Formailag értelmesebb, egyenértékű

Előkészületek I.

S = 49 ; T = 50 ; τ = 0.2 ; Overscript[u, _] = 0.466 ;

w[x_, σ_: - 0.5, θ_:4.1] := θ + x^σ/σ ; f[t_] := 1/(T - S + 1) (*most állandó ? *) ; ψ[v_, ρ_: - 1] := v^ρ/ρ(*ρ = -1 vagy 1 ? *)

ClearAll[R, r, B, b, V, v, F] ;

R = Array[r_#&, T - S + 1, S] ;

b = Array[B_#&, T - S + 1, S] ;

v = Array[V_#&, T - S + 1, S] ;

F = Array[f[#] &, T - S + 1, S] ;

elso = Thread[v→ (Overscript[u, _] - w/@b) R + (w/@b) Range[S, T]]

{V_49→49 (4.1 - 2./B_49^0.5) + (-3.634 + 2./B_49^0.5) r_49, V_50→50 (4.1 - 2./B_50^0.5) + (-3.634 + 2./B_50^0.5) r_50}

celfv = ((ψ/@v) . F)/.elso

-1/(2 (49 (4.1 - 2./B_49^0.5) + (-3.634 + 2./B_49^0.5) r_49)) - 1/(2 (50 (4.1 - 2./B_50^0.5) + (-3.634 + 2./B_50^0.5) r_50))

masod = ((τ + b) R - Range[S, T] b) . F == 0

1/2 (-49 B_49 + (0.2 + B_49) r_49) + 1/2 (-50 B_50 + (0.2 + B_50) r_50) == 0

pozitivak = Join[Thread[b>0], Thread[R>0]]

{B_49>0, B_50>0, r_49>0, r_50>0}

Mi is v?

FoldList[#1 + #2&, 0, {aa, bb, cc}]

{0, aa, aa + bb, aa + bb + cc}

FoldList[#1 + #2&, v49, ww/@b] (*igazából ez a v ! *)

{v49, v49 + ww[B_49], v49 + ww[B_49] + ww[B_50]}

w/@b

{4.1 - 2./B_49^0.5, 4.1 - 2./B_50^0.5}

v = FoldList[#1 + #2&, (Overscript[u, _] - w[B_S]) r_S + w[B_S], w/@b] ;

Join[{celfv}, {masod}, harmad]

NMaximize[Join[{celfv}, {masod}, harmad], Join[b, R]]

Join[{celfv}, {masod}, harmad]


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