0) (4, 1)
~cT ~x max{~cT (0, 0)T , ~cT (3, 0)T , ~cT (4, 1)T }.
.

.
.
2.1. . (5)
A~x ~b
A~x + ~z = ~b n + m (~x, ~z) = (x1 , . . . , xn , z1 , . . . , zm ).
2. : x 5
x + z = 5 z 0, q 5,
x 5.
() z. ,

. z x 5
x 5,
: x 5 ( ),
. z = 0
x = 5.
, :
x1 + 2x2 + z1 = 6
(7)
x1 x2 + z2 = 3
(q1 , q2 ).
, (x1 , x2 ) - -.
x1 , x2 (7) (z1 , z2 )
(x1 , x2 ) . .., (x1 , x2 ) = (1, 1) (7)
z1 = 6, z2 = 3. z1 , z2 x1 + 2x2 6, x1 x2 3 (x1 , x2 ) = (1, 1)
.
(x1 , x2 ) = (4, 5) z1 = 8 < 0, z2 = 4 > 0.
2 x1 x2 3 1 z1 < 0.
, zi
. zi = 0 .
(7)
. , (7)
x1 , x2 z1 , z2 , -
-. :
x1 + 2x2 = 6 x1 = 4
 

x1 x2 = 3 x2 = 1
(4, 1) (x1 , x2 , z1 , z2 ) = (4, 1, 0, 0).
(0, 3) (x1 , x2 , z1 , z2 ) = (0, 3, 0, 9), (3, 0) (x1 , x2 , z1 , z2 ) = (3, 0, 3, 0)
(0, 0) (x1 , x2 , z1 , z2 ) = (0, 0, 6, 3).
(x1 , x2 , z1 , z2 ) . .
,
.
 3. 7

. ,
, .
z1 = 0, x2 = 0 (x1 , x2 , z1 , z2 ) = (6, 0, 0, 3).
,
. (7)
.
.
4. (~x, ~z) (..) A~x +~z = ~b n
(~x, ~z) .
(...) .
n .
n -
, .

.

. .
n
n .
m (7) n + m .
n m m (
) :
.
, , -
.
m n .
2.2. simplex.
3.
max x1 x2 + 2x3
2x1 + x3 3
(8)
x2 + x3 2
x1 , x2 , x3 0 .

x1 x2 x3 z1 z2 .
1 -1 2 0 0 0
2 0 1 1 0 3
0 1 1 0 1 2
1 -3 0 0 -2 -4
2 -1 0 1 -1 1
0 1 1 0 1 2
0 -5/2 0 -1/2 -3/2 -9/2
1 -1/2 0 1/2 -1/2 1/2
0 1 1 0 1 2

3.
(4) :
Xm
min bi i
i=1
m
(9) X
aij i cj , j = 1, . . . , n
i=1
i 0 , i = 1, . . . , m .
8 1.

:
min ~bT ~
(10) AT ~ ~c
0,
(1 , . . . , m ) (4).
, (x1 , . . . , xn )
(4). , j- (9) j-
(4). , i (9)
i- (4).
4. (6) :
min 61 + 32
1 + 2 1
(11)
21 2 1
1 , 2 0 .
(9) , ,
:
max (~bT ) ~
(12) (AT )~ ~c
0,

min (~cT ) ~y
(A)~y ~b
y 0,
~y Rn (12).
(5), :
3.
.
, , . x1 , . . . , xn -
n , 1 , . . . , m
m .

. :
4 ( ). (10) (5),
~bT ~ ~cT ~x ~x (5) ~ (10).

. ~x (5) ~ (10). ~b A~x 0 ~T (~b A~x) 0

( ~ 0), ~bT ~ ~xT AT ~. , AT ~ ~c 0 ~xT AT ~ ~xT ~c ( ~x 0).
. 
( (10)) ~ (5). (5)
(5)
(10).
5. 1 = 1, 2 = 1 (11) (6)
61 + 32 = 9.

. x1 = 4, x2 = 1
(6). , ..
simplex , . ,
, .
1 = 2/3, 2 = 1/3
x1 = 4, x2 = 1 , 61 + 32 = x1 + x2 = 5.
x1 , x2 , x1 + x2
 3. 9

.. (6) .. (11)

x1 x2 z1 z2 1 2 1 2
0 0 6 3 0 0 0 -1 -1
0 3 0 6 3 1/2 0 -1/2 0
4 1 0 0 5 2/3 1/3 0 0
3 0 3 0 3 0 1 0 -2
6 0 0 -3 6 1 0 0 1
0 -3 12 0 -3 0 -1 -2 0
1.

61 + 32 = 5 1 , 2 (11). x1 = 4, x2 = 1
.
1. ~x (5) ~ (10).
, ~bT ~ = ~cT ~x , ~x
(5) ~ (10).
. , ~cT ~x bT ~ ~x . ~x
~bT ~ = ~cT ~x .
~ (10) 3
(10). 
x1 , x2
(x1 , x2 )
(1 , 2 ) .
x1 + x2 .
, ~x (5) ~
.
3.1. .
... .
.. (5) (10).
2.1 6 .. (6) 6 .. (11)
1.
.. i zi = 0
xj j = 0 i = 1, 2 j = 1, 2.
5. .. (~x, ~z) (5) .. (~, ~ ) (10)
:
(13) i zi = 0 , i = 1, . . . , m xj j = 0 , j = 1, . . . , n .
(13) ,
i- , zi 6= 0 i .
, j 6= 0 j-
, xj , 1.
.. (
).
5. (~x, ~z) .. (5) (~, ~ ) .. (10) ~cT ~x = ~bT ~.
. ~bT ~ = (A~x + ~z)T ~ = ~xT AT ~ + ~zT ~. ..
T~
Pn
~z = j=1 zj j = 0,
(14) ~bT ~ = ~xT AT ~ .

~cT ~x = (AT ~ ~ )T ~x = ~T A~x ~ T ~x. ~ T ~x = 0,

(15) ~cT ~x = ~T A~x .
1 (10), x j-
j

10 1.

(14),(15) . 

1 .. . ..
... . ...
(4, 1, 0, 0) (6) ... ( (2/3, 1/3, 0, 0)). 1
~x = (4, 1) (6) ~ = (2/3, 1/3) (11).
... .

1 ( ...). .. (~ , ~ ), ... (~x , ~z ) (5),

... (10) ~x (5) ~ (10).

. 1 5. 

.. ... (5)
n n . -
... (5) m .
, m (
.. ). n
n ( ..).

6. ... (x1 , x2 , z1 , z2 ) = (4, 1, 0, 0)

(6). x1 , x2 , 1 , 2
.. (11) . .. -

1 2 = 1

1 = 2/3, 2 = 1/3 .
21 + 2 = 1

.. (1 , 2 , 1 , 2 ) = (2/3, 1/3, 0, 0).

7. ... (x1 , x2 , x3 , z1 , z2 , z3 ) = (1, 1, 0, 0, 1, 0)

;
max 2x1 + x2 x3
x1 + x3 1
x2 2x3 2
2x1 + x2 3
x1 , x2 , x3 0 .

1, :
min 1 + 22 + 33
1 + 23 2
2 + 3 1
1 22 1
1 , 2 , 3 0 .

.. (1 , 2 , 3 , 1 , 2 , 3 )
:

1 23 + 1 = 2

2 3 + 2 = 1
1 + 22 + 3 = 1

(13) 2 = 0, 1 = 0, 2 = 0 z2 > 0, x1 > 0, x2 > 0

. (1 , 2 , 3 , 1 , 2 , 3 ) =
(0, 0, 1, 0, 0, 1). ... (x1 , x2 , x3 , z1 , z2 , z3 ) = (1, 1, 0, 0, 1, 0) ...
1.

