Skip to main content

Dynamic Programming: Connecting Theory to Practice

The Bridge

Let me show you how Bellman's advanced concepts directly connect to the problems you've actually solved!


1. Why Problem Structure Matters (Convexity vs Concavity)

The Math Simplified

Convex functions curve upward (like a smile ☺️). Concave functions curve downward (like a frown ☹️).

Bellman's Discovery

The shape of your reward functions determines what your optimal solution looks like.

Two Types of Optimal Solutions

Type 1: All-or-Nothing Decisions (Convex Case)

When your immediate rewards are convex, your optimal choice at any state x is always either:

  • Take everything (y = x), OR
  • Take nothing (y = 0)
Your Connection: House Robber

Think of House Robber problems! At each house, you either:

  • ✅ Rob it completely (take everything), OR
  • ❌ Skip it entirely (take nothing)

No "rob half the house" - it's binary, all-or-nothing!

Type 2: Unique Balanced Decisions (Concave Case)

When your immediate rewards are strictly concave, there's exactly ONE best choice at each state. Even better, if you increase your resources slightly, your optimal allocation changes smoothly - specifically:

0 < dy/dx < 1

This means: "If you get a little more resources, you'll use some of it (but not all) in the same way."

Your Connection: Climbing Stairs & Fibonacci

Think of Climbing Stairs or Fibonacci Numbers. At each step, there's one unique optimal path forward. The solution is smooth and predictable - not jumpy or all-or-nothing.


2. Smart Computing: Why Some DP Problems Use Less Memory

The Key Insight: Continuity Saves Space

When your policy function is continuous (smooth, no sudden jumps), you don't need to store EVERY possible future state. You only need values near where you'll likely land next.

Example with a Grid

Imagine computing values at points: Δ, 2Δ, 3Δ, 4Δ, ...

ApproachMemory Usage
❌ Naive approachStore ALL future values from 0 to ax (huge memory!)
✅ Smart approachOnly store values near your predicted next position (tiny memory!)

Your Connection

Climbing Stairs

In Climbing Stairs, you only need the last 2 values (not all previous values) because:

  • From step n, you can only go to steps n+1 or n+2
  • You don't need to remember step 1 when computing step 100!
Maximum Subarray

In Maximum Subarray, you only track:

  • Current maximum ending here
  • Global maximum so far

You don't need to store the entire history - just the "neighborhood" of where you are!


3. Mathematical Guarantees: When Does DP Actually Work?

Bellman classified problems to ensure solutions actually exist and are unique. All of your problems fall into Type One - which gives the strongest guarantee!

Type One: Shrinking State Space (ALL Your Problems!)

The Mathematical Condition

||T(p, q)|| < a · ||p||,  where a < 1

Translation: "Each decision makes the state (problem size) physically smaller."

THE MOST IMPORTANT GUARANTEE

This is THE MOST IMPORTANT guarantee for your DP problems: the recursion MUST terminate because you're always moving toward a smaller problem until you hit a base case.

Your Problems - All Type One

1. Climbing Stairs & Fibonacci
ComponentDetails
Statep = n (number of stairs/Fibonacci index)
TransformationT(n) = n-1 or n-2
Shrinkingn → n-1 → n-2 → ... → 1 → 0
GuaranteeMust reach base case (0 or 1 stairs)
2. Decode Ways
ComponentDetails
Statep = string length remaining
TransformationConsume 1 or 2 characters
Shrinkinglen(s) → len(s)-1 or len(s)-2
GuaranteeMust reach empty string
3. House Robber
ComponentDetails
Statep = number of houses remaining
TransformationT(n) = n-1 (skip house) or n-2 (rob and skip next)
Shrinkingn → n-1 or n-2
GuaranteeMust reach end of houses (no houses left)
4. Delete and Earn
ComponentDetails
Statep = number of distinct values to process
TransformationProcess one value, n → n-1
ShrinkingArray of possibilities decreases
GuaranteeMust process all values
5. Maximum Subarray (Kadane's)
ComponentDetails
Statep = number of elements left to process
Transformationn → n-1 (process one element)
ShrinkingArray length decreases
GuaranteeMust reach end of array
6. Longest Increasing Subsequence
ComponentDetails
Statep = elements remaining to consider
Transformationn → n-1 (process current element)
ShrinkingProblem size decreases left to right
GuaranteeMust process entire array
7. Grid Traversal (Unique Paths, Minimum Path Sum)
ComponentDetails
Statep = (i, j) current position
Transformation(i,j) → (i+1, j) or (i, j+1)
ShrinkingDistance to goal `
GuaranteeMust reach bottom-right corner (m, n)

Type Two: Diminishing Weights (Not Your Problems!)

The Mathematical Condition

|h(p, q)| < a < 1

Translation: "The state might not shrink, but future rewards are discounted by a factor less than 1."

Real Type Two Examples (Advanced Applications)

These Are NOT Your Problems

None of your problems have explicit discount factors or probabilities that diminish over time. They all have finite, shrinking state spaces (Type One).

