The Simplex, the Control Set and Their Product are Compact Separable Metric Spaces
lemmaAnalysisTopologyProbabilitylem:simplex-control-product-compact-2026aLet and be natural numbers with and , and let be a real number. Let be the probability simplex, write for the Euclidean norm, let be the Euclidean distance, a metric by Euclidean Distance is a Metric on , and let be its restriction to , a metric by claim 1 of The Restriction of a Metric to a Subset Induces the Subspace Topology.
Let be a nonempty convex subset of Euclidean space that is compact for the topology determined by the Euclidean distance, let be the set of -valued controls for the horizon , and let be the metric on given by claim 1 of the weak metrizability and compactness theorem. Let be the Cartesian product and let be the product metric, a metric by claim 1 of The Product Metric is a Metric.
Then the following hold.
1. (The simplex is closed and bounded.) is nonempty, for every , the set is bounded as a subset of the metric space , and is closed in for the topology determined by the Euclidean distance.
2. (The simplex is a compact separable metric space.) is a compact subset of ; the metric space is compact and sequentially compact; and it is separable.
3. (The control set is a compact separable metric space.) The metric space is compact and sequentially compact, and it is separable.
4. (The product.) The metric space is compact and sequentially compact, and it is separable. Moreover, if is a countable subset of that is dense in for the topology of subsets open in , and is a countable subset of dense in for the topology of subsets open in , then is countable and dense in for the topology of subsets open in .
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