math.OCApr 19, 2026

Beyond the Bellman Fixed Point: Geometry and Fast Policy Identification in Value Iteration

Authors: Donghwan Lee

Organizations: Department of Electrical Engineering, Korea Advanced Institute of Science and Technology (KAIST), Daejeon 34141, South Korea

Abstract

Q-value iteration (Q-VI) is usually analyzed through the γγ-contraction of the Bellman operator. This argument proves convergence to QQ^*, but it gives only a coarse account of when the induced greedy policy becomes optimal. We study discounted Q-VI as a switching system and focus on the practically optimal solution set (POSS), the set of QQ-functions whose tie-broken greedy policies are optimal. The main result shows that Q-VI reaches the optimal action class in finite time by entering an invariant tube around X1=Q+span(1)\mathcal X_1=Q^*+\operatorname{span}(\mathbf 1), which is contained in the POSS. For every ε>0\varepsilon>0, the distance to X1\mathcal X_1 satisfies an exponential bound with rate (ρˉ+ε)k(\barρ+\varepsilon)^k, where ρˉ\barρ is the joint spectral radius of the projected switching family restricted to directions transverse to X1\mathcal X_1. When ρˉ<γ\barρ<γ, this transverse convergence is faster than the classical contraction rate. The analysis separates fast policy identification from the subsequent convergence to QQ^*, which may still be governed by the all-ones mode. We also give spectral and graph-theoretic conditions under which the strict inequality ρˉ<γ\barρ<γ holds or fails.

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