8. Choco, Cocktail, Cherry

, :
 3. 11

Choco 25% 75% - 10000
Cocktail 25% 25% 50% 5000
Cherry 25% - 75% 15000
5 3 8
,
.

.
.

Cocktail;
x1 , x2 , x3 ( ) Choco, Cocktail Cherry ,
. :
max 10000x1 + 5000x2 + 15000x3
1 1 1 5000 max 2x1 + x2 + 3x3
x1 + x2 + x3 5
4 4 4 x1 + x2 + x3 20
3 1 3x1 + x2 12
x1 + x2 3 :
4 4
1 3 2x2 + 3x3 32
x2 + x3 8 x1 , x2 , x3 0 .
2 4
x1 , x2 , x3 0 .
Cocktail,
(x1 , x2 , x3 , z1 , z2 , z3 ) x2 = 0, z2 = 0, z3 = 0. 3
- - ... .
:
x1 + x3 + z1 = 20

3x1 = 12
3x3 = 32

(x1 , x2 , x3 , z1 , z2 , z3 ) = (12, 0, 32/3, 16/3, 0, 0).

1.
:
5000 min 51 + 32 + 83
1 + 32 2
1 + 2 + 23 1
1 + 33 3
1 , 2 , 3 0 .
.. (1 , 2 , 3 , 1 , 2 , 3 )

:
1 32 + 1 = 2



2 2 23 + 2 = 1

1 33 + 3 = 3

(13) 1 = 0, 1 = 0, 3 = 0 z1 > 0, x1 >

0, x3 > 0 .
(1 , 2 , 3 , 1 , 2 , 3 ) = (0, 2/3, 1, 0, 5/3, 1). ... (x1 , x2 , x3 , z1 , z2 , z3 ) =
(4, 0, 32/3, 16/3, 0, 0) ... 1.
Cocktail
.
3.2. simplex. 1
... .. . ,
simplex .
simplex , ..
... .
12 1.

2. (x0j , zi0 , i = 1, . . . , m, j = 1, . . . , n) ... simplex

. :
x1 xj zi zm
v10 vj0 0i 0m
(01 , . . . , 0m , v10 , . . . , vn0 ) .. (x0j , zi0 , i = 1, . . . , m, j =
1, . . . , n).
9. simplex 3 .. (x1 , x2 , x3 , z1 , z2 ) =
(0, 0, 0, 3, 2) (1 , 2 , 1 , 2 , 3 ) = (0, 0, 1, 1, 2).
... -
. 1.
2. ... (~x , ~z ) (5) .. (~ , ~ )
(10) , ...
3.3. .
n
X
max cj xj
j=1
Xn
aij xj bi , i = 1, . . . , k 1, k + 1, . . . , m
(16) j=1
Xn
akj xj bk +  ,
j=1
xj 0 , j = 1, . . . , n ,
 ( ) . (16) (4)
.
3 ( ). k ,
(1 , . . . , m )
(9).
. (16) :
X
min bi i + (bk + )k
i6=k
m
(17) X
aij i cj , j = 1, . . . , n ,
i=1
i 0 , i = 1, . . . , m .
... (9)
. ... , L
(l) (l) (l) (l)
(~(1) , ~v (1) ), . . . , (~(L) , ~v (L) ) ~(l) = (1 , . . . , m ), ~v (l) = (v1 , . . . , vm ) ,
Pm m (l)
... i=1 bi i < i=1 bi i l = 1, . . . , L. 
P
Pm m (l) (l)
) , (1 , . . . , m )
P
i6=k bi i + (bk + )k < i6=k bi i + (bk +Pm k
(17). i=1 bi i + k (9) k . 
10. 3.
2x1 + x3 3.001.
:
3 1 . ,  = 0.001 1 = 1/2 (. 3),
0.0005.
, ...,
(x1 , x2 , x3 , z1 , z2 ) = (1/2, 0, 2, 0, 0)
. 3 ,
(1 , 2 , v1 , v2 , v4 ) = (1/2, 3/2, 0, 5/2, 0) .
....
x1 , x2 , x3 , z1 , z2 .. (1 , 2 , v1 , v2 , v4 )
2x1 +x3 +z1 = 3.001 x2 +x3 +z2 = 2 .
z1 = z2 = x2 = 0 1 , 2 , v2 > 0,
 4. 13

(x1 , x2 , x3 , z1 , z2 ) = (0.5005, 0, 2, 0, 0). .. ...

. , ..., .
(
) (0.5005, 0, 2, 0, 0).

11. 3 2
x2 + x3 2.0015;

0.00152 . simplex (. 3) 2
2 = 3/2.

4.
n -
m . , i- ( i = 1, 2, . . . , n) si
j- ( j = 1, 2, . . . , m) dj .
i- j- cij ,

P ; P Pm
n Pm n
s
i=1 i j=1 jd . s
i=1 i = j=1 dj
.

.
xij i
j i = 1, . . . , n j = 1, . . . , m. :
n X
X m
min cij xij
i=1 j=1
Xm
(18) xij si , i = 1, . . . , n ,
j=1
Xn
xij dj , j = 1, . . . , m .
i=1
Pm
i, j=1 xij si i
si . ,
j- , dj .

12. -

. 10000 5000 . 1,
2 3 6000, 7000 2000 . 1000
i- j- cij c11 = c23 = 3, c12 = c21 = 2, c13 = c22 = 1
.

simplex .
pivot (nm + n + m + 1)(n + m) = (nm(n + m)) nm + n + m
(nm n + m ) n + m . 2
, O(nm) .
simplex ,
:
(1) ...
(2) . , .
(3) , ...
2 ...
2
3 2.

2 ,
14 1.

(18):
m
X n
X
max dj j si i
j=1 i=1
(19)
j i cij , i = 1, . . . , n, j = 1, . . . , m ,
i , j 0 .
(4) 1 1 simplex.
... .

4.1. ... . (xij , zi , j , i =

1, . . . , n, j = 1, . . . , m) ..., zi i-
j j- ,
m
X n
X
(20) xij + zi = si , i = 1, . . . , m , xij + j = dj , j = 1, . . . , n .
j=1 i=1
Pn Pm
i=1 si = j=1 dj ( ...)
(18) ,
:
. zi = j = 0 i, j.
13. 12 15000 -
2. ( )

2 1 6
10 1
7

2 7
4
1
5 2 1

3 2

2.

. -
( ).
.
...; ,
.
,
xij 6= 0,
(). ,
1, 1, 2, 3, 1
3.  > 0 ,
, .
,

/ . 
1, x13 = 0 1 3.
, 2
...
 4. 15

2+ 1 6
10 1
7

2 7
4-
1-
5 2 1+

3 2

3.

, .
:

6 (...=). (xij , i = 1, . . . , n, j = 1, . . . , m) ...

n + m (i, j)
xij 6= 0, , .

. -
.
(xij , i = 1, . . . , n, j = 1, . . . , m)
/.
. , ...

xij .
.

. (i, j) xij = 0 ,
. 

... ,
( ) .
.

4.2. : . -
, simplex.
:
(1) i = 1, j = 1.
(2) i j :
si i = i + 1
2.
dj j = j + 1
2.
dj si .
.
... (xij , i = 1, . . . , n, j = 1, . . . , m)
. i
si , j dj .
xij .
16 1.

1 2 3
1 6 4 10
2 3 2 2
6 7 2
2.

