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Entrywise bound on the value decomposition error

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MarkovEntanglement.decomposition_error_sup_bound

by tianyipeng · Aug 7, 2026 · Mathlib c5ea003 (Lean v4.30.0)

error-boundmulti-agent-systemsreinforcement-learningvalue-decomposition

Statement

Theorem. For an NNN-agent MDP with discount γ∈[0,1)\gamma \in [0,1)γ∈[0,1) and local rewards bounded by rmax⁡ir^i_{\max}rmaxi​, the decomposition error is bounded entrywise:

∥Q1:Nπ(s,a)−∑i=1NQiπ(si,ai)∥∞  ≤  4γ∑i=1NEi(P1:Nπ)rmax⁡i(1−γ)2.\Bigl\| Q^\pi_{1:N}(s,a) - \sum_{i=1}^{N} Q^\pi_i(s_i,a_i) \Bigr\|_{\infty} \;\le\; \frac{4\gamma \sum_{i=1}^{N} \mathcal{E}_i\bigl(P^\pi_{1:N}\bigr) r^i_{\max}}{(1-\gamma)^2}.​Q1:Nπ​(s,a)−i=1∑N​Qiπ​(si​,ai​)​∞​≤(1−γ)24γ∑i=1N​Ei​(P1:Nπ​)rmaxi​​.

Notes

The uniform counterpart of the goal theorem. Where the goal measures the error in the occupancy-weighted μ\muμ-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 μ\muμ-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.

Preamble
import Mathlib
import Definitions.Def_markov_entanglement_multi

open scoped BigOperators
open MarkovEntanglement
Formal statement
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 MarkovEntanglement
Source
Shuze Chen and Tianyi Peng, *Multi-agent Markov Entanglement*, arXiv:2506.02385v3, Theorem 8, p. 40
Read-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 NNN (no positivity assumed) and, for each index i∈{0,…,N−1}i \in \{0,\dots,N-1\}i∈{0,…,N−1}, a type Si\mathcal S_iSi​ that is assumed finite and to have decidable equality. Write

Π  =  ∏iSi\Pi \;=\; \prod_{i} \mathcal S_iΠ=i∏​Si​

for the joint space, whose elements are the dependent tuples p=(pi)ip = (p_i)_ip=(pi​)i​ with pi∈Sip_i \in \mathcal S_ipi​∈Si​; Π\PiΠ is itself finite. The statement then takes as data: a real matrix PPP indexed by Π×Π\Pi \times \PiΠ×Π; a real-valued function μ\muμ on Π\PiΠ; a real number γ\gammaγ; a function rmax⁡:{0,…,N−1}→Rr_{\max} : \{0,\dots,N-1\} \to \mathbb Rrmax​:{0,…,N−1}→R; for each iii a real-valued function rir_iri​ on Si\mathcal S_iSi​; a real-valued function QQQ on Π\PiΠ; for each iii a real matrix P(i)P^{(i)}P(i) indexed by Si×Si\mathcal S_i \times \mathcal S_iSi​×Si​; and for each iii a real-valued function QiQ_iQi​ on Si\mathcal S_iSi​. It assumes:

  1. 0≤γ0 \le \gamma0≤γ and γ<1\gamma < 1γ<1 (so γ∈[0,1)\gamma \in [0,1)γ∈[0,1); note γ=0\gamma = 0γ=0 is allowed).
  2. PPP is a transition matrix: every entry satisfies Ppq≥0P_{p q} \ge 0Ppq​≥0, and every row sums to one, ∑q∈ΠPpq=1\sum_{q \in \Pi} P_{p q} = 1∑q∈Π​Ppq​=1 for all ppp.
  3. μ\muμ is a strictly positive distribution: μ(p)>0\mu(p) > 0μ(p)>0 for every p∈Πp \in \Pip∈Π, and ∑p∈Πμ(p)=1\sum_{p \in \Pi} \mu(p) = 1∑p∈Π​μ(p)=1.
  4. μ\muμ is stationary for PPP: ∑p∈Πμ(p)Ppq=μ(q)\sum_{p \in \Pi} \mu(p) P_{p q} = \mu(q)∑p∈Π​μ(p)Ppq​=μ(q) for every q∈Πq \in \Piq∈Π.
  5. Reward bound: ∣ri(s)∣≤rmax⁡(i)|r_i(s)| \le r_{\max}(i)∣ri​(s)∣≤rmax​(i) for every iii and every s∈Sis \in \mathcal S_is∈Si​.
  6. QQQ is a Bellman fixed point on the joint chain with the additive reward: for every p∈Πp \in \Pip∈Π,
Q(p)  =  (∑iri(pi))  +  γ∑q∈ΠPpq Q(q).Q(p) \;=\; \Big(\textstyle\sum_i r_i(p_i)\Big) \;+\; \gamma \sum_{q \in \Pi} P_{p q}\, Q(q).Q(p)=(∑i​ri​(pi​))+γ∑q∈Π​Ppq​Q(q).

