Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonAdaptiveStochasticRewardCumulativeDecayingExplorationCommonSpaceL1Consistency
# Stochastic common-space L1 realized-behavior consistency This module strengthens the scheduled stochastic-reward common-space theorem from convergence in probability to convergence of the expected absolute realized-behavior regret and then to convergence in `L1`. Sampled rewards remain unbounded. The deterministic `2H` envelope is used only for selected-policy expected regret, whose values are computed from the bounded mean-reward MDP. The globally centered sampled-return deviation is integrated through its compiled sub-Gaussian MGF at the scaled tilt `1 / sqrt(proxy)`.
Module map
Imports
BanditRLProof.RL.FiniteHorizonAdaptiveStochasticRewardCumulativeDecayingExplorationCommonSpaceConsistency, BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeEpisodewiseCommonSpaceL1Consistency
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonAdaptiveStochasticRewardSampledEmpiricalOptimisticSelfConsistentCausalCommonSpaceConsistency
Declarations
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theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.expectedRegret_le_two_mul_horizon_of_rewardBound
Compiled
Mean-reward expected regret has the deterministic `2H` envelope.
theorem expectedRegret_le_two_mul_horizon_of_rewardBound {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (hrewardBound : forall state action, |mdp.reward state action| <= 1) : policy.expectedRegret initialState <= 2 * (mdp.horizon : Real)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.successorExpectedAverageRegret_le_two_mul_horizon
Compiled
Every selected-policy expected successor average is at most `2H`.
theorem successorExpectedAverageRegret_le_two_mul_horizon {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (source : AdaptiveStochasticEpisodeBatchSource mdp initialState episodes) (trajectory : StochasticEpisodeBatchTrajectory mdp episodes) (rounds : Nat) (hrounds : 0 < rounds) (hrewardBound : forall state action, |mdp.reward state action| <= 1) : source.successorExpectedAverageRegret trajectory rounds <= 2 * (mdp.horizon : Real)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.trajectoryMeasure_cumulativeSuccessorGlobalReturnDeviation_hasSubgaussianMGF
Compiled
The cumulative globally centered successor deviation inherits one global sub-Gaussian MGF from the strongly adapted conditional increments.
theorem trajectoryMeasure_cumulativeSuccessorGlobalReturnDeviation_hasSubgaussianMGF {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} [StandardBorelSpace State] [StandardBorelSpace Action] [StandardBorelSpace (StochasticEpisodeBatch mdp episodes)] [Nonempty (StochasticEpisodeBatch mdp episodes)] [StandardBorelSpace (StochasticEpisodeBatchTrajectory mdp episodes)] (source : AdaptiveStochasticEpisodeBatchSource mdp initialState episodes) [source.GlobalReturnMeasurability] (rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) (hrewardBound : forall state action, |mdp.reward state action| <= (rewardBound : Real)) (law : source.rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) : ProbabilityTheory.HasSubgaussianMGF (source.cumulativeSuccessorGlobalReturnDeviation rounds) (cumulativeSuccessorGlobalReturnVarianceProxy mdp rounds episodes rewardBound rewardVarianceProxy) source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.integrable_realizedSuccessorAverageRegret
Compiled
Finite-window stochastic realized successor-average regret is integrable.
theorem integrable_realizedSuccessorAverageRegret {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} [StandardBorelSpace State] [StandardBorelSpace Action] [StandardBorelSpace (StochasticEpisodeBatch mdp episodes)] [Nonempty (StochasticEpisodeBatch mdp episodes)] [StandardBorelSpace (StochasticEpisodeBatchTrajectory mdp episodes)] (source : AdaptiveStochasticEpisodeBatchSource mdp initialState episodes) [source.GlobalReturnMeasurability] (rounds : Nat) (hrounds : 0 < rounds) (hepisodes : 0 < episodes) (rewardBound rewardVarianceProxy : NNReal) (hrewardBound : forall state action, |mdp.reward state action| <= (rewardBound : Real)) (hrewardBoundOne : forall state action, |mdp.reward state action| <= 1) (law : source.rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) : Integrable (fun trajectory => source.realizedSuccessorAverageRegret trajectory rounds) source.trajectoryMeasure
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.normalizedSuccessorGlobalReturnMGFFirstMomentBound
Compiled
The scaled-MGF first-moment contribution after episode/round normalization.
noncomputable def normalizedSuccessorGlobalReturnMGFFirstMomentBound (mdp : MDP State Action) (episodes rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.normalizedSuccessorGlobalReturnMGFFirstMomentBound_nonneg
Compiled
The scaled-MGF contribution is nonnegative.
