动态规划之投资策略规划 - z84616995z的专栏 - 博客频道 - CSDN.NET


动态规划之投资策略规划 - z84616995z的专栏 - 博客频道 - CSDN.NET

你所掌握的算法知识帮助你从Acme计算机公司获得了一份令人兴奋的工作,签约奖金1万美元。你决定利用这笔钱进行投资,目标是10年后获得最大回报。你决定请Amalgamated投资公司管理你的投资,该公司的投资回报规则如下。该公司提供n种不同的投资,从1~n编号。在第j年年底,比你会得到drij美元。回报率是有保证的,即未来10年每种投资的回报率均已知。你每年只能做出一次投资决定。在每年年底,你既可以将钱继续投入到上一年选择的投资种类中,也可以转移到其他投资中(转移到已有的投资种类,或者新的投资种类)。如果跨年时你不做投资转移,需要支付f1美元的费用,否则,需要支付f2美元的费用,其中f2>f1。

a。如上所述,本问题允许你每年将钱投入到多种投资中。证明:存在最优投资策略,每年都将所有钱投入到单一投资中(脊柱最优投资策略只需最大化10年的回报,无需关心任何其他目标,如最小化风险)。

b.证明:规划最优投资策略问题具有最优子结构性质。

c.设计最优投资策略规划算法,分析算法时间复杂度。

d. 假定Amalgamated投资公司在上述规则上又加入了新的限制条款,在任何时刻你都不能在任何单一投资种类中投入15000美元以上。证明:最大化10年回报问题不再具有最优子结构性质。

分析与解答:正如a题所言,如果每年都将所有钱投入到单一投资中,存在最优投资策略。一共n年m种投资,每年都有m种方式选择,持续n年,那么一共有m^n种可能的选择方式,但是这指数种选择方式中存在很多重叠子结构,实际上除去重叠的,只有n*m²种子结构。该问题在第j年寻找获得收益最大时所选择的位置将会产生新的子问题,要想求第j年最佳选择,那么需要求第j-1年最佳选择,根据第j-1年最优解来求第j年最优解。假定已经知道第j-1年之前的最佳选择方式,第j-1年每种投资都已经得到最大收益,那么我们只需在第j-1年的这m种投资中结合第j年的每种投资方式选择一种获利最大的方式。利用剪贴法证明第j年最佳投资方式必然包含第j-1年最佳投资方式。假定有比第j-1年每种投资获利更大的获利方式,那么把此方式"剪贴"上去,从而得到一个第j年获利更大方式.,那么与最初的第j年最佳投资方式矛盾。假定共n年m种投资,那么运行时间是O(n*m*m).