1 2 j m
1 x11 x12 x1j x1m s1
.. .. .. .. .. .. .. ..
. . . . . . . .
.. ..
i xi1 xi2 . xij . xim si
.. .. .. .. .. .. .. ..
. . . . . . . .
.. ..
n xn1 xn2 . xnj . xnm sn
d1 d2 dj dm
12 ... 2.
. 1 ,
,
.
... ... .

4.3. pivot. simplex

.
2. ... (xij , i = 1, . . . , n, j =
1, . . . , m) (19) (i , j , vij , i = 1, . . . , n, j = 1, . . . , m)
vij (19),
(21) j i + vij = cij , i = 1, . . . , n, j = 1, . . . , m .
xij vij = 0 i, j.
6 xij (
).
, n + m 1 xij .
i, j vij = 0 (21) n + m 1 j i = cij
n + m i , j , i = 1, . . . , n, j = 1, . . . , m.
.
.
14. ... 2 12 1 1 =
3, 2 1 = 2, 2 2 = 1, 3 2 = 3. 4 5 ()
1 = 0. 1 = 3, 2 = 2, 2 = 1, 3 = 4.
vij i, j xij = 0. (21), vij = cij (j i ),
.
.. (i , j , vij , i = 1, . . . , n, j = 1, . . . , m)
. , 1 (xij , i = 1, . . . , n, j = 1, . . . , m)
. vij < 0 2 ... .
15. , v13 = c13 (3 1 ) = 1(40) = 3 < 0,
... 2 .
2 ... xij ( i, j
vij < 0 ) 0  > 0.
(i, j) ...
(i, j). 

.
 4. 17

1 2 3 1 2 3
1 6 4 + 10 1 6 2 2 10
2 3+ 2 2 2 5 2
6 7 2 6 7 2
3.

 .
, .
... ... .

16. v13 < 0, x13 x13 =  > 0

4 .

6 1 6 6 1 6
10 1 10 1
4- 2
+ 2
2 7 2 7
3+
5 2 5 2 5
2-
3 2 3 2

4.

 = 2 ( x23 = 0) ... 4.
x23 .
... ...
4, 3.
... .
xij > 0 1 1 = 3, 2 1 = 2, 3 1 = 1, 2 2 = 3.
2 = 0 : 1 = 2, 1 = 1, 3 = 1, 2 = 1.
.
i , j , .
j i
cij . , 2
01 = 2 + 2 = 0, 01 = 1 + 2 = 3, 03 = 1 + 2 = 1, 02 = 1 + 2 = 1, .

i , j vij
; (21), vij
j i i , j . ,
vij
.

17. vij i, j xij = 0: v21 = c21 (1 2 ) = 2 (1 (1)) = 0

v23 = c23 (3 2 ) = 3 (1 (1)) = 3 > 0.
..., 1 ... 3 .

18. 17
18 . 3
, ( )
:
18 1.

1 2
1 4 2
2 4 2
3 2 3
1 10 , 20 2 5
3.
(1) .

. ...
,
1 2
1 10 0 10
2 7 13 20
3 0 5 5
17 18
1: xij j i = cij , -

1 1 = 4



1 2 = 4

2 2 = 2

2 3 = 3

,
, .., 2 = 0
1 = 4, 2 = 2, 3 = 1, 1 = 0. xij ij =
j i cij 0. i = 3, j = 1: 1 3 c31 = 2 > 0, ...
 > 0 :
1 2
1 10 0 10
2 7- 13+ 20
3  5- 5
17 18
 = 5 :
1 2
1 10 0 10
2 2 18 20
3 5 0 5
17 18
2: xij j i = cij , -

1 1 = 4



1 2 = 4

2 2 = 2

1 3 = 2

1 = 0 2 = 2, 3 =
2, 2 = 4, 1 = 4. x12 , x32 12 = 2 1 2 =
0, 32 = 2 3 3 = 3 < 0, ... x11 = 10, x21 = 2, x22 = 18, x31 = 5 .
 4. 19

4.4. . -
1 5 .

;

3 5 ci3 = 0 i = 1, 2, 3.
. :

1 2 3
1 10 0 0 10
2 2 18 0 20
3 0 0 5 5
12 18 5
1: 1 1 = 4, 1 2 = 4, 2 2 = 2, 3 3 = 0
2 = 0, 3 = 0 ( 2 0
2) : 1 = 0, 1 = 4, 2 = 2, 3 = 0.
x31 1 4 = 4 > c31 = 0. ...  > 0 :

1 2 3
1 10 0 0 10
2 2- 18  20
3  0 5- 5
12 18 5
 = 2 :

1 2 3
1 10 0 2 10
2 0 18 2 20
3 2 0 3 5
12 18 5
2: 1 1 = 4, 2 2 = 2, 3 2 = 0, 3 3 = 0, 1 3 = 2
2 = 0, 2 = 2, 3 = 0, 3 = 0, 1 = 2, 1 = 2.
x13  > 0, 3 1 = 0 + 2 > 0. ,

1 2 3
1 10- 0  10
2 0 18 2 20
3 2+ 0 3- 5
12 18 5
 ( 3)

1 2 3
1 7 0 3 10
2 0 18 2 20
3 5 0 0 5
12 18 5
3: 1 1 = 4, 3 1 = 0, 2 2 = 2, 3 2 = 0, 1 3 = 2
1 = 0, 1 = 4, 3 = 0, 3 = 2, 2 = 0, 2 = 2. j i cij i, j,
... .
20 1.

, 1 2 3 2
, .

5.
n n .
. j i
cij , i, j = 1, . . . , n.
. :
X
(22) min cij xij
i,j
X
(23) xij = 1 , i
j
X
(24) xij = 1 , j
i
(25) xij {0, 1} , i, j ,
xij = 1 0 i- j . (22)
.
n n , i-
j- cij .
.
(22) ,
xij :
X
(26) min cij xij
i,j
X
(27) xij = 1 , i
j
X
(28) xij = 1 , j
i
(29) xij 0 , i, j ,
. ,
(22), (26) .
19. 3 A, B C 3
D, E, F .
D, E, F :
D E F
A 500 800 700
B 800 1200 700
C 400 800 500

7. (22) i-
ui j- j vj , ui , vj .
.

X X X
(cij + ui + vj ) xij = cij xij + (ui + vj ) xij
i,j i,j i,j
X X X X X
= cij xij + ui xij + vj xij
i,j i j j i
X X X
= cij xij + ui + vj ,
i,j i j

(22).
(22). 
 5. 21

20.
. :

D E F
A 0 300 200
B 100 500 0
C 0 400 100
:

D E F
A 0 0 200
B 100 200 0
C 0 100 100
0

D E F
A 0 0 200
B 100 200 0
C 0 100 100
.
(., A E, B F, C D) ,
. (., ) 800+700+400 = 1900.

, 0
n.
Konig.

4 ( K onig). 0
0.

.
1: .
2: .
3: (
). 4, n
.
.
n
0 .
4:
. 5.

21. :

A B C D
1 18 15 15 16
2 7 17 11 13
3 25 19 18 21
4 9 22 19 23
:
22 1.

A B C D
1 3 0 0 1
1: 2 0 10 4 6
3 7 1 0 3
4 0 13 10 14

A B C D
1 3 0 0 0
2: 2 0 10 4 5
3 7 1 0 2
4 0 13 10 13

A B C D
1 3 0 0 1
3: 2 0 10 4 5
3 7 1 0 2
4 0 13 10 13
3 < 4,
4.
4: (=4)

A B C D
1 3 0 0 0
2 -4 6 0 1
3 7 1 0 2
4 -4 9 6 9

A B C D
1 7 0 0 0
2 0 6 0 1
3 13 1 0 2
4 0 9 6 9

3:
A B C D
1 7 0 0 0
3: 2 0 6 0 1
3 13 1 0 2
4 0 9 6 9
3,
.
4:
 5. 23

A B C D
1 7 0 0 0
2 -1 5 -1 0
3 12 0 -1 1
4 -1 8 5 8
:
A B C D
1 8 0 1 0
2 0 5 0 0
3 13 0 0 1
4 0 8 6 8
( ), .

