Entrywise bound on the value decomposition error
OpenMarkovEntanglement.decomposition_error_sup_boundStatement
Theorem. For an -agent MDP with discount and local rewards bounded by , the decomposition error is bounded entrywise:
Notes
The uniform counterpart of the goal theorem. Where the goal measures the error in the occupancy-weighted -norm — an average over the states the policy visits — this bounds it at every state-action pair simultaneously.
The uniform bound is stronger and easier to state, but weaker in application: in a large system the sup norm is dominated by rarely visited states, so the -weighted version is the one that yields sublinear scaling in the number of agents. Both share the same right-hand side, which is why the pair is worth having.
Search terms: sup norm value decomposition error, uniform bound multi-agent Q-function, entrywise error bound, discounted MDP perturbation.
import Mathlib import Definitions.Def_markov_entanglement_multi open scoped BigOperators open MarkovEntanglement
namespace MarkovEntanglement
theorem decomposition_error_sup_bound
{N : ℕ} {S : Fin N → Type*} [∀ i, Fintype (S i)] [∀ i, DecidableEq (S i)]
(P : Matrix (Joint S) (Joint S) ℝ) (μ : Joint S → ℝ) (γ : ℝ) (rmax : Fin N → ℝ)
(r : ∀ i, S i → ℝ) (Q : Joint S → ℝ)
(Pl : ∀ i, Matrix (S i) (S i) ℝ) (Qi : ∀ i, S i → ℝ)
(hγ : 0 ≤ γ) (hγ1 : γ < 1) (hP : IsTransitionMatrix P)
(hμ : IsPositiveDist μ) (hstat : IsStationary P μ)
(hr : ∀ i s, |r i s| ≤ rmax i)
(hQ : IsBellmanQ P (fun p => ∑ i, r i (p i)) γ Q)
(hPl : ∀ i, IsTransitionMatrix (Pl i))
(hopt : ∀ i, muAgentTVDistN i μ P (Pl i) = entanglementN i μ P)
(hQi : ∀ i, IsBellmanQ (Pl i) (r i) γ (Qi i)) (p : Joint S) :
|Q p - ∑ i, Qi i (p i)|
≤ 4 * γ * (∑ i, entanglementN i μ P * rmax i) / (1 - γ) ^ 2 := by
sorry
end MarkovEntanglementRead-back
What the Lean code literally says, in plain math · claude-opus-5
Read-back: decomposition_error_sup_bound
What the statement literally asserts
Fix a natural number (no positivity assumed) and, for each index , a type that is assumed finite and to have decidable equality. Write
for the joint space, whose elements are the dependent tuples with ; is itself finite. The statement then takes as data: a real matrix indexed by ; a real-valued function on ; a real number ; a function ; for each a real-valued function on ; a real-valued function on ; for each a real matrix indexed by ; and for each a real-valued function on . It assumes:
- and (so ; note is allowed).
- is a transition matrix: every entry satisfies , and every row sums to one, for all .
- is a strictly positive distribution: for every , and .
- is stationary for : for every .
- Reward bound: for every and every .
- is a Bellman fixed point on the joint chain with the additive reward: for every ,
(The joint reward here is by construction the sum of the same local rewards used below; it is not a free joint reward function.) 7. Each is a transition matrix: nonnegative entries, rows summing to one on . 8. Each exactly attains the agent- entanglement infimum: , where the two sides unfold as follows.
- The marginal one-step law of agent out of a joint point is
i.e. the joint row at $p$ summed over all coordinates other than $i$.
- The -weighted agent-wise total variation distance from to a candidate local matrix on is
(It is a $\mu$-weighted *average* over joint points, not a maximum.)
- The agent- measure of Markov entanglement is the infimum of that quantity over all local transition matrices:
(This is a set-infimum of reals; the underlying set is nonempty and bounded below by $0$ under the hypotheses, so no junk value arises. Note that $E_i$ is defined by comparison with a *single* local matrix per agent; the separability notion `IsSeparableN` and the abstract `entanglementWith` from the same bundle are **not** used anywhere in this statement.)
