Appendix to Weakly Coupled Deep Q-Networks A Proofs

We prove part the first part of the proposition (weak duality) by induction. It is well-known that, by the value iteration algorithm's convergence, Q Consider a state s S and a feasible action a A (s). We use an induction proof. B (w), which follows by the convergence of value iteration.A.2 Proof of Theorem 1 Proof. Now we state the following lemma.