A B C D
1 18 15 15 16
2 7 17 11 13
3 25 19 18 21
4 9 22 19 23
9+19+11+16=57.
 2

Markov

1.

. ,
.
,
. , .
,
, Xn
n- , n = 0, 1, 2, . . . Xn
, , ..,
10 P (Xn > 10), EXn , . , ,

, .., 10 3 ,
P (X0 > 10 X1 > 10 X2 > 10). ,
Xn X0 , X1 , X2 , . . .
P (X2 = 10, X1 = 9, X0 = 10);
1, :
P (X2 = 10, X1 = 9, X0 = 10) = P (X2 = 10, X1 = 9|X0 = 10)P (X0 = 10)
= P (X2 = 10|X1 = 9, X0 = 10)P (X1 = 9|X0 = 10)P (X0 = 10)

. P (X1 = 9|X0 = 10) 1 9
10 . P (X2 = 10|X1 = 9, X0 = 10) 2
10 9 10.
( 10, 9 10)

. ,
P (X2 = 10|X1 = 9, X0 = 10) . , ,

. ,
X1 = 9 .
, X0 = 10
X2 = 10 X1 = 9. - -
P (X2 = 10|X1 = 9, X0 = 10) = P (X2 = 10|X1 = 9).
, X0 , X1 , X2 , . . . Mar-
kov
P (Xn+1 = j|Xn = i, Xn1 = in1 , Xn2 = in2 , . . . , X0 = i0 ) = P (Xn+1 = j|Xn = i)
n 0 j, i, in1 , . . . , i0 . , P (XN = iN , XN 1 = iN 1 , . . . , X1 =
i1 , X0 = i0 ) P (X1 = i1 |X0 = i0 )P (X2 = i2 |X1 = i1 ) P (XN = iN |XN 1 =
iN 1 ).
pij = P (Xn+1 = j|Xn = i) i, j,
n.
:
6. X0 , X1 , . . . Markov
(pij , i, j S) Markov:
P (Xn+1 = j|Xn = i, Xn1 = in1 , Xn2 = in2 , . . . , X0 = i0 ) = pij
n 0 j, i, in1 , . . . , i0 .
1 P (A|B) P (A B)/P (B).

25
26 2. MARKOV

2 ,
n.
22. : 1
1 . 2
. p
1 p.
Xn n-
Markov
pi,i+1 = p, pi,i1 = 1 p i = 1, 2, 3 p00 = p44 = 1 .
1,4
. pii = 1,
Markov , .
1.

1 1/2 1/2 1/2

0 1 2 3 4
1/2 1/2 1/2
1

1.

,
(i, j)
P pij . pij = 0 (i, j).
jS pij = 1,
i 1.

2.
i0 , . X0 = i0 .
N i1 , i2 , . . . , iN 1 , iN ;
Markov

P (X1 = i1 |X0 = i0 )P (X2 = i2 |X1 = i1 ) P (XN = iN |XN 1 = iN 1 ) = pi0 i1 pi1 i2 piN 1 iN .
23. 22, 6
3,2,1,2,3,4; ( 2.)

3,2,1,2,3,4 2. p23 p32 p21 p12 p23 p34 = p(1p)(1p)ppp = p4 (1p)2 .
:
P (XN = iN , . . . , X2 = i2 , X1 = i1 |X0 = i0 ) = P (X1 = i1 |X0 = i0 )P (XN = iN , . . . , X2 = i2 |X1 = i1 , X0 = i0 )
= pi0 i1 P (XN = iN , . . . , X2 = i2 |X1 = i1 )
= pi1 i0 P (XN 1 = iN , . . . , X1 = i2 |X0 = i0 ) .
Mar-
kov. Markov
 3. n 27

, -
1 N
0 N 1.
, .
1 : i1 . 2
i1 , . ,
Markov 1 i1 ,
0 i0 .
. , -
N 1 N , ,
.
()
Markov, .

1. Markov
, : (
X1 X0 )
( X1 ).

3. n
i, X0 = i. n
j, Xn = j;
P (Xn = j|X0 = i) n 1 i, j,
(pkl , k, l S).

24. 22 4
; P (X4 = 4|X0 = 2). 3 :
2,3,2,3,4 2,1,2,3,4 2,3,4,4.

P (X4 = 4|X0 = 2) =P (X1 = 3, X2 = 2, X3 = 3, X4 = 4|X0 = 2)

+ P (X1 = 1, X2 = 2, X3 = 3, X4 = 4|X0 = 2)
+ P (X1 = 3, X2 = 4, X3 = 4, X4 = 4|X0 = 2)
=p(1 p)p2 + (1 p)p3 + p2 = 2p3 (1 p) + p2 ,

.
P (X6 = 4|X0 = 2); ,
6 4 2
:

P (X6 = 4|X0 = 2) =P (X1 = 3, X2 = 2, X3 = 3, X4 = 2, X5 = 3, X6 = 4|X0 = 2)

+ P (X1 = 3, X2 = 2, X3 = 1, X4 = 2, X5 = 3, X6 = 4|X0 = 2)
+ P (X1 = 1, X2 = 2, X3 = 3, X4 = 2, X5 = 3, X6 = 4|X0 = 2)
+ P (X1 = 1, X2 = 2, X3 = 1, X4 = 2, X5 = 3, X6 = 4|X0 = 2)
+ P (X1 = 3, X2 = 2, X3 = 3, X4 = 4, X5 = 4, X6 = 4|X0 = 2)
+ P (X1 = 1, X2 = 2, X3 = 3, X4 = 4, X5 = 4, X6 = 4|X0 = 2)
+ P (X1 = 3, X2 = 4, X3 = 4, X4 = 4, X5 = 4, X6 = 4|X0 = 2)
=4p4 (1 p)2 + 2p3 (1 p) + p2 .

P (Xn = j|X0 = i)
n n.
.
n = 1 P (X1 = j|X0 = i) = pij .
n 2.
1:
1. k
n 1 j, ( 0). P (Xn = j, X1 =
k|X0 = i) = P (X1 = k|X0 = i)P (Xn1 = j|X0 = k).
k 1
28 2. MARKOV

8.
X
(30) P (Xn = j|X0 = i) = P (Xn1 = j|X0 = k)pik
kS

.
X
P (Xn = j|X0 = i) = P (Xn = j, X1 = k|X0 = i)
kS
X
= P (Xn = j|X1 = k, X0 = i)P (X1 = k|X0 = i)
kS
X
= P (Xn = j|X1 = k)P (X1 = k|X0 = i)
kS
X
= P (Xn1 = j|X0 = k)pik
kS

,
, Markov . 
(30) P (Xn = j|X0 = i),
n 1 ( ) n ( ).
, .
(30) . n P (n)
i j P (Xn = j|X0 = i), (30) i, j

(31) P (n) = P (n1) P
P pij .
P (n1) (31), P (n) = P (n1) P =
P (n2) P 2 = = P n . n :
9. P (Xn = j|X0 = i) i j P n , P
.
25. P (X4 = 4|X0 = 2), P (X6 = 4|X0 = 2) 22
9.

