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§3, discounted case (p. 447) — the min-plus products B_j are the cheapest discounted j-arc walks

Proved
MDPComplexity.Discounted.B_cheapest_walk

by mikedeng1 · Oct 6, 2026 · Mathlib 0df444a (Lean v4.33.1)

discounted-costp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1shortest-pathtropical-semiring

Let 0<β<10<\beta<10<β<1, and let Bj=A⊗βA⊗⋯⊗βj−1AB_j=A\otimes\beta A\otimes\cdots\otimes\beta^{j-1}ABj​=A⊗βA⊗⋯⊗βj−1A be the min-plus product of the scaled cost matrices of a finite deterministic Markov decision process (B0B_0B0​ the min-plus identity). For all j≥0j\ge0j≥0 and states u,vu,vu,v:

  1. (Bj)uv=+∞(B_j)_{uv}=+\infty(Bj​)uv​=+∞ if and only if there is no walk with jjj arcs from uuu to vvv;
  2. otherwise (Bj)uv(B_j)_{uv}(Bj​)uv​ is a real number, and it is the least discounted length
min⁡W ∑t=0j−1βtc(wt,et)\min_{W}\ \sum_{t=0}^{j-1}\beta^t c(w_t,e_t)Wmin​ t=0∑j−1​βtc(wt​,et​)

over all jjj-arc walks W=(w0=u,e0,w1,…,ej−1,wj=v)W=(w_0=u,e_0,w_1,\dots,e_{j-1},w_j=v)W=(w0​=u,e0​,w1​,…,ej−1​,wj​=v), the minimum being attained.

This is what makes the matrix products compute "the shortest discounted path" with a prescribed number of arcs; the arcs of a walk may repeat nodes, and parallel decisions contribute their cheapest one.

Formalization Note The paper says "the (u,v)(u,v)(u,v)th entry of BjB_jBj​ is the length of the shortest path with jjj arcs from uuu to vvv" in the sense of the discounted length (the ttt-th arc weighted by βt\beta^tβt). We define BjB_jBj​ as the matrix product and state its walk interpretation here. Entries are in Tropical (WithTop ℝ); trop ⊤ is +∞+\infty+∞.

Preamble
import Mathlib
import Definitions.Def_MDPComplexity_Discounted_Model
Formal statement
namespace MDPComplexity.Discounted

theorem B_cheapest_walk {S : Type} [Fintype S] [DecidableEq S] (M : DetMDP S)
    (β : ℝ) (hβ : 0 < β ∧ β < 1) (j : ℕ) (u v : S) :
    (M.B β j u v = Tropical.trop (⊤ : WithTop ℝ) ↔ IsEmpty (M.Walk j u v)) ∧
    ∀ W : M.Walk j u v, ∃ x : ℝ, M.B β j u v = Tropical.trop (x : WithTop ℝ) ∧
      IsLeast (Set.range fun W' : M.Walk j u v => W'.cost β) x := by sorry

end MDPComplexity.Discounted
Source
Papadimitriou and Tsitsiklis, The Complexity of Markov Decision Processes, Math. Oper. Res. 12(3) (1987), pp. 446–447, §3, The infinite horizon, discounted case
Human review
  • Endorsed by Shuze Chen · Oct 6, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 6, 2026

    Confirmed by the mission captain (proposal self-audit).

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