(The joint reward here is by construction the sum of the same local rewards rir_iri​ used below; it is not a free joint reward function.) 7. Each P(i)P^{(i)}P(i) is a transition matrix: nonnegative entries, rows summing to one on Si\mathcal S_iSi​. 8. Each P(i)P^{(i)}P(i) exactly attains the agent-iii entanglement infimum: muAgentTV⁡i(μ,P,P(i))=Ei(μ,P)\operatorname{muAgentTV}_i(\mu, P, P^{(i)}) = E_i(\mu, P)muAgentTVi​(μ,P,P(i))=Ei​(μ,P), where the two sides unfold as follows.

  • The marginal one-step law of agent iii out of a joint point ppp is
mi(P,p,t)  =  ∑q∈Π[ qi=t ] Ppq,t∈Si,m_i(P, p, t) \;=\; \sum_{q \in \Pi} \big[\,q_i = t\,\big]\, P_{p q}, \qquad t \in \mathcal S_i,mi​(P,p,t)=q∈Π∑​[qi​=t]Ppq​,t∈Si​,
 i.e. the joint row at $p$ summed over all coordinates other than $i$.
  • The μ\muμ-weighted agent-wise total variation distance from PPP to a candidate local matrix MMM on Si\mathcal S_iSi​ is
muAgentTV⁡i(μ,P,M)  =  ∑p∈Πμ(p)⋅12∑t∈Si∣mi(P,p,t)−Mpi t∣.\operatorname{muAgentTV}_i(\mu, P, M) \;=\; \sum_{p \in \Pi} \mu(p)\cdot \tfrac12 \sum_{t \in \mathcal S_i} \big| m_i(P,p,t) - M_{p_i\, t} \big|.muAgentTVi​(μ,P,M)=p∈Π∑​μ(p)⋅21​t∈Si​∑​​mi​(P,p,t)−Mpi​t​​.
 (It is a $\mu$-weighted *average* over joint points, not a maximum.)
  • The agent-iii measure of Markov entanglement is the infimum of that quantity over all local transition matrices:
Ei(μ,P)  =  inf⁡{ c∈R  :  ∃ M a transition matrix on Si, c=muAgentTV⁡i(μ,P,M) }.E_i(\mu, P) \;=\; \inf \big\{\, c \in \mathbb R \;:\; \exists\, M \text{ a transition matrix on } \mathcal S_i,\ c = \operatorname{muAgentTV}_i(\mu, P, M) \,\big\}.Ei​(μ,P)=inf{c∈R:∃M a transition matrix on Si​, c=muAgentTVi​(μ,P,M)}.
 (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 P(i)P^{(i)}P(i) is an exact minimiser, not merely an approximate one. 9. Each QiQ_iQi​ is a Bellman fixed point of the local chain with local reward rir_iri​: for every s∈Sis \in \mathcal S_is∈Si​,

Qi(s)  =  ri(s)  +  γ∑t∈SiPst(i) Qi(t).Q_i(s) \;=\; r_i(s) \;+\; \gamma \sum_{t \in \mathcal S_i} P^{(i)}_{s t}\, Q_i(t).Qi​(s)=ri​(s)+γt∈Si​∑​Pst(i)​Qi​(t).
  1. A joint point p∈Πp \in \Pip∈Π is given (an ordinary universally quantified argument).