1 0 0 0 0

1 p

0 p 0 0

P = 0 1p

0 p 0

1 p 0 p

0 0

0 0 0 0 1
0,1,2,3,4 / 1,2,3,4,5.


1 0 0 0 0

1 p + p(1 p)2 2p2 (1 p)2 2p3 (1 p) p3

0

4 2 3 2 2 3 2
P = (1 p) + 2p(1 p) 4p (1 p) 2p (1 p) + p

0 0

(1 p)3 2(1 p)3 p 2(1 p)2 p2 p + (1 p)p2

0

0 0 0 0 1

1 0 0 0 0

1 p + p(1 p)2 + 2p2 (1 p)3 4p3 (1 p)3 4p4 (1 p)2 2p4 (1 p) + p3

0

6 2 3 2 4 3 3 2 3 2 4
P = (1 p) + 2p(1 p) + 4p (1 p) 8p (1 p) p + 2(1 p)p + 4(1 p) p

0 0

2p(1 p)4 + (1 p)3 4p2 (1 p)4 4p3 (1 p)3 p + (1 p)p2 + 2(1 p)2 p3

0

0 0 0 0 1
 4. N 29

P 4 P (X4 = 4|X0 = 2) = 2p3 (1 p) + p2 P 6 P (X6 = 4|X0 =

2) = p2 + 2(1 p)p3 + 4(1 p)2 p4 .
24 .
P N .
P (X4 = 0|X0 = 2) P (X3 = 0|X0 = 1), P (X3 = 0|X0 = 3)
(30)
P (X4 = 0|X0 = 2) = pP (X3 = 0|X0 = 3) + (1 p)P (X3 = 0|X0 = 1) .
P (XN = 0|X0 = i) i -
:
0 1 2 3 4
N =0 1 0 0 0 0
N =1 1 1p 0 0 0
N =2 1 1p (1 p)2 0 0
2 2 3
N =3 1 1 p + p(1 p) (1 p) (1 p) 0
N =4 1 1 p + p(1 p)2 (1 p)2 + 2p(1 p)3 (1 p)3 0
2 3
P (X4 = 0|X0 = 2) = (1 p) + 2p(1 p) .

4. N
i, j
N ; Xn = j n {0, 1, . . . , N }
X0 = j X1 = j . . . XN = j
(32) P (X0 = j X1 = j XN = j|X0 = i)
26. 22
5 , P (X0 = 4 X1 = 4 X2 = 4 X3 = 4 X4 = 4|X0 = 2).
4 , X4 = 4
5 .
P (X0 = 4 X1 = 4 . . . X4 = 4|X0 = 2) = P (X4 = 4|X0 = 2) = 2p3 (1 p) + p2
P (X4 = 4|X0 = 2) 25.
j
(33) P (X0 = j X1 = j XN = j|X0 = i) = P (XN = j|X0 = i)
N , -
9.
; (;) (33)
P (X3 = 1|X0 = 2) < P (X0 = 1 X1 = 1 X2 = 1 X3 = 1|X0 = 2).
(32) j.
i = j 1: X0 = i
X0 = i X1 = j . . . XN = j,
P (X0 = i X1 = j XN = j|X0 = i) P (X0 = i|X0 = i) = 1 .
i 6= j,
.
(32)
P (Xn = j|X0 = i) n = 0, 1, . . . , N X0 = j, X1 = j, . . . :
j N .
(32) 1:
k j N 1 ,
X0 = i,
P (X1 = k|X0 = i)P (X0 = j X1 = j XN 1 = j|X0 = k)
k
:
X
(34) P (X0 = j X1 = j XN = j|X0 = i) = P (X0 = j X1 = j XN 1 = j|X0 = k)pik
kS
30 2. MARKOV

(35)
X
P ( j N |X0 = i) = P ( j N 1 |X0 = k)pik
kS

P ( j N |X0 = i)
= P (X0 = j X1 = j XN = j|X0 = i)
X
= P (X1 = k {X0 = j X1 = j XN = j}|X0 = i)
kS
X
= P ({X0 = j, X1 = k} ({X1 = k} {X1 = j XN = j}) |X0 = i)
kS
X
= P (X1 = k {X1 = j XN = j}|X0 = i)
kS
X
= P (X1 = j XN = j|X1 = k, X0 = i)P (X1 = k|X0 = i)
kS
X
= P (X1 = j XN = j|X1 = k)pik
kS
X
= P (X0 = j XN 1 = j|X0 = k)pik
kS
X
= P ( j N 1 |X0 = k)pik
kS

27. 22 P (Xn = 1 n {0, 1, 2, 3}|X0 = 2);

(32).
P (X0 = 1 XN = 1|X0 = i) i
:

0 1 2 3 4
N =0 0 1 0 0 0
N =1 0 1 1p 0 0
2
N =2 0 1 1p (1 p) 0
N =3 0 1 1 p + p(1 p)2 (1 p)2 0

1 1 1
1 0.

(32). j -
(33) .
j (33)
j .
j N -
j N .
P N P
P (XN = j|X0 = i).

28. 22 P (Xn = 1 n {0, 1, 2, 3}|X0 = 2);

1, P
 5. 31

1 ,

1 0 0 0 0


0 1 0 0 0

P = 0 1 p

0 p 0

1p

0 0 0 p

0 0 0 0 1
( 25.)

1 0 0 0 0


0 1 0 0 0

P 3 = 0 1 p + p(1 p)2 p2 (1 p)2 p3 (1 p) + p2

0

0 (1 p)2 + p(1 p)3 p2 (1 p)2 p2 (1 p) + p

0

0 0 0 0 1
P (X0 = 1 X1 = 1 X2 = 1 X3 = 1|X0 = 2) = P (X3 = 1|X0 = 2) = 1p+p(1p)2 .

5.
i,
j.
29. 22 ; -
0 -
.
i = j 1. i 6= j. ,
1: k ,
j k, pik P ( j|X0 = k).
k :
X
(36) P ( j|X0 = i) = pik P ( j|X0 = k) , j 6= i .
kS

. N (35) -
limN P ( j N |X0 = i) = limN P ( j N
1 |X0 = i) = P ( j|X0 = i). 
(36) P ( j|X0 = j) = 1
P ( j|X0 = i) i S. ,
j i.
30. , i fi =
P ( 4|X0 = i). (36)
f0 = f0 , f1 = (1 p)f0 + pf2 , f2 = (1 p)f1 + pf3 , , f3 = (1 p)f2 + pf4 .
() f4 = 1, f0 = 0
p2
f2 = 12p(1p) . , f2 = 1/2 p = 1/2.
5.1. .
: 1,
4;
(36) . ,
, ;
4, {1, 2, 3}. ,
4. ,
,
4. ,
Markov .
, :
32 2. MARKOV

1
1/2 1/2

2/3 1/8
2 3 4
1/3 1
7/8

2.

5 ( ). j (
) . P ( j|X0 = i) = 1
i S.
. fi = P ( j|X0 = i) i S. fi = 1
i.
i0 fi0 = miniS fi ,
j. , fi0 = 1
fi = 1 i, fi0 < 1. i0 6= j fj = 1.
(36)
X X X X
fi0 = pi0 k fk fi0 pi0 k = pi0 k fk pi0 k (fk fi0 ) = 0 .
kS kS kS kS

fi0 fk k. k
pi0 k > 0, k i0 , fk = fi0 . ,
k i0 fk = fi0 .
- i1 - i0 j.
( .) i1
fi1 = fi0 = miniS fi , , i2
i0 i1 j,
fi2 = miniS fi . ,
i0 , i1 , i2 , . . . , j fj = miniS fi fi = 1 i. 