Read full article from 动态规划之投资策略规划 - z84616995z的专栏 - 博客频道 - CSDN.NET

Labels

LeetCode (1432) GeeksforGeeks (1122) LeetCode - Review (1067) Review (882) Algorithm (668) to-do (609) Classic Algorithm (270) Google Interview (237) Classic Interview (222) Dynamic Programming (220) DP (186) Bit Algorithms (145) POJ (141) Math (137) Tree (132) LeetCode - Phone (129) EPI (122) Cracking Coding Interview (119) DFS (115) Difficult Algorithm (115) Lintcode (115) Different Solutions (110) Smart Algorithm (104) Binary Search (96) BFS (91) HackerRank (90) Binary Tree (86) Hard (79) Two Pointers (78) Stack (76) Company-Facebook (75) BST (72) Graph Algorithm (72) Time Complexity (69) Greedy Algorithm (68) Interval (63) Company - Google (62) Geometry Algorithm (61) Interview Corner (61) LeetCode - Extended (61) Union-Find (60) Trie (58) Advanced Data Structure (56) List (56) Priority Queue (53) Codility (52) ComProGuide (50) LeetCode Hard (50) Matrix (50) Bisection (48) Segment Tree (48) Sliding Window (48) USACO (46) Space Optimization (45) Company-Airbnb (41) Greedy (41) Mathematical Algorithm (41) Tree - Post-Order (41) ACM-ICPC (40) Algorithm Interview (40) Data Structure Design (40) Graph (40) Backtracking (39) Data Structure (39) Jobdu (39) Random (39) Codeforces (38) Knapsack (38) LeetCode - DP (38) Recursive Algorithm (38) String Algorithm (38) TopCoder (38) Sort (37) Introduction to Algorithms (36) Pre-Sort (36) Beauty of Programming (35) Must Known (34) Binary Search Tree (33) Follow Up (33) prismoskills (33) Palindrome (32) Permutation (31) Array (30) Google Code Jam (30) HDU (30) Array O(N) (29) Logic Thinking (29) Monotonic Stack (29) Puzzles (29) Code - Detail (27) Company-Zenefits (27) Microsoft 100 - July (27) Queue (27) Binary Indexed Trees (26) TreeMap (26) to-do-must (26) 1point3acres (25) GeeksQuiz (25) Merge Sort (25) Reverse Thinking (25) hihocoder (25) Company - LinkedIn (24) Hash (24) High Frequency (24) Summary (24) Divide and Conquer (23) Proof (23) Game Theory (22) Topological Sort (22) Lintcode - Review (21) Tree - Modification (21) Algorithm Game (20) CareerCup (20) Company - Twitter (20) DFS + Review (20) DP - Relation (20) Brain Teaser (19) DP - Tree (19) Left and Right Array (19) O(N) (19) Sweep Line (19) UVA (19) DP - Bit Masking (18) LeetCode - Thinking (18) KMP (17) LeetCode - TODO (17) Probabilities (17) Simulation (17) String Search (17) Codercareer (16) Company-Uber (16) Iterator (16) Number (16) O(1) Space (16) Shortest Path (16) itint5 (16) DFS+Cache (15) Dijkstra (15) Euclidean GCD (15) Heap (15) LeetCode - Hard (15) Majority (15) Number Theory (15) Rolling Hash (15) Tree Traversal (15) Brute Force (14) Bucket Sort (14) DP - Knapsack (14) DP - Probability (14) Difficult (14) Fast Power Algorithm (14) Pattern (14) Prefix Sum (14) TreeSet (14) Algorithm Videos (13) Amazon Interview (13) Basic Algorithm (13) Codechef (13) Combination (13) Computational Geometry (13) DP - Digit (13) LCA (13) LeetCode - DFS (13) Linked List (13) Long Increasing Sequence(LIS) (13) Math-Divisible (13) Reservoir Sampling (13) mitbbs (13) Algorithm - How To (12) Company - Microsoft (12) DP - Interval (12) DP - Multiple Relation (12) DP - Relation Optimization (12) LeetCode - Classic (12) Level Order Traversal (12) Prime (12) Pruning (12) Reconstruct Tree (12) Thinking (12) X Sum (12) AOJ (11) Bit Mask (11) Company-Snapchat (11) DP - Space Optimization (11) Dequeue (11) Graph DFS (11) MinMax (11) Miscs (11) Princeton (11) Quick Sort (11) Stack - Tree (11) 尺取法 (11) 挑战程序设计竞赛 (11) Coin Change (10) DFS+Backtracking (10) Facebook Hacker Cup (10) Fast Slow Pointers (10) HackerRank Easy (10) Interval Tree (10) Limited Range (10) Matrix - Traverse (10) Monotone Queue (10) SPOJ (10) Starting Point (10) States (10) Stock (10) Theory (10) Tutorialhorizon (10) Kadane - Extended (9) Mathblog (9) Max-Min Flow (9) Maze (9) Median (9) O(32N) (9) Quick Select (9) Stack Overflow (9) System Design (9) Tree - Conversion (9) Use XOR (9) Book Notes (8) Company-Amazon (8) DFS+BFS (8) DP - States (8) Expression (8) Longest Common Subsequence(LCS) (8) One Pass (8) Quadtrees (8) Traversal Once (8) Trie - Suffix (8) 穷竭搜索 (8) Algorithm Problem List (7) All Sub (7) Catalan Number (7) Cycle (7) DP - Cases (7) Facebook Interview (7) Fibonacci Numbers (7) Flood fill (7) Game Nim (7) Graph BFS (7) HackerRank Difficult (7) Hackerearth (7) Inversion (7) Kadane’s Algorithm (7) Manacher (7) Morris Traversal (7) Multiple Data Structures (7) Normalized Key (7) O(XN) (7) Radix Sort (7) Recursion (7) Sampling (7) Suffix Array (7) Tech-Queries (7) Tree - Serialization (7) Tree DP (7) Trie - Bit (7) 蓝桥杯 (7) Algorithm - Brain Teaser (6) BFS - Priority Queue (6) BFS - Unusual (6) Classic Data Structure Impl (6) DP - 2D (6) DP - Monotone Queue (6) DP - Unusual (6) DP-Space Optimization (6) Dutch Flag (6) How To (6) Interviewstreet (6) Knapsack - MultiplePack (6) Local MinMax (6) MST (6) Minimum Spanning Tree (6) Number - Reach (6) Parentheses (6) Pre-Sum (6) Probability (6) Programming Pearls (6) Rabin-Karp (6) Reverse (6) Scan from right (6) Schedule (6) Stream (6) Subset Sum (6) TSP (6) Xpost (6) n00tc0d3r (6) reddit (6) AI (5) Abbreviation (5) Anagram (5) Art Of Programming-July (5) Assumption (5) Bellman Ford (5) Big Data (5) Code - Solid (5) Code Kata (5) Codility-lessons (5) Coding (5) Company - WMware (5) Convex Hull (5) Crazyforcode (5) DFS - Multiple (5) DFS+DP (5) DP - Multi-Dimension (5) DP-Multiple Relation (5) Eulerian Cycle (5) Graph - Unusual (5) Graph Cycle (5) Hash Strategy (5) Immutability (5) Java (5) LogN (5) Manhattan Distance (5) Matrix Chain Multiplication (5) N Queens (5) Pre-Sort: Index (5) Quick Partition (5) Quora (5) Randomized Algorithms (5) Resources (5) Robot (5) SPFA(Shortest Path Faster Algorithm) (5) Shuffle (5) Sieve of Eratosthenes (5) Strongly Connected Components (5) Subarray Sum (5) Sudoku (5) Suffix Tree (5) Swap (5) Threaded (5) Tree - Creation (5) Warshall Floyd (5) Word Search (5) jiuzhang (5)

Popular Posts