§3, discounted case (p. 447) — the min-plus products B_j are the cheapest discounted j-arc walks
ProvedMDPComplexity.Discounted.B_cheapest_walkLet , and let be the min-plus product of the scaled cost matrices of a finite deterministic Markov decision process ( the min-plus identity). For all and states :
- if and only if there is no walk with arcs from to ;
- otherwise is a real number, and it is the least discounted length
over all -arc walks , 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 th entry of is the length of the shortest path with arcs from to " in the sense of the discounted length (the -th arc weighted by ). We define as the matrix product and state its walk interpretation here. Entries are in Tropical (WithTop ℝ); trop ⊤ is .
import Mathlib import Definitions.Def_MDPComplexity_Discounted_Model
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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.