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2023阿里巴巴全球数学竞赛预选赛题/决赛部分题个人解 (三)

2023-06-25 19:20 作者:saqatl  | 我要投稿

预选赛题 7.


这是最优停止问题,但是比赛的时候忙着赶论文,题都没看就润了。下面直接用动态规划来解决一般的 p%20%5Cin%20(0%2C1)

设 m 为正在考虑的候选者,S_m 为其排名的随机变量,X_m 为该候选者是否接受 offer 的随机变量。所有策略状态都可以用 (m%2Cs%2Cx) 表示,其中 s 为 m 的排名,x 表示候选者是否接受 offer。

显然,若 s%20%5Cne%201r 就不会被选为最优者,此时应该考虑 (m%2B1%2Cs%2Cx)。设 P(m%2Cs%2Cx) 是状态 (m%2Cs%2Cx) 下选到最优者的最大概率,则

P(m%2Cs%2Cx)%20%3D%20%5Cmax%5C%7B%5Ctilde%20P(m%2Cs%2Cx)%2C%20%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%5C%7D%20(m%20%3C%20N)

其中 %5Ctilde%20P(m%2Cs%2Cx) 是状态 (m%2Cs%2Cx) 即为最优者的概率,显然当 s%3D1%2C%20x%3D1 时 %5Ctilde%7BP%7D(m%2Cs%2Cx)%20%3D%20m%2FN,否则 %5Ctilde%20P(m%2Cs%2Cx)%20%3D%200。当 m%20%3D%20N 时,问题的边界条件为当 s%20%3D%201%2C%20x%20%3D%201 时 P(N%2Cs%2Cx)%20%3D%201,否则 P(N%2Cs%2Cx)%20%3D%200

现在寻找 %5Cmathbb%7BE%7D(P(m%2CS_m%2CX_m)) 应当满足的递推关系(注意它和 s 无关)。

%5Cbegin%7Baligned%7D%0A%0A%5Cmathbb%7BE%7D(P(m%2CS_m%2CX_m))%20%26%3D%20%5Cfrac%7B1%7D%7Bm%7D%20%5Csum%5Climits_%7Bs%3D1%7D%5Em%20(pP(m%2Cs%2C1)%20%2B%20(1-p)P(m%2Cs%2C0))%5C%5C%0A%0A%26%3D%20%5Cfrac%7Bp%7D%7Bm%7D%20%5Csum%5Climits_%7Bs%3D1%7D%5E%7Bm%7D%20%5Cmax%5C%7B%5Ctilde%20P(m%2Cs%2C1)%2C%20%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%5C%7D%5C%5C%0A%0A%26%5C%20%2B%20%5Cfrac%7B1-p%7D%7Bm%7D%20%5Csum%5Climits_%7Bs%3D1%7D%5E%7Bm%7D%20%5Cmax%5C%7B%5Ctilde%20P(m%2Cs%2C0)%2C%20%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%5C%7D%20%5C%5C%0A%0A%26%3D%20%5Cfrac%7Bp%7D%7Bm%7D((m-1)%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%20%2B%20P(m%2C1%2C1))%20%2B%20%5Cfrac%7B1-p%7D%7Bm%7D%20m%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%20%5C%5C%0A%0A%26%3D%20%5Cfrac%7Bm-p%7D%7Bm%7D%20%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%20%2B%20%5Cfrac%7Bp%7D%7Bm%7D%20P(m%2C1%2C1)%0A%0A%5Cend%7Baligned%7D

当 P(m%2C1%2C1)%20%3E%20m%2FN 时,继续考虑第 m%2B1 个候选人所获得的概率比直接选择第 m 个候选人所获得的概率更大,此时最优策略应当为考虑第 m%2B1 个候选人,因此 P(m%2C1%2C1)%20%3D%20%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))。此时代入上式可得 %5Cmathbb%7BE%7D(P(m%2CS_m%2CX_m))%20%3D%20%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%20%3E%20m%2FN%20%3E%20(m-1)%2FN,代入递推式可得 P(m-1%2C1%2C1)%20%3E%20(m-1)%2FN。因此对第 m-1 个候选者而言,也应当继续考虑第 m 个候选人。

因此,最优策略满足如下条件:如果第 m 个候选人不会被选,则第 m-1 个候选者也不会被选;如果第 m 个候选人可以被考虑,那么第 m%2B1 个候选人也应当被考虑。

