1. Complexity [20 marks] (A)Prove that is both and . [4 marks] (B)Consider the following functions of . Put them in order from smallest to largest asymptotic growth rate. [8 marks] (C)Let be the processing time of an algorithm for the input of size . Which is the asymptotic time complexity of this algorithm, or ? Please show your working to justify your answer. [8 marks]

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评估算法的时间复杂度(time complexity)的技巧小结

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A:证明 既是 又是 。[4 分] B:考虑 的以下函数。将它们按从最小到最大的渐近增长率排序。[8 分] C:让 是算法对输入大小 的处理时间。该算法的渐近时间复杂度是 还是 ?请出示您的计算步骤以证明您的答案。[8 分]
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(a) Consider the case of a European Vanilla Call option which is path independent. Examine the convergence of the Monte Carlo Method using the programme given in ‘MC Call.m’. How does the error vary with the number of paths nP aths? The current time is t = 0 and the Expiry date of the option is t = T = 0.5. Suppose that the current value of the underlying asset is S(t = 0) = 100 and the Exercise price is E = 100, with a risk free interest rate of r = 0.04 and a volatility of σ = 0.5. (b) Now repeat part (a) above but assume that the volatility is σ = 0.05. Does the change in the volatility σ influence the convergence of the Monte Carlo Method? (c) Now repeat part (a) but instead of taking one big step from t = 0 to t = T divide the interval into nSteps discrete time steps by using the programme given in ‘MC Call Small Steps.m’. Confirm that for path independent options, the value of nP aths determines the rate of convergence and that the value of nSteps can be set to 1. (d) Now let us consider path dependent options. The programme given in ‘MC Call Small Steps.m’ is the obvious starting point here. We assume that the current time is t = 0 and the expiry date of the option is t = T = 0.5. The current value of the underlying asset is S(t = 0) = 100 and the risk free interest rate is r = 0.05 and the volatility is σ = 0.3. (i) Use the Monte Carlo Method to estimate the value of an Arithematic Average Asian Strike Call option with Payoff given by max(S(T) − S, ¯ 0). (ii) Use the Monte Carlo Method to estimate the value of an Up and Out Call option with Exercise Price E = 100 and a barrier X = 150. (iii) Comment on the the rate of convergence for part (i) and (ii) above with respect to the parameters nP aths and nP aths使用matlab编程

Recall that to solve (P2) in the tth time frame, we observe ξt 􏰗 {hti, Qi(t), Yi(t)}Ni=1, consisting of the channel gains {hti}Ni=1 and the system queue states {Qi(t),Yi(t)}Ni=1, and accordingly decide the control action {xt, yt}, including the binary offloading decision xt and the continuous resource allocation yt 􏰗 􏰄τit, fit, eti,O, rit,O􏰅Ni=1. A close observation shows that although (P2) is a non-convex optimization problem, the resource allocation problem to optimize yt is in fact an “easy” convex problem if xt is fixed. In Section IV.B, we will propose a customized algorithm to efficiently obtain the optimal yt given xt in (P2). Here, we denote G􏰀xt,ξt􏰁 as the optimal value of (P2) by optimizing yt given the offloading decision xt and parameter ξt. Therefore, solving (P2) is equivalent to finding the optimal offloading decision (xt)∗, where (P3) : 􏰀xt􏰁∗ = arg maximize G 􏰀xt, ξt􏰁 . (20) xt ∈{0,1}N In general, obtaining (xt)∗ requires enumerating 2N offloading decisions, which leads to significantly high computational complexity even when N is moderate (e.g., N = 10). Other search based methods, such as branch-and-bound and block coordinate descent [29], are also time-consuming when N is large. In practice, neither method is applicable to online decision- making under fast-varying channel condition. Leveraging the DRL technique, we propose a LyDROO algorithm to construct a policy π that maps from the input ξt to the optimal action (xt)∗, i.e., π : ξt 􏰕→ (xt)∗, with very low complexity, e.g., tens of milliseconds computation time (i.e., the time duration from observing ξt to producing a control action {xt, yt}) when N = 10.,为什么要使用深度强化学习

