Summary and Section 5 — approximation in policy space reaches the minimal times, the unique solution of (3.2), after at most N − 1 iterations
ProvedBellmanRouting.PolicySpace.policy_space_converges_within_N_sub_onedynamic-programmingp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1shortest-pathsuccessive-approximations
Let cities be given, with travel times for . Let be the successive approximations (5.1) started from the direct-route policy (5.2) ( for , ). Then for every :
- for every city , is the minimal time (3.1) to travel from to : it is the time of some route from to , and no route from to is faster;
- solves the system (3.2), for and ;
- every real solution of (3.2) equals .
In the paper's words, the algorithm "converges after at most iterations" (Summary) to the solution of (3.2) (Section 5). In particular, the limit (5.6), , holds and furnishes the solution of (3.2).
Formalization Note "Converges after at most iterations" is stated as equality for every , which is with . It is not stated as a limit. The bound is the paper's . 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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.