6.
i,
j ;
31. 22
-, -;
0,4 .
, -
. ,
, ., 3 0 4.
i
Ti = j X0 = i
= E( j|X0 = i)
Tj = 0 X0 = j 1 j 0 - 0 -.
Ti ,
. : 1/2
2 1. ,
 7. 33

1
1/2 1/2

2 3
1 1

3.

10. j. P ( j|X0 = i) = 1
i S, Ti j, i,

X
(37) Ti = 1 + pik Tk , i 6= j Tj = 0 .
kS

: X0 = i 6= j 1
j. 1 j 1 + ,
1 . Ti = E(1+ |X0 = i) = 1+E( |X0 = i).
1 E( |X0 = i): 1
k Tk
pik . P k
1, : Ti = 1 + kS pik Tk .
32. Ti = E(
0,4|X0 = i) i. 0,4
0, 5
j = 00 . P ( 0|X0 = i) = 1 i. 10
T00 , T1 , T2 , T3
T1 = 1 + (1 p)T00 + pT2 , T2 = 1 + (1 p)T1 + pT3 , T3 = 1 + (1 p)T2 + pT00
T00 = 0. T2 = 2/(1 2p(1 p)).

7.
Markov , -
.
X0 , X1 , X2 , . . . ..,
; ;
.
.
,
.
7. i P ( i|X0 = i) = 1.
P ( i|X0 = i) < 1 i .
,
.
:
6. V (i) ( 0, 1, 2, . . .)
i.
(1) P (V (i) < |X0 = i) = 0 i .
(2) P (V (i) < |X0 = i) = 1 i .
. X0 = i = P ( i|X0 = i).
V (i) = 1; i,
34 2. MARKOV

0. i, P (V (i) = 1|X0 = i) = 1 P ( i|X0 = i) = 1 .

V (i) = 2;
. , P (V (i) = 2|X0 = i) = (1 ).
P (V (i) = m|X0 = i) = m1 (1 ).
P (V (i) < |X0 = i) = P (V (i) = 1 V (i) = 2 . . . |X0 = i)

X
= P (V (i) = m|X0 = i)
m=1
X
= m1 (1 )
m=1
(
0 , = 1
=
1 , < 1


,
. ,
i .
( )
.
,
.
8. Markov i, j
( ) .
( 5) Markov
P ( i|X0 = k) = 1 i, k. ,
X X
P ( i|X0 = i) = pik P ( i|X0 = k) = pik = 1 .
kS kS

3. Markov .
i ,
:
11 ( ).
i, i, i . ,
i j i i
.
33. 4. -
( 11) 1,2,5 3,4.

8. Markov
i S n 0, Vn (i) i
1, . . . , n. limn Vn (i)/n
i.
n i ,

Vn (i)
lim = i , i S .
n n
P i ; P
iS Vn (i) = n n, iS i = 1.
i ( i)
i. i
1, 2, . . . , n Vn (i). , j i
, Vn (j)pji , j i
 8. MARKOV 35

1/2 5
1
1
1/2
1/8 1/5
2/3

2 3 4
1/3 3/5
7/8 1/5

4.

P
pji . i jS Vn (j)pji ,
:
Vn (i) X Vn (j)
= pji
n n
jS

n
X
(38) i = j pji , i S .
jS

P i. (i , i S)

iS i = 1 .
Vn (i)/n .
3 X0 = 1. limn Vn (2)/n
1 0 1/2 .
.
.
, .
.
7. Markov :
(1)
Vn (i)
lim = i , i ,
n n
(i , i S) .
(2) .
34. 5.
.
7
, :
1 3 1 1 1 1
1 = 1 + 2 , 2 = 2 + 3 , 3 = 1 + 3
2 4 4 2 2 2
1 + 2 + 3 = 1. 1 = 3/8, 2 = 1/4, 3 = 3/8.
35. / : Sleep (S),
Idle (I), Active(A).
Markov:
S 0mW, I 1mW A 4mW.
( ) .
36 2. MARKOV

1/2

1
3/4 1/2

2 3
1/4
1/2 1/2

5.

3/4 1/4 1/2 3/8 4/5

S I A
1/8 1/5

6.

.
, 7 S , I , A
3 1 1 1 1 4 3
S = S + I , I = I + S + A , A = A + I
4 8 2 4 5 5 8
S + I + A = 1. S = 4/27, I = 8/27, A = 15/27.
64
= 0S + 1I + 4A mW = mW .
27

9. Markov
(i , i S) (38) ; -
, ,
P (X0 = i) = i i.
X
P (X1 = i) = j pji = i ,
jS

X1 . P (Xn = i) = i
i. (i , i S),
- .
, P (Xn = i) Xn
.
- -
k. n ,
i, P (Xn = i|X0 = k);
ai n ,
(39) lim P (Xn = i|X0 = k) = ai , i S .
n

;
 9. MARKOV 37

, :
X X  X
ai = lim P (Xn+1 = i|X0 = k) = lim P (Xn = j|X0 = k)pji = lim P (Xn = j|X0 = k) pji = aj pji .
n n n
jS jS jS
P
(ai , i S) iS ai = 1,
. , (
7), (39)
lim P (Xn = i|X0 = k) = i , i S ,
n

(i , i S) .
(39); :

1 2
1

7.

(
1, n
P (Xn = 1|X0 = 1) =
0, n
, P (Xn = 1, |X0 = 1) .
, (39) .
9. i di
min = {n > 0|P (Xn = i|X0 = i) > 0} .
di = 1 i.
7 P (Xn = 1|X0 = 1)
n, d1 = 2. d2 = 2, ( ,
).
8.
lim P (Xn = i|X0 = k) = i , i, k ,
n

(i , i S) .
8 , -
7: , (
n) i () ,
i .
36. 35,
1000 Active Sleep ;
di i dS = dI = dA = 1,
. 8 P (X1000 = A|X0 = S) A = 15/27.
.
(7),(8) :
4 ().
Vn (i)
lim = lim P (Xn = i|X0 = k) , i, k .
n n n
38 2. MARKOV

, i
, i
.
 3

1.

- -
.
-
. ,

.
.
,
.
. , -
.
,
:
.
( )
() .
37. N .
: (K) (X).
.
X,
: , :

1/2
1/2

K X

1.

,
.
3 . ,
X
, .
.
, (E) K 1 (T ) -1. (
.) X 2 .

() , .
.
10. () :
39
40 3.

3/4
1/4

K X

2.

1/3

K X
2/3

3.

S.
A.
paij i S j S
a A.
c(i, a) i S a A.
38. 37
S = {K, X}.
A = {E, T }.


1/2 ,

a = T, i = K
3/4 , a = E, i = j = K



a
pij = 1/4 , a = E, i = K, j = X

1/3 , i = X, j = X





2/3 , i = X, j = K


1 ,
a = E, i = K
c(i, a) = 1 , a = T, i = K

2, i = X

,
. ( )
.
, , An n
Xn+1 , Xn+2 , . . . An+1 , An+2 , . . ..
n 0 An
Xn , Xn1 , An1 , Xn2 , An2 , . . . , X0 , A0 . , A0
X0 , A0 = 0 (X0 ), 0 X0 ,
S A. , A1
X1 , X0 , A0 , A1 = 1 (X1 , X0 , A0 ) 1
S S A A. :
 1. 41

11. = (0 , 1 , 2 , . . .) n-

(40) n (xn , xn1 , an1 , xn2 , an2 , . . . , x0 , a0 ) ,
xn , xn1 , . . . , x0 S an1 , an , . . . , a0 A.
n- (40) n xn
xn1 , . . . , x0 an1 , . . . , a0 .
39. 37
:
(1) (1) (1)
(1) (1) = . (1) = (0 , 1 , . . .) n (xn , xn1 , an1 , xn2 , an2 , . . . , x0 , a0 ) =
T n 0, xn , xn1 , . . . , x0 S an1 , an , . . . , a0 A.
(2) (2) = .
(
(1) E , xn = K
n (xn , xn1 , an1 , xn2 , an2 , . . . , x0 , a0 ) =
T , xn = X

(3) (3) = .
.
(
(1) T , xn = X xn = xn1 = = x0 = K
n (xn , xn1 , an1 , xn2 , an2 , . . . , x0 , a0 ) =
E ,

(
) (
) ()
, X0 .
()
X0 , X1 , X2 , . . . A0 , A1 , A2 . . .
.
40. X0 , X1 , X2
A0 , A1 , A2 38 39, X0 = K.
4.

