UVa 10900 - So you want to be a 2n-aire?

10900 - So you want to be a 2n-aire?

 * http://acm.uva.es/p/v109/10900.html

Summary
You are a player on a quiz show. In the beginning, you have $1. For each correct answer this price doubles, but once you give a wrong answer, you lose everything. The game is over either after you decide to stop, or after you answer $$n$$ questions.

Each time you are given a question, you think for a while, and come up with a possible answer. You can also estimate the probability $$p$$ that your answer is correct. Based on this $$p$$ you can decide whether you will stop playing (and take the current price), or try to answer the question.

What is your expected price, if you use an optimal strategy?

Assume that $$p$$ is a random variable uniformly distributed over the interval $$[t,1]$$.

Explanation
First of all, we will explain the last sentence. Take a lot of questions, try to answer each of them, and each time write down the value $$p$$. That sentence says that the numbers you have written down will all come from the interval $$[t,1]$$ and they will be approximately uniformly distributed.

Now, what is the optimal strategy?

Suppose that your current price is $$C$$, and that the probability of answering the current question right is $$p$$. If you keep the price, you will gain $$C$$. If you answer the question, with probability $$p$$ you will have $$C$$ and you will still be in the game with one question less to answer, with probability $$(1-p)$$ you gain nothing and you are out.

If this is the last question, the expected price if you answer the question is $$2pC$$. If this is more than $$C$$, you should answer the question, otherwise you shouldn't.

Now consider the general case. Let $$f(k)$$ be the answer we seek – the expected price, if you have $$k$$ questions left and play optimally. How to compute it? If you don't answer, you will get $$2^{n-k}$$ dollars. If you do, you have the probability $$p$$ that you get the price $$f(k-1)$$.

When you will be in this situation, you will know the exact value $$p$$, thus your expected price will be $$\max\left( 2^{n-k}, p.f(k-1) \right)$$.

But when we compute our answer, we don't know the question you are going to get. What now? We will simply take an "average over all possible values of p". (As there is an infinite number of possible values, the "average" will actually be an integral.)

We get the following recurrence:
 * $$ f(0) = 2^n $$
 * $$ f(k) = {1 \over 1-t} \cdot \int_t^1 \max\left( 2^{n-k}, p.f(k-1) \right) dp $$

Using them, we can compute the values $$f(k)$$ and output the value $$f(n)$$.

Implementations
An easy way of computing $$f(k)$$: split the integral into two parts, on the first part integrate the constant function $$2^{n-k}$$, on the second part integrate the linear function $$p.f(k-1)$$.

Input
1 0.5 1 0.3 2 0.6 24 0.25 30 0.8 0 0

Output
1.500 1.357 2.560 230.138 45517159.608