§4, proof of Theorem 4.1, p. 1722 — and
ProvedRealTimeIter.Contract.delta_recursioncontractionp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1real-time-iteration
Let , , and let be nonnegative reals (the step norms ). Put . If and for every , then for every
This is the inductive step that turns the one-step contraction into the geometric decay of the real-time steps used for (4.3), (4.2) and (4.4).
Formalization Note. Stated for an abstract sequence. The hypothesis is added: for the abstract statement is false, while in Theorem 4.1 a negative makes (4.1b) unsatisfiable on any domain with two points. The paper's intermediate product bound is not stated separately.
Preamble
import Mathlib
Formal statement
namespace RealTimeIter.Contract
theorem delta_recursion (κ ω : ℝ) (hω : 0 ≤ ω) (a : ℕ → ℝ) (ha : ∀ k, 0 ≤ a k)
(hδ0 : κ + ω / 2 * a 0 < 1)
(hrec : ∀ k, a (k + 1) ≤ (κ + ω / 2 * a k) * a k) :
∀ k, κ + ω / 2 * a (k + 1) ≤ κ + ω / 2 * a k ∧
κ + ω / 2 * a k ≤ κ + ω / 2 * a 0 ∧
a k ≤ (κ + ω / 2 * a 0) ^ k * a 0 := by sorry
end RealTimeIter.Contract
Source
Diehl, Bock, Schlöder, A real-time iteration scheme for nonlinear optimization in optimal feedback control, SIAM J. Control Optim. 43 (2005), p. 1722, §4, proof of Theorem 4.1 (Contraction property and Well definedness), δ-recursion and the bound on ‖Δy^k‖_k
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.