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ʘ , by Proposition 3.1 we can decompose ʔ and ʘ as follows.
1. (
) Since ʔ R
ʔ
=
p i ·
s i
s i R
t i
ʘ
=
p i ·
t i .
i
I
i
I
Note that
{
s i } i I =
ʔ
. We define an index set J :
={
i
I
|
s i
A
}
. Then
ʔ ( A )
={
p j } j J . For each j
J we have s j R
t j , i.e. t j R
( s j ). It follows that
{
t j } j J R
( A ). Therefore, we can infer that
ʔ ( A )
=
ʔ (
{
s j } j J )
=
p j
ʘ (
{
t j } j J )
ʘ (
R
( A )) .
j J
(
) In view of Theorem 3.4 it suffices to show that the maximum flow of the
network
) is 1. According to the maximum flow minimum cut theorem
by Ford and Fulkerson [ 42 ], the maximum flow equals the capacity of a minimal
cut. We show that
N
( ʔ , ʘ ,
R
is a minimal cut of capacity 1. Clearly this cut has capacity
1. To see the minimality, let C
{
s }
={
s }
be some minimal cut. The capacity of C is
= {
c ( s , t )
|
C , t
}
c ( C )
s
C
. If the cut C involves an edge of capacity 1,
i.e. ( s , t )
R
with s
C and t
C , then
{
s }
is a cut of smaller or equal capacity
since its capacity is 1. Let B
=
C
S , and thus we can assume that if s
B then
{ t | t R
( s )
}ↆ C . Hence the capacity of C is c ( C )
= ʔ ( S \ B )
+ ʘ (
R
( B )).
Since ʔ ( B )
ʘ (
R
( B )), we have
c ( C )
ʔ ( S
\
B )
+
ʔ ( B )
=
ʔ ( S )
=
1 .
Therefore, the capacity of C is greater than or equal to 1, which means that the
minimum cut has capacity 1.
2. When
is a preorder, we can show that the following two conditions are equiv-
alent: (i) ʔ ( A )
R
ʘ (
R
( A )) for all A
S , (ii) ʔ ( A )
ʘ ( A ) for each
R
-closed
set A S . For one direction, suppose (i) holds and A is a
R
-closed set. Then
R
( A )
A , and thus ʘ (
R
( A ))
ʘ ( A ). Combining this with (i) we see that
ʔ ( A )
ʘ ( A ). For the other direction, suppose (ii) holds and pick up any A S .
Since
R
is reflexive, we have A
R
( A ), and thus ʔ ( A )
ʔ (
R
( A )). By the tran-
sitivity of
R
we know that
R
( A )is
R
-closed. By (ii) we get ʔ (
R
( A ))
ʘ (
R
( A )).
Combining the previous two inequalities, we obtain ʔ ( A )
ʘ (
R
( A )).
Remark 3.1
to be a preorder,
which is used in showing the equivalence of the two conditions (i) and (ii) in the
above proof. If
Note that in Theorem 3.5 (2) it is important to require
R
is not a preorder, the implicatio n fro m (ii) to (i) is i n vali d in general.
For example, let S
R
1
1
1
2
={
s , t
}
,
R ={
( s , t )
}
, ʔ
=
2 s
+
2 t and ʘ
=
3 s
+
3 t . There are
only two nonempty
R
-closed sets:
{
t
}
and S . Clearly, we have both ʔ (
{
t
}
)
ʘ (
{
t
}
)
and ʔ ( S )
ʘ (
{
t
}
) . However,
1
2
ʔ (
{
t
}
)
=
0
=
ʘ (
)
=
ʘ (
R
(
{
t
}
)) .
Note also that Theorem 3.5 can be generalised to countable state spaces. The
proof is almost the same except that the maximum flow minimum cut theorem for
countable networks [ 43 ] is used. See [ 44 ] for more details.
 
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