Proof of the contraction mapping theorem

学的这个课程

强化学习的数学原理_中国大学MOOC(慕课)

算是强化学习里面很火的课程了(゚∀゚)

老师的讲义和书都是英文的,可以看看啊,词汇都不难,主要是理解一些专业词汇

这个是第三章里面压缩映射定理的证明,正好学习一下Latex

CSDN里面公式显示好像不太稳定,可以直接去看书

1. we prove that the sequence with is convergent.

the proof relies on Cauchy sequences: for any small , there exists such that for all

if we simply have , it is insufficient to claim that the sequence is a Cauchy sequence. For example, it holds that for , but apparently, it diverges.

we next show that is a Cauchy sequence and hence converges.

first, since is a contraction mapping, we have

thus,we have

since ,we know that converges to zero exponentially fast as given any

we need to futher consider for any . In particular,

Therefore, this sequence is Cauchy and hence converges to a limit point denoted as

2. we show that the limit is a fixed point.

converges to zero exponentially fast

3. we show that the fixed point is unique.

suppose that there is another fixed point , then

this inequality holds if and only if . therefore,

4. we show that converges to exponentially fast as

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