1. Infinite Horizon Problems with Discounting
f(x) = reward(x) + γ · f(next_state)  where γ < 1
  • Used in: Reinforcement Learning, Finance (present value calculations)
  • Key feature: State might cycle, but discount ensures convergence
2. Stochastic Survival Problems
  • Each round has probability p < 1 of continuing
  • Expected value: immediate + p · future
  • The probability p is the discount factor
3. Economic Models
  • Future money is worth less (time value of money)
  • Discount rate ensures infinite sum converges

4. From Discrete Steps to Continuous Flow

Bellman extended DP to continuous processes (calculus of variations):

From Steps to Smooth Curves

Instead of discrete decisions at steps 1, 2, 3..., imagine making tiny decisions continuously over time. As the time step ΔT → 0, the recurrence relation transforms into a partial differential equation (PDE).

Your Connection

Your discrete problems are like frames in a movie:

Discrete VersionContinuous Version
Fibonacci/Climbing Stairs: Discrete steps (1, 2, 3...)Imagine climbing a smooth ramp instead of stairs

The same DP principles work, just with calculus instead of arithmetic!

Marginal Analysis (The "Price" Interpretation)

The derivatives df/dx (how the optimal value changes with resources) are often simpler than f(x) itself. These derivatives represent:

  • Economic interpretation: Marginal value, or "price" of one more unit
  • Optimal strategy: Balance the rate of gain vs. rate of resource use
Your Connection: Delete and Earn

In Delete and Earn, you're essentially computing marginal value:

  • "If I take this number, what's the marginal benefit?"
  • "What's the opportunity cost (what I lose by taking it)?"

The optimal policy balances: benefit of taking vs. cost of constraints.


Connecting Everything to Your Pattern List

Pattern 1a: Simple Accumulation

  • Fibonacci, Climbing Stairs: Type One (state shrinks: n → n-1, n-2)
    • Concave returns → unique smooth solutions
    • Guarantee: Recursion terminates at base case

Pattern 1b: Selection with Skip Constraint ⭐

  • House Robber, Delete and Earn: Type One (houses/values remaining decrease)
    • Convex-like structure → all-or-nothing choices
    • Each house/number: take it all or skip it entirely
    • Guarantee: Must reach end of sequence

Pattern 1c: Subarray Optimization

  • Maximum Subarray (Kadane's): Type One (array elements: n → n-1)
    • Continuous policy → only need local memory
    • Don't store entire history, just current state!
    • Guarantee: Must process all elements

Pattern 1d: Subsequence Selection (LIS Family)

  • Longest Increasing Subsequence: Type One (elements to process decrease)
    • State shrinks with each element processed
    • Marginal analysis: "What's the value of including this element?"
    • Guarantee: Finite array means finite recursion

Pattern 2: Grid Traversal

  • Unique Paths, Minimum Path Sum: Type One (distance to goal shrinks)
    • Each move brings you closer to target
    • Marginal analysis at each cell (which direction has better "price"?)
    • Guarantee: Finite grid means must reach destination

The Big Picture: Why Your Solutions Work

Bellman's Framework in Action

Bellman's theoretical framework explains WHY your solutions are guaranteed to work:

1. ✅ All Your Problems Are Type One

Every single problem you've solved has a shrinking state space:

  • Stairs remaining decrease
  • String gets shorter
  • Array gets processed element by element
  • Grid distance to goal decreases
The Strongest Guarantee

This is the strongest guarantee: Your recursion CANNOT loop forever. It MUST hit a base case.

2. 🏗️ Structure Determines Strategy

  • Convex problems → binary choices (House Robber: all-or-nothing)
  • Concave problems → smooth unique solutions (Climbing Stairs: one optimal path)

3. 💾 Memory Efficiency Through Continuity

Continuous policies → you only need recent states:

  • Fibonacci with 2 variables (not arrays)
  • Kadane's with 2 values (not full history)
  • Grid DP with just previous row

4. ⚖️ Optimal Decisions Via Marginal Analysis

Balance marginal gains vs. costs:

  • Delete and Earn: benefit vs. constraint cost
  • Path problems: immediate cost vs. future optimal path
  • House Robber: house value vs. opportunity cost of skipping neighbors

Summary Table: Classification of Your Problems

ProblemEquation TypeState ShrinkingTermination Guarantee
FibonacciType Onen → n-1, n-2Base case: n=0,1
Climbing StairsType Onen → n-1, n-2Base case: n=0,1
Min Cost ClimbingType Onen → n-1, n-2Base case: n=0,1
Decode WaysType Onelen → len-1, len-2Empty string
House RobberType Onen → n-1, n-2No houses left
Delete and EarnType Onen → n-1All values processed
Maximum SubarrayType Onen → n-1Array end reached
LISType Onen → n-1All elements seen
Unique PathsType One(i,j) → (i+1,j) or (i,j+1)Reach (m,n)
Minimum Path SumType One(i,j) → (i+1,j) or (i,j+1)Reach (m,n)
Key Insight

You've been solving Type One problems exclusively - the cleanest, most fundamental class of DP problems with guaranteed termination and unique solutions. This is the foundation upon which all DP is built! 🎯