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Reference · Finite types, distributions and Markov chains

rainbow.math.finite.bellman-stationary-policy-optimal

Finite types, distributions and Markov chainssrc/rainbow/math/finite/bellman_stationary_policy_optimal.clj0 definitions, 1 theorems

A concrete optimal-policy theorem for exact finite NNRAT Bellman models. Earlier generic policy-iteration theorems isolated optimality-fixed-point uniqueness as an abstract premise. This module discharges that premise with the exact Bellman uniqueness theorem: a policy value that is a fixed point of its policy backup and is greedy-consistent with the optimality operator is pointwise equivalent to any Bellman optimal fixed point. Carrier exhaustiveness and the exact discount gap/inverse identities remain explicit, matching the constructive contraction proof. Native, kernel-checked, and axiom-free on D63.

Depends onmath.finite.bellman-fixed-point-uniqueness

value/nnrat-stationary-bellman-policy-value-is-optimal

TheoremFor all inputsNo axiomsSource, line 108

value/nnrat-stationary-bellman-policy-value-is-optimal.{u, v} :
  (S : Type u) (A : Type v) (states : Finset S) (actions : Finset A)
  (transition : S → A → S → ℚ≥0) (reward : S → A → ℚ≥0) (discount : ℚ≥0)
  (fallback : S → A)
  (fallback-admissible : ∀ (state : S), fallback state ∈ actions)
  (normalized : markov/nnrat-rows-normalized S A states transition)
  (state-covered : ∀ (state : S), state ∈ states)
  (policy : S → A) (policy-value : S → ℚ≥0)
  (policy-value-fixed : ∀ (state : S), policy-value state = backup state (policy state))
  (greedy-consistent : ∀ (state : S), backup state (policy state) = step policy-value state)
  (optimal-value : S → ℚ≥0)
  (optimal-fixed : ∀ (state : S), step optimal-value state = optimal-value state)
  (gap inverse : ℚ≥0)
  (discount-plus-gap-one : discount + gap = 1)
  (inverse-times-gap-one : inverse · gap = 1)
  (state : S)
  → policy-value state = optimal-value state
  where backup := bellman/nnrat-action-backup S A states transition reward discount policy-value
  where step := value/nnrat-optimality-step S A actions fallback (bellman/nnrat-action-backup S A states transition reward discount)

+ = nnrat/add1 = nnrat/one= = nnrat/equivalent: equality of rational valuesFinset = finset-data/Finset· = nnrat/multiplyℚ≥0 = nnrat/NonnegativeRational∈ = finset-data/to-set: membership in a finite set