BanditRLlib
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Lean module · Foundations

BanditRLProof.FiniteGapCutoff

A cutoff layer-cake envelope that pays the baseline once per observation.

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Imports

BanditRLProof.FiniteGapLayerCake

Imported by

BanditRLProof, BanditRLProof.Algorithms.CUCBGapCutoff

Declarations

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theorem BanditRLProof.FiniteGapLayerCake.sum_le_cutoff_integral Compiled

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Used in these reading views: Bandit Book

1. Finite bandits, traces, and regret

Canonical node identitydeclaration:BanditRLProof.FiniteGapLayerCake.sum_le_cutoff_integral

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem sum_le_cutoff_integral {ι : Type*} (s : Finset ι) (d : ι → ℝ) (a b : ℝ) (hab : a≤b) (hd : ∀t∈s, d t≤b) (ell : ℝ → ℝ) (hi : IntervalIntegrable ell volume a b) (hc : ∀x∈Set.Icc a b, ((s.filter (fun t => x≤d t)).card:ℝ)≤ell x+1) : ∑t∈s, d t ≤ a*(s.card:ℝ)+(∫x in a..b, ell x)+(b-a)