theorem normalizedSuccessorGlobalReturnMGFFirstMomentBound_nonneg (mdp : MDP State Action) (episodes rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) : 0 <= normalizedSuccessorGlobalReturnMGFFirstMomentBound mdp episodes rounds rewardBound rewardVarianceProxy
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.normalizedSuccessorGlobalReturnMGFFirstMomentBound_le_confidenceRadius
Compiled
Whenever `log (2/delta) >= 1/2`, the scaled-MGF first-moment term is at most `2 * exp(1/2)` times the compiled normalized confidence radius.
theorem normalizedSuccessorGlobalReturnMGFFirstMomentBound_le_confidenceRadius (mdp : MDP State Action) (episodes rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) (delta : Real) (hepisodes : 0 < episodes) (hrounds : 0 < rounds) (hlog : (1 / 2 : Real) <= Real.log (2 / delta)) : normalizedSuccessorGlobalReturnMGFFirstMomentBound mdp episodes rounds rewardBound rewardVarianceProxy <= 2 * Real.exp (1 / 2 : Real) * AdaptiveStochasticEpisodeBatchSource.normalizedSuccessorGlobalReturnConfidenceRadius mdp episodes rounds rewardBound rewardVarianceProxy delta
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.one_half_le_log_two_div_vanishingAverageConfidenceDelta
Compiled
The scheduled confidence logarithm is uniformly at least one half.
theorem one_half_le_log_two_div_vanishingAverageConfidenceDelta (n : Nat) : (1 / 2 : Real) <= Real.log (2 / AdaptiveEpisodeBatchSource.vanishingAverageConfidenceDelta n)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationNormalizedSuccessorGlobalReturnMGFFirstMomentBound_tendsto_zero
Compiled
The scheduled scaled-MGF contribution tends to zero.
theorem decayingExplorationNormalizedSuccessorGlobalReturnMGFFirstMomentBound_tendsto_zero (mdp : MDP State Action) (baseVisitFloor : Real) (rewardBound rewardVarianceProxy : NNReal) : Tendsto (fun n => normalizedSuccessorGlobalReturnMGFFirstMomentBound mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n) (AdaptiveEpisodeBatchSource.decayingExplorationRounds mdp n) rewardBound rewardVarianceProxy) atTop (nhds 0)
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticCumulativeReturnDeviationProcess
Compiled
Scheduled cumulative sampled-return deviation on the stochastic common space.
noncomputable def decayingExplorationStochasticCumulativeReturnDeviationProcess (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (n : Nat) : DecayingExplorationStochasticWindowSpace mdp baseVisitFloor -> Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticCumulativeReturnDeviationProcess_hasSubgaussianMGF
Compiled
Every common-space cumulative deviation coordinate has its exact MGF.
theorem decayingExplorationStochasticCumulativeReturnDeviationProcess_hasSubgaussianMGF (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (n : Nat) : ProbabilityTheory.HasSubgaussianMGF (decayingExplorationStochasticCumulativeReturnDeviationProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) (AdaptiveStochasticEpisodeBatchSource.cumulativeSuccessorGlobalReturnVarianceProxy mdp (AdaptiveEpisodeBatchSource.decayingExplorationRounds mdp n) (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n) 1 rewardVarianceProxy) (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.integrable_decayingExplorationStochasticRealizedBehaviorRegretProcess
Compiled
Every scheduled common-space realized-regret coordinate is integrable.
theorem integrable_decayingExplorationStochasticRealizedBehaviorRegretProcess (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (n : Nat) : Integrable (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticCommonCountBadEvent
Compiled
Pull only the projected-count failure event to the stochastic common space.
noncomputable def decayingExplorationStochasticCommonCountBadEvent (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (n : Nat) : Set (DecayingExplorationStochasticWindowSpace mdp baseVisitFloor)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.measurableSet_decayingExplorationStochasticCommonCountBadEvent
Compiled
The pulled-back projected-count event is measurable.
theorem measurableSet_decayingExplorationStochasticCommonCountBadEvent (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (n : Nat) : MeasurableSet (decayingExplorationStochasticCommonCountBadEvent mdp initialState initialTable defaultState baseVisitFloor n)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticCommonMeasure_countBadEvent_le
Compiled
The common-space projected-count event consumes one confidence share.
theorem decayingExplorationStochasticCommonMeasure_countBadEvent_le (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (n : Nat) : decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor (decayingExplorationStochasticCommonCountBadEvent mdp initialState initialTable defaultState baseVisitFloor n) <= ENNReal.ofReal (AdaptiveEpisodeBatchSource.vanishingAverageConfidenceDelta n)
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret
Compiled
Expected absolute scheduled stochastic realized-behavior regret.