0 1 2

4.

4 : KKK, KKX, KXK KXX.

0 ( )
.
,
.
( ).
42 3.

K T
1/2
(-1)
K T
1/2
(-1) 1/2 X T
K T (2)

(-1)
1/2 2/3 K T

X T (-1)

(2)
1/3
X T

(2)

0 1 2

5.

(1) (1)
5, T ,
K 1/2 . X
2/3 1/3 K, X 2/3 1/3 . ,

1 1 1
P (X1 = K, X2 = K|X0 = K) = =
2 2 4
1 1 1
P (X1 = K, X2 = X|X0 = K) = =
2 2 4
1 2 1
P (X1 = X, X2 = K|X0 = K) = =
2 3 3
1 1 1
P (X1 = X, X2 = X|X0 = K) = =
2 3 6

/ , 39.
(2) (2) 6.

K E
3/4
(1)
K E
3/4
(1) 1/4 X T
K E (2)

(1)
1/4 2/3 K E

X T (1)

(2)
1/3
X T

(2)

0 1 2

6.
 2. 43

3 3 9
P (X1 = K, X2 = K|X0 = K) = =
4 4 16
3 1 3
P (X1 = K, X2 = X|X0 = K) = =
4 4 16
1 2 1
P (X1 = X, X2 = K|X0 = K) = =
4 3 6
1 1 1
P (X1 = X, X2 = X|X0 = K) = =
4 3 12

(3) (3) 7.

K T
1/2
(-1)
K T
1/2
(-1) 1/2 X T
K T (2)

(-1)
1/2 2/3 K E

X T (1)

(2)
1/3
X T

(2)

0 1 2

7.

1 1 1
P (X1 = K, X2 = K|X0 = K) = =
2 2 4
1 1 1
P (X1 = K, X2 = X|X0 = K) = =
2 2 4
1 2 1
P (X1 = X, X2 = K|X0 = K) = =
2 3 3
1 1 1
P (X1 = X, X2 = X|X0 = K) = =
2 3 6

-
.
,
.

2.
12. N +1 (N )
= (0 , 1 , . . .) i
"N #
X
(41) E c(Xn , An )|X0 = i ,
n=0

An = n (Xn , Xn1 , An1 , . . . , X0 , A0 ) n 0.

41. N = 3
.
.
44 3.

(1) 5 KKK,KKX,KXK,KXX -3,0,0,3 ,

3P (X1 = K, X2 = K|X0 = K) + 0P (X1 = K, X2 = X|X0 = K)
1
+ 0P (X1 = X, X2 = K|X0 = K) + 3P (X1 = X, X2 = X|X0 = K) = ,
4
40.
(2) 6 KKK,KKX,KXK,KXX 3,4,4,5 ,

3P (X1 = K, X2 = K|X0 = K) + 4P (X1 = K, X2 = X|X0 = K)
169
+ 4P (X1 = X, X2 = K|X0 = K) + 5P (X1 = X, X2 = X|X0 = K) = ,
48
40.
(3) 7 KKK,KKX,KXK,KXX -3,0,2,3 ,

3P (X1 = K, X2 = K|X0 = K) + 2P (X1 = K, X2 = X|X0 = K)
169
+ 3P (X1 = X, X2 = K|X0 = K) + 3P (X1 = X, X2 = X|X0 = K) = ,
48
40.
(1) (2)
(3)
. ;
13. (
N + 1 ) VN (i) ,
i, "N #
X
VN (i) = min E c(Xn , An )|X0 = i

n=0
= (0 , 1 , . . .) An = n (Xn , Xn1 , . . . , X0 , An1 , An2 , . . . , A0 ) n 0.
VN (i) i,
( N + 1 ).
42. 38
(41) N = 2.
,
8.

-1
K T

(-1)
K
2
X T
K (2)
-1
K T

X (-1)

2
X T
(2)

0 1 2

8.

KKK, KKX, KXK, KXX.

K, KKK.
0 1, a
 2. 45

c(K, a), 2 , a
. T c(K, T ) = 1 < 1 = c(K, E).
K , K
KXK.
, .
X
, T .
10,
. , .., -1
K . ,
.
1 .
V0 (K) V0 (X) K X .
10 1.
K, a j, 1
c(K, a) + V0 (j) paKj . 2
K 1,
(
a a a a 1 + 12 (1) + 12 2 = 12 , a = T
c(K, a) + pKK V0 (K) + pKX V0 (X) = c(K, a) + pKK (1) + pKX 2 =
1 + 43 (1) + 41 2 = 34 , a = K

V1 (K) = min(1/2, 3/4) a1 (K) = T . X

( 1,2)
2 1
V1 (X) = 2 + V0 (K) + V0 (X) = 2
3 3
a1 (X) = T 9.

-1
K T
1/2
-1/2 (-1)
K T

(-1) 2
1/2 X T
K (2)
-1
2/3 K T
2
X T (-1)

(2) 2
1/3
X T
(2)

0 1 2

9.

K 0,
: 1 ,
2 . 0 K
T
1 1 1
1 + V1 (K) + V1 (X) = ,
2 2 4
E
3 1 9
1 + V1 (K) + V1 (X) = ,
4 4 8
V2 (K) = min(9/8, 1/4) = 1/4 a2 (K) = T .
, (1) (
39).
46 3.

n + 1 0, 1 n,
n .
Richard Bellman.
-
:

9. Vn (i)

X
(42) Vn (i) = min c(i, a) + paij Vn1 (j) , n 1, i S
aA
jS

V0 (i) = minaA c(i, a) i.

an (i) i, n ,
a (42), an (i) a
X
Vn (i) = c(i, a) + paij Vn1 (j) .
jS

. (42) . i. n = 0

a
i j i

(c(i,a)) (c(i,a))

0 1 2 n

10.

