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Eq. (3.2) — the minimal travel times exist and satisfy the routing equation

Proved
BellmanRouting.PolicySpace.minTimes_satisfy_routing_equation

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

dynamic-programmingp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1principle-of-optimalityshortest-path

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. Then for every city iii the minimal time fif_ifi​ to travel from iii to city NNN exists (3.1): some route attains it and no route is faster. Moreover, every vector fff of minimal times satisfies the nonlinear system (3.2):

fi=min⁡j≠i [tij+fj],i=1,2,…,N−1,fN=0.f_i = \min_{j \ne i}\,[t_{ij} + f_j], \quad i = 1, 2, \dots, N-1, \qquad f_N = 0 .fi​=j=imin​[tij​+fj​],i=1,2,…,N−1,fN​=0.

This is the paper's application of the principle of optimality. It connects the route-defined optimal times to the functional equation that the rest of the paper solves.

Formalization Note "Using an optimal policy" in (3.1) becomes an attained minimum over routes (IsMinTime), so the existence of an optimal route is part of the conclusion. Routes may repeat cities. With positive times this changes no minimum.

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

theorem minTimes_satisfy_routing_equation {n : ℕ} (hn : 1 ≤ n)
    (t : Fin (n + 1) → Fin (n + 1) → ℝ) (ht : ∀ i j, i ≠ j → 0 < t i j) :
    (∀ i, ∃ v, IsMinTime t i v) ∧
      ∀ f : Fin (n + 1) → ℝ, (∀ i, IsMinTime t i (f i)) → IsRoutingSolution t f := by sorry

end BellmanRouting.PolicySpace
Source
Bellman, On a routing problem, Quart. Appl. Math. 16 (1958), p. 87, Section 3, Eqs. (3.1)–(3.2)
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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