Say you have an array for which the ith element is the price of a given stock on day i. Design an algorithm to find the maximum profit. You may complete at most k transactions.

传统的动态规划我们会这样想,到第i天时进行j次交易的最大收益,要么等于到第i-1天时进行j次交易的最大收益(第i天价格低于第i-1天的价格),要么等于到第i-1天时进行j-1次交易,然后第i天进行一次交易(第i天价格高于第i-1天价格时)。于是得到动规方程如下(其中diff = prices[i] – prices[i – 1]):

profit[i][j] = max(profit[i – 1][j], profit[i – 1][j – 1] + diff)

看起来很有道理,但其实不对,为什么不对呢?因为diff是第i天和第i-1天的差额收益,如果第i-1天当天本身也有交易呢(也就是说第i-1天刚卖出了股票,然后又买入等到第i天再卖出),那么这两次交易就可以合为一次交易,这样profit[i – 1][j – 1] + diff实际上只进行了j-1次交易,而不是最多可以的j次,这样得到的最大收益就小了。</p>

那么怎样计算第i天进行交易的情况的最大收益,才会避免少计算一次交易呢?我们用一个局部最优解和全局最有解表示到第i天进行j次的收益,这就是该动态规划的特殊之处。

用local[i][j]表示到达第i天时,最多进行j次交易的局部最优解;用global[i][j]表示到达第i天时,最多进行j次的全局最优解。它们二者的关系如下(其中diff = prices[i] – prices[i – 1]):

local[i][j] = max(global[i – 1][j – 1] , local[i – 1][j] + diff)

global[i][j] = max(global[i – 1][j], local[i][j])</p> local[i][j]和global[i][j]的区别是:local[i][j]意味着在第i天一定有交易(卖出)发生,当第i天的价格高于第i-1天(即diff > 0)时,那么可以把这次交易(第i-1天买入第i天卖出)跟第i-1天的交易(卖出)合并为一次交易,即local[i][j]=local[i-1][j]+diff;当第i天的价格不高于第i-1天(即diff<=0)时,那么local[i][j]=global[i-1][j-1]+diff,而由于diff<=0,所以可写成local[i][j]=global[i-1][j-1]。global[i][j]就是我们所求的前i天最多进行k次交易的最大收益,可分为两种情况:如果第i天没有交易(卖出),那么global[i][j]=global[i-1][j];如果第i天有交易(卖出),那么global[i][j]=local[i][j]。</p>

class Solution {
    /**
     * @param k: An integer
     * @param prices: Given an integer array
     * @return: Maximum profit
     */
//http://liangjiabin.com/blog/2015/04/leetcode-best-time-to-buy-and-sell-stock.html
//http://www.cnblogs.com/grandyang/p/4295761.html
    public int maxProfit(int k, int[] prices) {
        if (prices == null || prices.length == 0) return 0;
        
        int n = prices.length, profit = 0;
        if (k > n / 2) {
            for (int i = 1; i < n; i++) {
                if (prices[i] > prices[i - 1]) {
                    profit += prices[i] - prices[i - 1];
                }
            }
            return profit;
        }
        
        int[] local = new int[k + 1], global = new int[k + 1];        
        for (int i = 1; i < n; i ++) {
            int diff = prices[i] - prices[i - 1];
            for (int j = 1; j <= k; j++) {
                local[j] = Math.max(global[j - 1], local[j] + diff);
                global[j] = Math.max(local[j], global[j]);
            }
        }
        return global[k];
    }
};