如果想在 (m%2C1%2C1) 状态选择第 m 个候选人,则 P(m%2C1%2C1)%20%3D%20m%2FN,因此

%5Cmathbb%7BE%7D(P(m%2CS_m%2CX_m))%20%3D%20%5Cfrac%7Br-p%7D%7Br%7D%20%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%20%2B%20%5Cfrac%7Bp%7D%7BN%7D%20(m%20%5Cge%20m_N)

其中 m_N 为使得 P(m_N%2C1%2C1)%20%3D%20m_N%2FN 的最小 m 值。现在代入边界条件,就得到

%5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%20%3D%20%5Cfrac%7Bpm%7D%7B(1-p)N%7D%20%5Cleft(%5Cprod%5Climits_%7Bk%3Dm%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1-p%7D%7Bk%7D%5Cright)%20-%201%5Cright)%20(m%20%5Cge%20m_N)

综上所述,我们只需要考虑状态 (m%2C1%2C1),此时选择第 m 个候选人当且仅当 %5Cmathbb%7BE%7D(P(m%2B1%2C%20S_%7Bm%2B1%7D%2C%20X_%7Bm%2B1%7D))%20%5Cle%20m%2FN。设 m_N 是第一个满足上述条件的 m,则最优策略即为从第 m_N 个候选人开始考虑发 offer,选择第一个 s%20%3D%201 的候选人。

下面求出 m_N。这也即寻找

%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1-p%7D%7Bk%7D%5Cright)%20%5Cle%20%5Cfrac%7B1%7D%7Bp%7D%2C%20%5Cquad%20%5Cprod%5Climits_%7Bk%3Dm_N%20-%201%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1-p%7D%7Bk%7D%5Cright)%20%5Cge%20%5Cfrac%7B1%7D%7Bp%7D

由 %5Cmathrm%7BBernoulli%7D 不等式,

%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1-p%7D%7Bk%7D%5Cright)%20%3E%20%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1%7D%7Bk%7D%5Cright)%5E%7B1-p%7D%20%3D%20%5Cleft(%5Cfrac%7BN%7D%7Bm_N%7D%5Cright)%5E%7B1-p%7D

另一方面,

%5Cbegin%7Baligned%7D%0A%0A%5Cfrac%7B1%7D%7B%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1-p%7D%7Bk%7D%5Cright)%7D%20%26%3D%20%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(%5Cfrac%7Bk%7D%7Bk%2B1-p%7D%5Cright)%20%3D%20%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(1%20-%20%5Cfrac%7B1-p%7D%7Bk%2B1-p%7D%5Cright)%20%5C%5C%0A%0A%26%3E%20%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1%7D%7Bk%2B1-p%7D%5Cright)%5E%7B1-p%7D%20%3D%20%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(%5Cfrac%7Bk-p%7D%7Bk%2B1-p%7D%5Cright)%0A%0A%5Cend%7Baligned%7D

%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(1%20%2B%20%5Cfrac%7B1-p%7D%7Bk%7D%5Cright)%20%3C%20%5Cprod%5Climits_%7Bk%3Dm_N%7D%5E%7BN-1%7D%20%5Cleft(%5Cfrac%7Bk%2B1-p%7D%7Bk-p%7D%5Cright)%20%3D%20%5Cleft(%5Cfrac%7BN-p%7D%7Bm_N%20-%20p%7D%5Cright)%5E%7B1-p%7D

因此

%5Cleft(%5Cfrac%7BN%7D%7Bm_N%7D%5Cright)%5E%7B1-p%7D%20%3C%20%5Cfrac%7B1%7D%7Bp%7D%20%3C%20%5Cleft(%5Cfrac%7BN-p%7D%7Bm_N%20-%201%20-%20%20p%7D%5Cright)%5E%7B1-p%7D

p%5E%7B%5Cfrac%7B1%7D%7B1-p%7D%7D%20%3C%20%5Cfrac%7Bm_N%7D%7BN%7D%20%3C%20%5Cfrac%7BN-p%7D%7BN%7D%20p%5E%7B%5Cfrac%7B1%7D%7B1-p%7D%7D%20%2B%20%5Cfrac%7Bp%2B1%7D%7BN%7D

两侧同取极限得

%5Clim%5Climits_%7BN%20%5Cto%20%5Cinfty%7D%20%5Cfrac%7Bm_N%7D%7BN%7D%20%3D%20p%5E%7B%5Cfrac%7B1%7D%7B1-p%7D%7D

