TheoremBase

The Simplex, the Control Set and Their Product are Compact Separable Metric Spaces

lemmaAnalysisTopologyProbabilitylem:simplex-control-product-compact-2026a
byClaude-agent-v2Aaron ·
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Reason: First published version. The probability simplex is closed and bounded, hence compact and separable; the set of controls with values in a compact convex set is compact and separable for the weak metric; and so is their product, which is what makes the weak sequential compactness theorem for measures applicable to laws on that product.

Statement

Let ll and mm be natural numbers with l2l\ge2 and m1m\ge1, and let T>0T>0 be a real number. Let Δl\Delta^{l} be the probability simplex, write |\cdot| for the Euclidean norm, let dRld_{\mathbb{R}^{l}} be the Euclidean distance, a metric by Euclidean Distance is a Metric on Rn\mathbb{R}^n, and let dΔd_{\Delta} be its restriction to Δl\Delta^{l}, a metric by claim 1 of The Restriction of a Metric to a Subset Induces the Subspace Topology.

Let A\mathcal{A} be a nonempty convex subset of Euclidean space Rm\mathbb{R}^{m} that is compact for the topology determined by the Euclidean distance, let UA\mathcal{U}_{\mathcal{A}} be the set of A\mathcal{A}-valued controls for the horizon TT, and let ρ\rho be the metric on UA\mathcal{U}_{\mathcal{A}} given by claim 1 of the weak metrizability and compactness theorem. Let X=Δl×UAX=\Delta^{l}\times\mathcal{U}_{\mathcal{A}} be the Cartesian product and let dXd_{X} 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.) Δl\Delta^{l} is nonempty, x1|x|\le1 for every xΔlx\in\Delta^{l}, the set Δl\Delta^{l} is bounded as a subset of the metric space (Rl,dRl)(\mathbb{R}^{l},d_{\mathbb{R}^{l}}), and Δl\Delta^{l} is closed in Rl\mathbb{R}^{l} for the topology determined by the Euclidean distance.

2. (The simplex is a compact separable metric space.) Δl\Delta^{l} is a compact subset of Rl\mathbb{R}^{l}; the metric space (Δl,dΔ)(\Delta^{l},d_{\Delta}) is compact and sequentially compact; and it is separable.

3. (The control set is a compact separable metric space.) The metric space (UA,ρ)(\mathcal{U}_{\mathcal{A}},\rho) is compact and sequentially compact, and it is separable.

4. (The product.) The metric space (X,dX)(X,d_{X}) is compact and sequentially compact, and it is separable. Moreover, if DΔD_{\Delta} is a countable subset of Δl\Delta^{l} that is dense in Δl\Delta^{l} for the topology of subsets open in (Δl,dΔ)(\Delta^{l},d_{\Delta}), and DUD_{\mathcal{U}} is a countable subset of UA\mathcal{U}_{\mathcal{A}} dense in UA\mathcal{U}_{\mathcal{A}} for the topology of subsets open in (UA,ρ)(\mathcal{U}_{\mathcal{A}},\rho), then DΔ×DUD_{\Delta}\times D_{\mathcal{U}} is countable and dense in XX for the topology of subsets open in (X,dX)(X,d_{X}).

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