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Summary and Section 5 — approximation in policy space reaches the minimal times, the unique solution of (3.2), after at most N − 1 iterations

Proved
BellmanRouting.PolicySpace.policy_space_converges_within_N_sub_one

by mikedeng1 · Oct 5, 2026 · Mathlib 0df444a (Lean v4.33.1)

dynamic-programmingp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1shortest-pathsuccessive-approximations

Let N=n+1≥2N = n + 1 \ge 2N=n+1≥2 cities be given, with travel times tij>0t_{ij} > 0tij​>0 for i≠ji \ne ji=j. Let f(k)f^{(k)}f(k) be the successive approximations (5.1) started from the direct-route policy (5.2) (fi(0)=tiNf_i^{(0)} = t_{iN}fi(0)​=tiN​ for i≠Ni \ne Ni=N, fN(0)=0f_N^{(0)} = 0fN(0)​=0). Then for every k≥N−1k \ge N - 1k≥N−1:

  1. for every city iii, fi(k)f_i^{(k)}fi(k)​ is the minimal time (3.1) to travel from iii to NNN: it is the time of some route from iii to NNN, and no route from iii to NNN is faster;
  2. f(k)f^{(k)}f(k) solves the system (3.2), fi(k)=min⁡j≠i[tij+fj(k)]f_i^{(k)} = \min_{j\ne i}[t_{ij} + f_j^{(k)}]fi(k)​=minj=i​[tij​+fj(k)​] for i≠Ni \ne Ni=N and fN(k)=0f_N^{(k)} = 0fN(k)​=0;
  3. every real solution FFF of (3.2) equals f(k)f^{(k)}f(k).

In the paper's words, the algorithm "converges after at most (N−1)(N - 1)(N−1) iterations" (Summary) to the solution of (3.2) (Section 5). In particular, the limit (5.6), lim⁡k→∞fi(k)=fi\lim_{k\to\infty} f_i^{(k)} = f_ilimk→∞​fi(k)​=fi​, holds and furnishes the solution of (3.2).

Formalization Note "Converges after at most (N−1)(N-1)(N−1) iterations" is stated as equality for every k≥N−1k \ge N - 1k≥N−1, which is k≥nk \ge nk≥n with N=n+1N = n + 1N=n+1. It is not stated as a limit. The bound is the paper's N−1N - 1N−1. fN(0)=0f_N^{(0)} = 0fN(0)​=0 is the corrected reading of (5.2); see the (5.4) item. The minimal times are defined from routes, not from (3.2) or from the iteration.

Preamble
import Mathlib
import Definitions.Def_BellmanRouting_PolicySpace_Routing
Formal statement
namespace BellmanRouting.PolicySpace

theorem policy_space_converges_within_N_sub_one {n : ℕ} (hn : 1 ≤ n)
    (t : Fin (n + 1) → Fin (n + 1) → ℝ) (ht : ∀ i j, i ≠ j → 0 < t i j) :
    ∀ k, n ≤ k →
      (∀ i, IsMinTime t i (approx t k i)) ∧
        IsRoutingSolution t (approx t k) ∧
        ∀ F : Fin (n + 1) → ℝ, IsRoutingSolution t F → F = approx t k := by sorry

end BellmanRouting.PolicySpace
Source
Bellman, On a routing problem, Quart. Appl. Math. 16 (1958), p. 87, Summary; p. 89, Section 5, Eqs. (5.1)–(5.6) and the sentence after (5.6)
Human review
  • Endorsed by Shuze Chen · Oct 5, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 5, 2026

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

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