例题 9-17 基金管理（Fund Management，ACM/ICPC NEERC 2007, UVa1412）

原题链接：https://vjudge.net/problem/UVA-1412
分类：复杂DP
备注：复杂状态的动态规划；和指函数有关的状态转移

以下代码和紫书代码没有任何区别…

#include<bits/stdc++.h>
using namespace std;
const double INF=1e10;
const int maxn=10;
const int maxm=105;
const int maxstate=15000;
double c,price[maxn][maxm];
int m,n,kk,s[maxn],k[maxn];
char name[maxn][maxn];

double d[maxm][maxstate];
int opt[maxm][maxstate],previ[maxm][maxstate];

int buy_next[maxstate][maxn],sell_next[maxstate][maxn];
vector<vector<int>>states;
map<vector<int>,int> ID;

void dfs(int stock,vector<int>&lots,int totlot){
    if(stock==n){
        ID[lots]=states.size();
        states.push_back(lots);
    }
    else for(int i=0;(i<=k[stock])&&(totlot+i<=kk);++i){//股票stock买第i手
        lots[stock]=i;
        dfs(stock+1,lots,totlot+i);
    }
}

void init(){
    vector<int>lots(n);
    states.clear();
    ID.clear();
    dfs(0,lots,0);
    for(int s=0;s<states.size();++s){
        int totlot=0;
        for(int i=0;i<n;++i)totlot+=states[s][i];
        for(int i=0;i<n;++i){
            buy_next[s][i]=sell_next[s][i]=-1;
            if(states[s][i]<k[i]&&totlot<kk){//对状态s进行转移，购买第i股
                vector<int>newstate=states[s];
                newstate[i]++;
                buy_next[s][i]=ID[newstate];
            }
            if(states[s][i]>0){//对状态s进行转移，出售第i股
                vector<int>newstate=states[s];
                newstate[i]--;
                sell_next[s][i]=ID[newstate];
            }
        }
    }
}

void update(int day,int s,int s2,double v,int o){
    if(v>d[day+1][s2]){
        d[day+1][s2]=v;
        opt[day+1][s2]=o;
        previ[day+1][s2]=s;//保存
    }
}

double dp(){
    for(int day=0;day<=m;++day)
        for(int s=0;s<states.size();++s)d[day][s]=-INF;
    d[0][0]=c;
    for(int day=0;day<m;++day)
        for(int s=0;s<states.size();++s){
            double v=d[day][s];
            if(v<0)continue;
            update(day,s,s,v,0);//HOLD
            for(int i=0;i<n;++i){
                if((buy_next[s][i]>=0)&&(v>=price[i][day]-(1e-3)))
                    update(day,s,buy_next[s][i],v-price[i][day],i+1);//BUY
                if(sell_next[s][i]>=0)
                    update(day,s,sell_next[s][i],v+price[i][day],-i-1);//SELL
            }
        }
    return d[m][0];
}

void print_ans(int day,int s){
    if(day==0)return;
    print_ans(day-1,previ[day][s]);
    if(opt[day][s]==0)printf("HOLD\n");
    else if(opt[day][s]>0)printf("BUY %s\n",name[opt[day][s]-1]);
    else printf("SELL %s\n",name[-opt[day][s]-1]);
}

int main(void){
    // freopen("in.txt","r",stdin);
    while(~scanf("%lf%d%d%d",&c,&m,&n,&kk)){
        for(int i=0;i<n;i++){
            scanf("%s%d%d",name[i],&s[i],&k[i]);
            for(int j=0;j<m;j++){
                scanf("%lf",&price[i][j]);
                price[i][j]*=s[i];
            }
        }
        init(); 
        printf("%.2lf\n",dp());
        print_ans(m,0);
    }
    return 0;
}