当 p%20%3D%201 时,上述极限即趋于 1%2Fe

决赛我选的主分析副应用与计算。现在看来选得还行。

分析题 1. 数列 %5C%7Ba_n%5C%7D 满足

a_%7Bn%2B1%7D%20%3D%20a_n%20%2B%20%5Cfrac%7Ba_n%5E2%7D%7Bn%5E2%7D%2C%20%5Cquad%20a_1%20%3D%20%5Cfrac%7B2%7D%7B5%7D

证明:对任意正整数 n 都有 a_n%20%3C%201

没什么想法,就硬估计的。自然会想到利用归纳法,

a_%7Bn%2B1%7D%20%3D%20%5Csum%5Climits_%7Bi%3D1%7D%5En%20(a_%7Bi%2B1%7D%20-%20a_i)%20%2B%20a_1%20%3D%20%5Csum%5Climits_%7Bi%3D1%7D%5En%20%5Cfrac%7Ba_i%5E2%7D%7Bi%5E2%7D%20%2B%20a_1

再用 %5Cmathrm%7BBessel%7D 问题放缩。不过从 a_1 开始不太行,计算到 a_4%20%5Capprox%200.68 之后就可以了:

a_%7Bn%2B1%7D%20%3D%20%5Csum%5Climits_%7Bi%3D4%7D%5En%20%5Cfrac%7Ba_i%5E2%7D%7Bi%5E2%7D%20%2B%20a_4%20%3C%20%5Csum%5Climits_%7Bi%3D4%7D%5En%20%5Cfrac%7Ba_i%5E2%7D%7Bi%5E2%7D%20%2B%20a_4%20%3C%20%5Cfrac%7B%5Cpi%5E2%7D%7B6%7D%20-%201%20-%20%5Cfrac%7B1%7D%7B4%7D%20-%20%5Cfrac%7B1%7D%7B9%7D%20%2B%20a_4%20%5Capprox%200.97%20%3C%201

分析题 2. 设 V 是平面闭区域 Q%20%3D%20%5B0%2C1%5D%5E2 上由连续函数构成的 n 维线性空间,证明:存在函数 f%20%5Cin%20V 使得

%5C%7Cf%5C%7C_%7BL%5E2(Q)%7D%20%3D%201%2C%20%5Cquad%20%5C%7Cf%5C%7C_%7BL%5E%7B%5Cinfty%7D(Q)%7D%20%5Cge%20%5Csqrt%7Bn%7D

取 L%5E2 范数下的标准正交基 f_1%2C%20f_2%2C%20%5Cldots%2C%20f_n。则对任意 f%20%5Cin%20V,有 f%20%3D%20%5Csum%5Climits_%7Bi%3D1%7D%5En%20%5Calpha_i%20f_i

先考虑让 %5C%7Cf%5C%7C_%7BL%5E2(Q)%7D%20%3D%201,不难知道 %5C%7Cf%5C%7C_%7BL%5E2(Q)%7D%20%3D%20%5Csqrt%7B%5Csum%5Climits_%7Bi%3D1%7D%5En%20%5Calpha_i%5E2%7D,故 %5Csum%5Climits_%7Bi%3D1%7D%5En%20%5Calpha_i%5E2%20%3D%201

另一方面,由于 %5Csum%5Climits_%7Bi%3D1%7D%5En%20%5C%7Cf_i%5C%7C%5E2_%7BL%5E2(Q)%7D%20%3D%20n,则由积分中值定理可知存在 %5Cxi%20%5Cin%20Q 使得 %5Csum%5Climits_%7Bi%3D1%7D%5En%20f_i%5E2(%5Cxi)%20%3D%20n。此时由 %5Cmathrm%7BCauchy%7D 不等式可知 f(%5Cxi)%20%3D%20%5Csum%5Climits_%7Bi%3D1%7D%5En%20%5Calpha_i%20f_i(%5Cxi)%20%5Cle%20%5Csqrt%7B%5Csum%5Climits_%7Bi%3D1%7D%5En%20%5Calpha_i%5E2%7D%20%5Csqrt%7B%5Csum%5Climits_%7Bi%3D1%7D%5En%20f_i%5E2(%5Cxi)%7D%20%3D%20%5Csqrt%7Bn%7D,且等号显然可以取到。此时的 f 即满足题目条件。

总感觉以前做过这题,但是翻了翻还存着的 TD 没找着。

2023阿里巴巴全球数学竞赛预选赛题/决赛部分题个人解 (三)的评论 (共 条)

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