Is it correct protocol to thank your committee members in a PhD dissertation? My question is: I would like to thank the committee members of my PhD dissertation explicitly thanking them for their time and effort and writing down their names Prof. Name1, Prof. Name2, etc...

This is of course before the formal defence after they found the dissertation worthy of being defended.

I am a bit concerned about whether it is correct, or impolite or not, or protocol wrong... if you know what I mean.

Any advice, opinion, suggestion that could help me? 

P.S. The thesis is about mathematics, if it may help.
In the American style, at least, your acknowledgements are yours to do with what you like.  Other answers on this site include thanking the makers of Dr. Pepper or dieties and pets.  Thus, if you feel thankful to the members of your committee, you should feel free to thank them in your acknowledgements section.