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We next consider the administrative optimization problem presented in §4.2.
Substituting these into Equation 5, the administrative optimization problem becomes maximize ∑ i = 1 n α i E [ U i ( P ^ i ) ] (19) subject to ∑ i = 1 n E [ P ^ i ] = 1 and ∑ i, j = 1 n C o v [ P ^ i, P ^ j ] = 0 (20).
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