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Min-plus powers record cheapest decision walks

Proved
MDPComplexity.AverageCost.min_plus_walks

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

graph-theorymin-plusp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1shortest-walk

Let AAA be the min-plus adjacency matrix of a finite deterministic process. For states u,vu,vu,v and an integer k≥0k\geq0k≥0, the entry (Ak)uv(A^k)_{uv}(Ak)uv​ is +∞+\infty+∞ exactly when there is no kkk-arc decision walk from uuu to vvv. Whenever there is such a walk, the entry is the least of their total costs:

(Ak)uv=min⁡{∑j=0k−1c(ej):e0,…,ek−1 is a decision walk from u to v}.(A^k)_{uv}=\min\left\{\sum_{j=0}^{k-1}c(e_j):e_0,\ldots,e_{k-1}\text{ is a decision walk from }u\text{ to }v\right\}.(Ak)uv​=min{j=0∑k−1​c(ej​):e0​,…,ek−1​ is a decision walk from u to v}.

This identifies the matrix computation used for shortest closed walks. Parallel decisions are compared by cost; an absent arc has the extended value +∞+\infty+∞.

Formalization Note The zeroth power is the min-plus identity, so its diagonal entries are zero and other entries are infinite. A walk records each decision arc, not only its state sequence.

Preamble
import Definitions.Def_MDPComplexity_AverageCost_Model
Formal statement
namespace MDPComplexity.AverageCost

variable {S : Type*} [Fintype S] [DecidableEq S]

/-- §3, p. 446: the kth min-plus power records exactly the cheapest k-arc
decision walk, and infinity records the absence of such a walk. -/
theorem min_plus_walks (M : DetMDP S) (k : ℕ) (u v : S) :
    (M.minPlusPow k u v = ⊤ ↔
      ¬ ∃ W : M.Walk k, W.start = u ∧ W.finish = v) ∧
    (∀ W : M.Walk k, W.start = u → W.finish = v →
      ∃ r : ℝ, M.minPlusPow k u v = (r : WithTop ℝ) ∧
        IsLeast {x : ℝ | ∃ W' : M.Walk k,
          W'.start = u ∧ W'.finish = v ∧ x = W'.cost} r) := by sorry

end MDPComplexity.AverageCost
Source
Papadimitriou and Tsitsiklis, The Complexity of Markov Decision Processes, Math. Oper. Res. 12(3) (1987), p. 446, §3 The infinite horizon undiscounted case, proof of Theorem 3, https://doi.org/10.1287/moor.12.3.441
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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