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RTDP need not visit every state reachable under an optimal policy
Statement refuted
The following RTDP convergence claim is false with the stated generality: in every finite undiscounted stochastic shortest-path problem with absorbing zero-cost goals, a proper policy, strictly positive nonglobal costs, an initial cost table with zero goal values, and trials that start from each designated start state infinitely often and use fresh uniform draws among current greedy actions, the estimates converge almost surely to on every state reachable with positive probability from a designated start under some optimal policy. A state with this reachability property is called optimal-relevant here. The source asserts in addition that the controller converges to an optimal, possibly nonstationary policy on all these states; the value-convergence assertion is already false, so the conjunction is false.
The same failure occurs when each trial is continued until the first goal rather than capped: every trial ends almost surely, yet the estimate of the optimal-relevant state remains incorrect forever.
Statement references
Facts & Assumptions
Given: The five-state finite shortest-path model and RTDP run specified in the Counterexample.
Finite stochastic shortest-path problems: a finite SSP has absorbing zero-cost goals, and each nonglobal expected cost is at least a common positive constant; properness means goal-hitting probabilities tend to one from every state.
Trial-based real-time dynamic programming: RTDP backs up the current state's exact model-based greedy value and executes a uniformly sampled current greedy action, using the specified trial cap and recurrent start schedule.
Counterexample
Given: Let and let be the sole goal. Every action incurs the displayed deterministic cost; the corresponding reward is its negative. At the dummy action remains at with cost . At , action costs and moves to , while action costs and moves to . At , the sole action costs and moves to or with probability each. At , the sole action costs and moves to ; at , the sole action costs and moves to . RTDP starts every trial at , uses trial cap , and starts with costs and . Its reward-value table is ; throughout, write and , so maximizing the reward action value is equivalent to minimizing the cost action value. Thus is exactly .
In the diagram, vertices are states and each arrow label gives its one-step cost and transition probability ; the arrows from also name the chosen action. The two arrows from are outcomes of its single action, and each other state has the unique action specified above. The diagram illustrates the model but is not used in the proof.
\begin{center} \begin{tikzpicture}[>=stealth] \node[circle,draw] (s) at (0,0) {}; \node[circle,draw] (x) at (2,1.2) {}; \node[circle,draw] (y) at (2,-1.2) {}; \node[circle,draw] (z) at (4,-1.2) {}; \node[circle,draw] (g) at (6,0) {}; \draw[->] (s) -- node[above] {} (x); \draw[->] (s) -- node[below] {} (y); \draw[->] (x) to[loop above] node[above] {} (x); \draw[->] (x) to[bend left=8] node[above] {} (g); \draw[->] (y) -- node[below] {} (z); \draw[->] (z) to[bend right=12] node[below] {} (g); \draw[->] (g) to[loop right] node[right] {} (g); \end{tikzpicture} \end{center}
Every nonglobal cost is , and the policy choosing at reaches and then reaches almost surely because each visit to has probability of moving to . From and the goal is reached deterministically. Thus this is a finite positive-cost SSP with a proper stationary policy. At there is no action choice; its survival probability after steps is , so its expected total cost is by the finite geometric identity and its limit. The deterministic costs at and the sole initial choice at therefore give , , and . The initial table is finite, zero at the goal, and no larger than these optimal costs.
Induct on the number of completed trials. At the first trial, . If has not been visited in the first trials and has been backed up times, then and the recurrence , obtained from the sole action at and , gives . Thus action has cost , whereas action has cost . Since and , the RTDP reward-greedy rule is cost-minimizing; it therefore uniquely chooses at . The next trial moves to and does not visit . The cap then provides exactly one backup at , completing the induction. Tie-breaking is never invoked at .
Each trial first executes and moves to . With cap , RTDP then executes the sole action at and backs up once before the trial ends, whether that transition returns to or reaches . Thus the recurrence in step 2.1 holds on every trial, and neither nor is ever visited or backed up. In particular, the estimate of remains forever although .
For the goal-terminated variant, after any finite total number of backups at , its cost is . Thus every later departure from still uniquely selects . Each trial then consists of visits to until its transition to ; the probability of at least self-transitions is , which tends to zero, so the trial is finite almost surely. The union over the countably many trials of their zero-probability nontermination events has probability zero by countable subadditivity. On the complementary event every finite trial boundary has only finitely many backups at , so the strict inequality persists. Neither nor is ever visited, and forever.
The stationary policy that chooses at and then follows the sole actions at and has total cost , so it is optimal from the designated start and reaches with probability one. Hence is optimal-relevant by the stated definition, but its estimate fails to converge on every capped run by step 3.1 and almost surely on goal-terminated runs by step 3.2. This refutes the claimed almost-sure convergence on all optimal-relevant states, and therefore also refutes the conjunction with the source's claimed eventual optimality on every such state.
Depends on
Used by
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Sources
- Andrew G. Barto, Steven J. Bradtke, and Satinder P. Singh, Learning to Act Using Real-Time Dynamic Programming (standard reference, not scraped)