So hypothesis 8 says each is an exact minimiser, not merely an approximate one. 9. Each is a Bellman fixed point of the local chain with local reward : for every ,
- A joint point is given (an ordinary universally quantified argument).
Under all of the above, the conclusion is the pointwise inequality
The inequality is non-strict (). Because is a bound argument, the assertion is "for every joint point ", i.e. the bound applies uniformly; but the left side is the plain absolute value at , not a supremum, a norm, or a -weighted average. Nothing about separability of , product form of , or any relation between and the matrices beyond hypothesis 8 is assumed. In particular is not required to satisfy the bundle's IsLocalTransitionN (the marginalisation identity), only to be a transition matrix attaining the infimum.
Status of every variable occurring in the conclusion
- — entirely free: it ranges over all of , with no constraint whatsoever. The claim must hold at every joint point simultaneously.
- — constrained, and in fact pinned down: hypothesis 6 is the Bellman equation for the joint chain, which for and a row-stochastic has exactly one solution. is therefore determined by , and the .
- — likewise constrained and pinned down by hypothesis 9, determined by , , .
- — constrained to by hypotheses 1; free within that range. Since strictly, and the division on the right is never a division by zero (no junk value from division). At the right side is exactly and the claim becomes the exact identity (which at reads ).
- — constrained only from below, by hypothesis 5: . It is otherwise free and may be arbitrarily large. Because and , enlarging only enlarges the right-hand side, so the binding instance of the claim is . cannot be negative under the hypotheses, because is forced to be nonempty (see below).
- and — constrained by hypotheses 2–4; they enter the conclusion only through the numbers . 's stationarity and strict positivity are assumed but the conclusion refers to nowhere else.
- — constrained by hypotheses 7–8; it does not appear in the conclusion directly, only through .
- — free functions, constrained only through hypothesis 5 and through their appearance in both Bellman equations 6 and 9. Note that the joint reward in hypothesis 6 and the local rewards in hypothesis 9 are the same family ; the joint reward is additive by construction.
- , — free (implicit) parameters; the finiteness and decidable-equality instances are the only assumptions on them.
Degenerate and edge cases
- . Then has exactly one element (the empty tuple), all sums over agents are empty and equal , and is the matrix , . The Bellman equation forces , hence ; both sides of the conclusion are and it holds with equality. The statement does not exclude this case.
- Some empty. Then is empty and , so hypothesis 3 is contradictory. Consequently the hypotheses silently force every to be nonempty (which in turn forces ).
- Vanishing entanglement. If for every (which happens, for instance, whenever , or whenever each agent's marginal one-step law depends only on that agent's own coordinate), the right side is exactly and the conclusion asserts the exact decomposition for every .
- Infimum conventions. is a real-number infimum of a set; under the hypotheses that set is nonempty (transition matrices on the nonempty finite exist) and bounded below by (since ), so and the usual convention "infimum of an empty or unbounded set is " is never invoked here.
- No
Natsubtraction, no division by a possibly-zero quantity, and no other total-function junk values occur in the statement.
Joint satisfiability of the hypotheses
The hypotheses are jointly satisfiable, so the statement is not vacuous. A concrete witness: take any , any nonempty finite , any row-stochastic on admitting a strictly positive stationary distribution (e.g. uniform, uniform), any , any local rewards with , and let , be the unique Bellman solutions. Hypothesis 8 is satisfiable for every such : the set of transition matrices on the finite nonempty is a nonempty compact set and is continuous, so the infimum is attained by some . Hence for essentially arbitrary , , and the full hypothesis set can be met, including instances where .
Falsifiability by free choices
Every quantity appearing in the conclusion other than and is pinned down by the hypotheses, and the two genuinely free ones move the claim in known directions: is fully universally quantified (so the conclusion is a claim at every joint point, the strongest pointwise form), while can only be increased above , which weakens the right-hand side. The one structural point an auditor should note is that the joint reward in hypothesis 6 is forced to be using the same that drive the local Bellman equations in hypothesis 9, so there is no freedom to choose local rewards unrelated to the joint reward.
Confirmed by the mission captain (proposal self-audit).