,
c(i, a) a.
c(i, a). V0 (i) = mina c(i, a) a0 (i) mina c(i, a).
n 1 0 n. i.
j
n , 41 n
. 1 n Vn1 (j).
n + 1 c(i, a) + Vn1 (j). j paij

X X
(43) paij [c(i, a) + Vn1 (j)] = c(i, a) + paij Vn1 (j)
jS jS

a, n + 1


X
Vn (i) = min c(i, a) + paij Vn1 (j)
aA
jS

a (43) 
 3. 47

3.
-
.
. ,
-
:
, .., .
-
( ) . ,
n n ,
0 < < 1.
. 0.1%
99.9% . (/)
. -
,
.
14. ( 0 < < 1)
= (0 , 1 , . . .) i
" #
X
n
(44) E c(Xn , An )|X0 = i ,
n=0
An = n (Xn , Xn1 , An1 , . . . , X0 , A0 ) n 0.
-
.
, :
15. = (0 , 1 , 2 , . . .) n
n, n
n (xn , xn1 , an1 , . . . , x0 , a0 ) = f (xn ) ,
f : S A xn , xn1 , . . . , x0 S an1 , . . . , a0 A.
43. 39. (1)
. ,
n(1) (xn , xn1 , an1 , . . . , x0 , a0 ) = f (1) (xn ) ,
f (1) (x) = T x S.
(2) n
.
n(2) (xn , xn1 , an1 , . . . , x0 , a0 ) = f (2) (xn ) ,
(
(2) E , x = K
f (x) =
T , x = X
(3) K T E -
(3)
X. , n (xn , xn1 , an1 , . . . , x0 , a0 )
xn1 , . . . , x0 .
(paij , j S) i a
. i f (i),
f (i)
i (pij , j S) i.
X0 , X1 , X2 , . . . Markov . .
44. 39 (1) ,
Markov 11.
( ) .
(2) Markov 12.
12. V (i)
i
X f (i)
V (i) = c(i, f (i)) + pij V (j) , i S .
jS
48 3.

1/2
1/2
1/3

K X

(-1) 2/3 (2)

11.

3/4
1/4
1/3

K X

(1) 2/3 (2)

12.

. X0 = i. j
" # " #
X X
n n1
E c(Xn , An )|X1 = j, X0 = i = c(i, f (i)) + E c(Xn , An )|X1 = j, X0 = i
n=0 n=1

" #
X
n1
= c(i, f (i)) + E c(Xn , An )|X1 = j
n=1
" #
X
n
= c(i, f (i)) + E c(Xn , An )|X0 = j
n=0
= c(i, f (i)) + V (j)
f (i)
j, pij X1 = j,

X f (i)
(45) V (i) = c(i, f (i)) + pij V (j) .
jS

45.
= 1/2 (1) 39 (. 44).
i = K i = X (45)
 
1 1 1
V(1) (K) = 1 + V (1) (K) + V(1) (X)
2 2 2
 
1 2 1
V(1) (X) = 2 + V (1) (K) + V(1) (X)
2 3 3

V(1) (K) = 8/13, V(1) (X) = 28/13.

 3. 49

3.1.
.
16. (
) V (i) ,
i,
" #
X
n
(46) V (i) = min E c(Xn , An )|X0 = i ,

n=0

= (0 , 1 , . . .) An = n (Xn , Xn1 , . . . , X0 , An1 , An2 , . . . , A0 ) n 0.

V (i) ( )
i, ( (44)).
,
(44).
10. V (i)

X
(47) V (i) = min c(i, a) + paij V (j) .
aA
jS

f (i) i a
(47), f (i) a
X
V (i) = c(i, a) + paij V (j) .
jS

46. 38
= 1/2
    
1 1 1 1 3 1
V (K) = min 1 + V (K) + V (X) , 1 + V (K) + V (X)
2 2 2 2 4 4
    
1 2 1 1 2 1
V (X) = min 2 + V (K) + V (X) , 2 + V (K) + V (X)
2 3 3 2 3 3

10 . -
(1) (. 39) V(1) (i) i,
. 45 V(1) (K) = 8/13, V(1) (X) = 28/13
V (i) = V(1) (i), i = 1, 2. (1)
.

47 .
X ,
, (1) (2) ,
. ,
.
, .
3.2. -
. .

( ) .
11 ( ). (0) . i,
(1)
f (i) a
X
c(i, a) + paij V(0) (j) .
jS

a
0 (0) .
(1) f (1) (i) i V(1) (i)
V(0) (i) i, (0) . , V(1) (i) = V(0) (i),
, (1) .
50 3.

. f (0) (i) (0) i. 12

X f (0) (i)
V(0) (i) = c(i, f (0) (i)) + pij V (j)
jS
X (1)
c(i, f (1)
(i)) + pfij V(0) (j) ,
jS

f (1) (i). ( ) 0 =
(f (1) , f (0) , f (0) , . . .) (0) .

X f (1)
V0 (i) = c(i, f (1) (i)) + pij V(0) (j)
jS
X (1)
c(i, f (1) (i)) + pfij V0 (j)
jS

V0 (j) V(0) (j) j.

00 = (f (1) , f (1) , f (0) , . . .)
f (1) () (0) . (0) , 00

V(0) (i) V0 (i) V00 (i) ,

i. N
f (1) (0) , (0) . N
f (1) ,
(1) . (1) (0) .
V(1) (i) = V(0) (i) i,
X f (1) (i)
V(1) (i) = c(i, f (1) (i)) + pij V(1) (j)
jS
f (1) (i)
X
(1)
= c(i, f (i)) + pij V(0) (j)
jS

X
= min c(i, a) + paij V(1) (j) ,
aA
jS

f (1) (i). (1)

. 

:
(1) (0) V(0) (i) -
i.
(2) (0) (1) 11.
(3) , ,
(1) . , (1) (1)
(0) .

47. 1, 2, 3
Markov 13. ,
( ) .
(), (). ,
() .
0 , .
.
14
15.
.
0, i i (, i).
-
= 3/4.
 3. 51

1/2 1/2
1/2 1/2

1 2 3
1/2 1/2

13.

1/2 1/2
1/2 1/2

1 2 3

(0) 1/2 (0) 1/2 (0)

1
T

(0)

14.

1 2 3

(-1) 1 (-2) (-3)

1 1

1
T

(0)

15.

(0) , V(0) (i)=0 i.

(0) 12
 
3 1 1
V(0) (1) = V(0) (1) + V(0) (2)
4 2 2
 
3 1 1
V(0) (2) = V(0) (1) + V(0) (3)
4 2 2
 
3 1 1
V(0) (3) = V(0) (2) + V(0) (3)
4 2 2
3
V(0) (T ) = V(0) (T )
4
V(0) (i) = 0 i.
52 3.

1 (0)

3
1 + V(0) (T ) = 1 < V(0) (1)
4
. (1)
f (1) (1) = P . .
(1) f (1) (i) = P .
(1) :
3
V(1) (1) = 1 + V(1) (T )
4
3
V(1) (2) = 2 + V(1) (T )
4
3
V(1) (3) = 3 + V(1) (T )
4
3
V(1) (T ) = V(1) (T ) ,
4
V(1) (i) = i i = 1, 2, 3 V(1) (T ) = 0. 1
(1)
 
3 1 1 9
0+ (1) + (2) =
4 2 2 8
-1 .
f (2) f (2) (1) = . 2 a = ( )
-2 a =  
3 1 1 3
(1) + (3) = > 2 ,
4 2 2 2
(2)
f (2) = . 3 a = -3 a =
 
3 1 1 15
(2) + (3) = > 3 ,
4 2 2 8
f (2) (3) = .
(2)
 
3
1 1
V(2) (1) = V(2) (1) + V(2) (2)
4
2 2
3
V(2) (2) = 2 + V(2) (T )
4
3
V(2) (3) = 3 + V(2) (T )
4
3
V(2) (T ) = V(2) (T )
4
V(2) (1) = 6/5, V(2) (2) = 2, V(2) (3) = 3, V(2) (T ) = 0.
1 a = -6/5 a = -1. f (3) (1) = .
2 a = -2 a =
 
3 1 6 1 63
+ (3) = ,
4 2 5 2 40
f (3) (2) = . 3 a = -3 a =
 
3 1 1 15
(2) + (3) = > 3 ,
4 2 2 8
f (3) (3) = .
(3) (2) , (2) ,
11.
1 .