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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 f0≤f∗ 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 f∗ 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 z remains incorrect forever.

Facts & Assumptions

Given: The five-state finite shortest-path model and RTDP run specified in the Counterexample.

[F1]

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.

[F3]

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 S={s,x,y,z,g} and let g be the sole goal. Every action incurs the displayed deterministic cost; the corresponding reward is its negative. At g the dummy action remains at g with cost 0. At s, action a costs 1 and moves to x, while action b costs 1 and moves to y. At x, the sole action costs 1 and moves to x or g with probability 1/2 each. At y, the sole action costs 1 and moves to z; at z, the sole action costs 1 and moves to g. RTDP starts every trial at s, uses trial cap L=2, and starts with costs f0(s)=f0(x)=f0(z)=f0(g)=0 and f0(y)=2. Its reward-value table is V0=−f0; throughout, write V∗=−f∗ and Vk=−fk, so maximizing the reward action value is equivalent to minimizing the cost action value. Thus V0≥V∗ is exactly f0≤f∗.

In the diagram, vertices are states and each arrow label gives its one-step cost c and transition probability p; the arrows from s also name the chosen action. The two arrows from x 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) {s}; \node[circle,draw] (x) at (2,1.2) {x}; \node[circle,draw] (y) at (2,-1.2) {y}; \node[circle,draw] (z) at (4,-1.2) {z}; \node[circle,draw] (g) at (6,0) {g}; \draw[->] (s) -- node[above] {a, c=1, p=1} (x); \draw[->] (s) -- node[below] {b, c=1, p=1} (y); \draw[->] (x) to[loop above] node[above] {c=1, p=1/2} (x); \draw[->] (x) to[bend left=8] node[above] {c=1, p=1/2} (g); \draw[->] (y) -- node[below] {c=1, p=1} (z); \draw[->] (z) to[bend right=12] node[below] {c=1, p=1} (g); \draw[->] (g) to[loop right] node[right] {c=0, p=1} (g); \end{tikzpicture} \end{center}

1.1givenF1algebra

Every nonglobal cost is 1, and the policy choosing a at s reaches x and then reaches g almost surely because each visit to x has probability 1/2 of moving to g. From y and z the goal is reached deterministically. Thus this is a finite positive-cost SSP with a proper stationary policy. At x there is no action choice; its survival probability after n steps is 2−n, so its expected total cost is ∑n=0∞2−n=2 by the finite geometric identity and its limit. The deterministic costs at y,z and the sole initial choice at s therefore give f∗(z)=1, f∗(y)=1+f∗(z)=2, and f∗(s)=min⁡{1+f∗(x),1+f∗(y)}=3. The initial table is finite, zero at the goal, and no larger than these optimal costs.

2.1givenF3step 1.1algebra

Induct on the number k of completed trials. At the first trial, f0(x)=0<2=f0(y). If y has not been visited in the first k trials and x has been backed up k times, then fk(y)=2 and the recurrence fj+1(x)=1+12fj(x), obtained from the sole action at x and fj(g)=0, gives fk(x)=2(1−2−k)<2. Thus action a has cost 1+fk(x)<3, whereas action b has cost 1+fk(y)=3. Since V=−f and r=−c, the RTDP reward-greedy rule is cost-minimizing; it therefore uniquely chooses a at s. The next trial moves to x and does not visit y. The cap L=2 then provides exactly one backup at x, completing the induction. Tie-breaking is never invoked at s.

3.1givenF3step 2.1algebra

Each trial first executes a and moves to x. With cap L=2, RTDP then executes the sole action at x and backs up x once before the trial ends, whether that transition returns to x or reaches g. Thus the recurrence in step 2.1 holds on every trial, and neither y nor z is ever visited or backed up. In particular, the estimate of z remains 0 forever although f∗(z)=1.

3.2givenF3step 2.1algebra

For the goal-terminated variant, after any finite total number m of backups at x, its cost is 2(1−2−m)<2. Thus every later departure from s still uniquely selects a. Each trial then consists of visits to x until its transition to g; the probability of at least n self-transitions is 2−n, 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 x, so the strict inequality persists. Neither y nor z is ever visited, and f(z)=0 forever.

4.1step 1.1step 3.1step 3.2algebra∎

The stationary policy that chooses b at s and then follows the sole actions at y and z has total cost 1+2=3=f∗(s), so it is optimal from the designated start s and reaches z with probability one. Hence z 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.

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