Under all of the above, the conclusion is the pointwise inequality

∣ Q(p)  −  ∑iQi(pi) ∣    ≤    4 γ∑iEi(μ,P) rmax⁡(i)(1−γ)2.\Big| \, Q(p) \;-\; \sum_i Q_i(p_i) \, \Big| \;\;\le\;\; \frac{4\,\gamma \sum_i E_i(\mu, P)\, r_{\max}(i)}{(1-\gamma)^2}.​Q(p)−i∑​Qi​(pi​)​≤(1−γ)24γ∑i​Ei​(μ,P)rmax​(i)​.

The inequality is non-strict (≤\le≤). Because ppp is a bound argument, the assertion is "for every joint point ppp", i.e. the bound applies uniformly; but the left side is the plain absolute value at ppp, not a supremum, a norm, or a μ\muμ-weighted average. Nothing about separability of PPP, product form of PPP, or any relation between PPP and the matrices P(i)P^{(i)}P(i) beyond hypothesis 8 is assumed. In particular P(i)P^{(i)}P(i) 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

  • ppp — entirely free: it ranges over all of Π\PiΠ, with no constraint whatsoever. The claim must hold at every joint point simultaneously.
  • QQQ — constrained, and in fact pinned down: hypothesis 6 is the Bellman equation for the joint chain, which for γ∈[0,1)\gamma \in [0,1)γ∈[0,1) and a row-stochastic PPP has exactly one solution. QQQ is therefore determined by PPP, γ\gammaγ and the rir_iri​.
  • QiQ_iQi​ — likewise constrained and pinned down by hypothesis 9, determined by P(i)P^{(i)}P(i), γ\gammaγ, rir_iri​.
  • γ\gammaγ — constrained to [0,1)[0,1)[0,1) by hypotheses 1; free within that range. Since γ<1\gamma < 1γ<1 strictly, (1−γ)2>0(1-\gamma)^2 > 0(1−γ)2>0 and the division on the right is never a division by zero (no junk value from division). At γ=0\gamma = 0γ=0 the right side is exactly 000 and the claim becomes the exact identity Q(p)=∑iQi(pi)Q(p) = \sum_i Q_i(p_i)Q(p)=∑i​Qi​(pi​) (which at γ=0\gamma = 0γ=0 reads ∑iri(pi)=∑iri(pi)\sum_i r_i(p_i) = \sum_i r_i(p_i)∑i​ri​(pi​)=∑i​ri​(pi​)).
  • rmax⁡r_{\max}rmax​ — constrained only from below, by hypothesis 5: rmax⁡(i)≥sup⁡s∣ri(s)∣r_{\max}(i) \ge \sup_{s} |r_i(s)|rmax​(i)≥sups​∣ri​(s)∣. It is otherwise free and may be arbitrarily large. Because Ei(μ,P)≥0E_i(\mu,P) \ge 0Ei​(μ,P)≥0 and γ≥0\gamma \ge 0γ≥0, enlarging rmax⁡r_{\max}rmax​ only enlarges the right-hand side, so the binding instance of the claim is rmax⁡(i)=max⁡s∣ri(s)∣r_{\max}(i) = \max_s |r_i(s)|rmax​(i)=maxs​∣ri​(s)∣. rmax⁡(i)r_{\max}(i)rmax​(i) cannot be negative under the hypotheses, because Si\mathcal S_iSi​ is forced to be nonempty (see below).
  • μ\muμ and PPP — constrained by hypotheses 2–4; they enter the conclusion only through the numbers Ei(μ,P)E_i(\mu, P)Ei​(μ,P). μ\muμ's stationarity and strict positivity are assumed but the conclusion refers to μ\muμ nowhere else.
  • P(i)P^{(i)}P(i) — constrained by hypotheses 7–8; it does not appear in the conclusion directly, only through QiQ_iQi​.
  • rir_iri​ — 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 rir_iri​; the joint reward is additive by construction.
  • NNN, Si\mathcal S_iSi​ — free (implicit) parameters; the finiteness and decidable-equality instances are the only assumptions on them.