Algorithm 1: The online LyDROO algorithm for solving (P1). input : Parameters V , {γi, ci}Ni=1, K, training interval δT , Mt update interval δM ; output: Control actions 􏰕xt,yt􏰖Kt=1; 1 Initialize the DNN with random parameters θ1 and empty replay memory, M1 ← 2N; 2 Empty initial data queue Qi(1) = 0 and energy queue Yi(1) = 0, for i = 1,··· ,N; 3 fort=1,2,...,Kdo 4 Observe the input ξt = 􏰕ht, Qi(t), Yi(t)􏰖Ni=1 and update Mt using (8) if mod (t, δM ) = 0; 5 Generate a relaxed offloading action xˆt = Πθt 􏰅ξt􏰆 with the DNN; 6 Quantize xˆt into Mt binary actions 􏰕xti|i = 1, · · · , Mt􏰖 using the NOP method; 7 Compute G􏰅xti,ξt􏰆 by optimizing resource allocation yit in (P2) for each xti; 8 Select the best solution xt = arg max G 􏰅xti , ξt 􏰆 and execute the joint action 􏰅xt , yt 􏰆; { x ti } 9 Update the replay memory by adding (ξt,xt); 10 if mod (t, δT ) = 0 then 11 Uniformly sample a batch of data set {(ξτ , xτ ) | τ ∈ St } from the memory; 12 Train the DNN with {(ξτ , xτ ) | τ ∈ St} and update θt using the Adam algorithm; 13 end 14 t ← t + 1; 15 Update {Qi(t),Yi(t)}N based on 􏰅xt−1,yt−1􏰆 and data arrival observation 􏰙At−1􏰚N using (5) and (7). i=1 i i=1 16 end With the above actor-critic-update loop, the DNN consistently learns from the best and most recent state-action pairs, leading to a better policy πθt that gradually approximates the optimal mapping to solve (P3). We summarize the pseudo-code of LyDROO in Algorithm 1, where the major computational complexity is in line 7 that computes G􏰅xti,ξt􏰆 by solving the optimal resource allocation problems. This in fact indicates that the proposed LyDROO algorithm can be extended to solve (P1) when considering a general non-decreasing concave utility U (rit) in the objective, because the per-frame resource allocation problem to compute G􏰅xti,ξt􏰆 is a convex problem that can be efficiently solved, where the detailed analysis is omitted. In the next subsection, we propose a low-complexity algorithm to obtain G 􏰅xti, ξt􏰆. B. Low-complexity Algorithm for Optimal Resource Allocation Given the value of xt in (P2), we denote the index set of users with xti = 1 as Mt1, and the complementary user set as Mt0. For simplicity of exposition, we drop the superscript t and express the optimal resource allocation problem that computes G 􏰅xt, ξt􏰆 as following (P4) : maximize 􏰀j∈M0 􏰕ajfj/φ − Yj(t)κfj3􏰖 + 􏰀i∈M1 {airi,O − Yi(t)ei,O} (28a) τ,f,eO,rO 17 ,建立了什么模型

Every year the cows hold an event featuring a peculiar version of hopscotch that involves carefully jumping from rock to rock in a river. The excitement takes place on a long, straight river with a rock at the start and another rock at the end, L units away from the start (1 ≤ L ≤ 1,000,000,000). Along the river between the starting and ending rocks, N (0 ≤ N ≤ 50,000) more rocks appear, each at an integral distance Di from the start (0 < Di < L). To play the game, each cow in turn starts at the starting rock and tries to reach the finish at the ending rock, jumping only from rock to rock. Of course, less agile cows never make it to the final rock, ending up instead in the river. Farmer John is proud of his cows and watches this event each year. But as time goes by, he tires of watching the timid cows of the other farmers limp across the short distances between rocks placed too closely together. He plans to remove several rocks in order to increase the shortest distance a cow will have to jump to reach the end. He knows he cannot remove the starting and ending rocks, but he calculates that he has enough resources to remove up to M rocks (0 ≤ M ≤ N). FJ wants to know exactly how much he can increase the shortest distance *before* he starts removing the rocks. Help Farmer John determine the greatest possible shortest distance a cow has to jump after removing the optimal set of M rocks. Input Line 1: Three space-separated integers: L, N, and M Lines 2..N+1: Each line contains a single integer indicating how far some rock is away from the starting rock. No two rocks share the same position. Output Line 1: A single integer that is the maximum of the shortest distance a cow has to jump after removing M rocks Sample Inputcopy Outputcopy 25 5 2 2 14 11 21 17 4 Hint Before removing any rocks, the shortest jump was a jump of 2 from 0 (the start) to 2. After removing the rocks at 2 and 14, the shortest required jump is a jump of 4 (from 17 to 21 or from 21 to 25).

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