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Corrected exchange claim: at most one simple cycle occurs more than n times

Proved
MDPComplexity.StationaryHorizon.one_frequent_cycle

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

combinatoricsgraph-theoryp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1walks

Let MMM have nnn states, with arbitrary real decision costs, and fix an initial state s0s_0s0​ and a horizon TTT. Some cheapest TTT-arc walk from s0s_0s0​ has a decomposition into a simple path and simple cycles in which any cycle occurring more than nnn times has the least mean cost among the cycles in that decomposition, and no two distinct cycles each occur more than nnn times.

The claim controls the repeated cycles that appear in the finite-horizon structure argument.

Formalization Note The paper prints an exchange that repeats the lower-mean cycle fewer times and the other cycle more times, reversing the cost inequality. The cost-reducing exchange runs in the opposite direction. The conclusion uses “more than nnn” to leave a copy of a cycle in place when other cycles attach there. Equality of recorded cycles includes their chosen decision arcs, so parallel arcs remain distinct.

Preamble
import Mathlib
import Definitions.Def_MDPComplexity_StationaryHorizon_Model
Formal statement
namespace MDPComplexity.StationaryHorizon

variable {S : Type} [Fintype S]

/-- §3, p. 447, exchange claim, corrected: a minimum-cost `T`-arc walk has a
decomposition in which at most one simple cycle occurs more than `n` times. -/
theorem one_frequent_cycle (M : DetMDP S) (s₀ : S) (T : ℕ) :
    ∃ (W : M.Walk T), W.x 0 = s₀ ∧
      IsLeast {y : ℝ | ∃ V : M.Walk T, V.x 0 = s₀ ∧ y = V.cost} W.cost ∧
      ∃ (p : ℕ) (P : M.Walk p) (Cs : List (Σ k : ℕ, M.Walk k)),
        M.IsCycleDecomposition W P Cs ∧
        ∀ C₁ ∈ Cs, ∀ C₂ ∈ Cs,
          Fintype.card S < Set.ncard {i : Fin Cs.length | Cs[i] = C₁} →
          (C₁.2.cost / (C₁.1 : ℝ) ≤ C₂.2.cost / (C₂.1 : ℝ)) ∧
          (Fintype.card S < Set.ncard {i : Fin Cs.length | Cs[i] = C₂} → C₁ = C₂) := by sorry

end MDPComplexity.StationaryHorizon
Source
Papadimitriou and Tsitsiklis, The Complexity of Markov Decision Processes, Math. Oper. Res. 12(3) (1987), p. 447, §3 The finite horizon, stationary case, exchange paragraph (corrected), 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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