Degenerate and edge cases

  • N=0N = 0N=0. Then Π\PiΠ has exactly one element (the empty tuple), all sums ∑i(⋅)\sum_i(\cdot)∑i​(⋅) over agents are empty and equal 000, and PPP is the 1×11\times 11×1 matrix [1][1][1], μ=1\mu = 1μ=1. The Bellman equation forces Q=γQQ = \gamma QQ=γQ, hence Q=0Q = 0Q=0; both sides of the conclusion are 000 and it holds with equality. The statement does not exclude this case.
  • Some Si\mathcal S_iSi​ empty. Then Π\PiΠ is empty and ∑p∈Πμ(p)=0≠1\sum_{p \in \Pi}\mu(p) = 0 \ne 1∑p∈Π​μ(p)=0=1, so hypothesis 3 is contradictory. Consequently the hypotheses silently force every Si\mathcal S_iSi​ to be nonempty (which in turn forces rmax⁡(i)≥0r_{\max}(i) \ge 0rmax​(i)≥0).
  • Vanishing entanglement. If Ei(μ,P)=0E_i(\mu, P) = 0Ei​(μ,P)=0 for every iii (which happens, for instance, whenever N≤1N \le 1N≤1, or whenever each agent's marginal one-step law depends only on that agent's own coordinate), the right side is exactly 000 and the conclusion asserts the exact decomposition Q(p)=∑iQi(pi)Q(p) = \sum_i Q_i(p_i)Q(p)=∑i​Qi​(pi​) for every ppp.
  • Infimum conventions. Ei(μ,P)E_i(\mu, P)Ei​(μ,P) is a real-number infimum of a set; under the hypotheses that set is nonempty (transition matrices on the nonempty finite Si\mathcal S_iSi​ exist) and bounded below by 000 (since μ≥0\mu \ge 0μ≥0), so Ei(μ,P)≥0E_i(\mu,P) \ge 0Ei​(μ,P)≥0 and the usual convention "infimum of an empty or unbounded set is 000" is never invoked here.
  • No Nat subtraction, 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 NNN, any nonempty finite Si\mathcal S_iSi​, any row-stochastic PPP on Π\PiΠ admitting a strictly positive stationary distribution μ\muμ (e.g. PPP uniform, μ\muμ uniform), any γ∈[0,1)\gamma \in [0,1)γ∈[0,1), any local rewards rir_iri​ with rmax⁡(i)=max⁡s∣ri(s)∣r_{\max}(i) = \max_s |r_i(s)|rmax​(i)=maxs​∣ri​(s)∣, and let QQQ, QiQ_iQi​ be the unique Bellman solutions. Hypothesis 8 is satisfiable for every such P,μP, \muP,μ: the set of transition matrices on the finite nonempty Si\mathcal S_iSi​ is a nonempty compact set and M↦muAgentTV⁡i(μ,P,M)M \mapsto \operatorname{muAgentTV}_i(\mu, P, M)M↦muAgentTVi​(μ,P,M) is continuous, so the infimum Ei(μ,P)E_i(\mu,P)Ei​(μ,P) is attained by some P(i)P^{(i)}P(i). Hence for essentially arbitrary PPP, μ\muμ, γ\gammaγ and rrr the full hypothesis set can be met, including instances where Ei(μ,P)>0E_i(\mu, P) > 0Ei​(μ,P)>0.

Falsifiability by free choices

Every quantity appearing in the conclusion other than ppp and rmax⁡r_{\max}rmax​ is pinned down by the hypotheses, and the two genuinely free ones move the claim in known directions: ppp is fully universally quantified (so the conclusion is a claim at every joint point, the strongest pointwise form), while rmax⁡r_{\max}rmax​ can only be increased above max⁡s∣ri(s)∣\max_s |r_i(s)|maxs​∣ri​(s)∣, 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 ∑iri(pi)\sum_i r_i(p_i)∑i​ri​(pi​) using the same rir_iri​ that drive the local Bellman equations in hypothesis 9, so there is no freedom to choose local rewards unrelated to the joint reward.

Human review
  • Endorsed by Shuze Chen · Aug 7, 2026

  • Endorsed by tianyipeng · Aug 7, 2026

    Confirmed by the mission captain (proposal self-audit).

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