noncomputable def decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (n : Nat) : Real
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound
Compiled
Planner radius, count-failure contribution, and normalized stochastic MGF first-moment contribution.
noncomputable def decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound (mdp : MDP State Action) (baseVisitFloor : Real) (rewardVarianceProxy : NNReal) (n : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret_nonneg
Compiled
Expected absolute stochastic realized regret is nonnegative.
theorem decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret_nonneg (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (n : Nat) : 0 <= decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret mdp initialState rewardSource initialTable defaultState baseVisitFloor n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound_nonneg
Compiled
The explicit stochastic expected-absolute bound is nonnegative.
theorem decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound_nonneg (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) (rewardVarianceProxy : NNReal) (n : Nat) : 0 <= decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret_le_bound
Compiled
The common-space expected absolute stochastic realized regret is bounded by the planner radius, one count-failure contribution, and the directly integrated normalized sub-Gaussian deviation.
theorem decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret_le_bound (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (n : Nat) : decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret mdp initialState rewardSource initialTable defaultState baseVisitFloor n <= decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound_tendsto_zero
Compiled
The explicit stochastic expected-absolute envelope tends to zero.
theorem decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound_tendsto_zero (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) (rewardVarianceProxy : NNReal) : Tendsto (decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_decayingExplorationStochasticCommonMeasure_integrable_expectedAbsoluteRealizedBehaviorRegret_tendsto_zero
Compiled
Terminal expected-consistency theorem for unbounded sampled rewards: every coordinate is integrable, obeys the explicit three-term bound, and its expected absolute realized regret tends to zero.
theorem exploratorySource_decayingExplorationStochasticCommonMeasure_integrable_expectedAbsoluteRealizedBehaviorRegret_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : (forall n, Integrable (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)) /\ (forall n, decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret mdp initialState rewardSource initialTable defaultState baseVisitFloor n <= decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy n) /\ Tendsto (decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret mdp initialState rewardSource initialTable defaultState baseVisitFloor) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.memLp_one_decayingExplorationStochasticRealizedBehaviorRegretProcess
Compiled
Every scheduled stochastic common-space coordinate belongs to `L1`.
theorem memLp_one_decayingExplorationStochasticRealizedBehaviorRegretProcess (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (n : Nat) : MemLp (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.eLpNorm_one_decayingExplorationStochasticRealizedBehaviorRegretProcess_eq
Compiled
At exponent one, `eLpNorm` is the lifted expected absolute regret.
theorem eLpNorm_one_decayingExplorationStochasticRealizedBehaviorRegretProcess_eq (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (n : Nat) : eLpNorm (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor) = ENNReal.ofReal (decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret mdp initialState rewardSource initialTable defaultState baseVisitFloor n)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.eLpNorm_one_decayingExplorationStochasticRealizedBehaviorRegretProcess_tendsto_zero
Compiled
The exponent-one extended norm of the stochastic process tends to zero.
theorem eLpNorm_one_decayingExplorationStochasticRealizedBehaviorRegretProcess_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : Tendsto (fun n => eLpNorm (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.eLpNorm_one_decayingExplorationStochasticRealizedBehaviorRegretProcess_sub_zero_tendsto_zero
Compiled
Canonical `L1` norm-of-the-difference convergence.
theorem eLpNorm_one_decayingExplorationStochasticRealizedBehaviorRegretProcess_sub_zero_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : Tendsto (fun n => eLpNorm (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n - (fun _ => 0)) 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)) atTop (nhds 0)
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticRealizedBehaviorRegretLp
Compiled
The stochastic scheduled realized-regret process as an `Lp Real 1` value.
noncomputable def decayingExplorationStochasticRealizedBehaviorRegretLp (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (n : Nat) : Lp Real 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticRealizedBehaviorRegretLp_coeFn_ae_eq
Compiled
The named stochastic `Lp` coordinate represents the original process a.e.
theorem decayingExplorationStochasticRealizedBehaviorRegretLp_coeFn_ae_eq (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (n : Nat) : (decayingExplorationStochasticRealizedBehaviorRegretLp mdp initialState rewardSource rewardVarianceProxy law initialTable defaultState baseVisitFloor hrewardBound n : DecayingExplorationStochasticWindowSpace mdp baseVisitFloor -> Real) =ᵐ[ decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor] decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationStochasticRealizedBehaviorRegretLp_tendsto_zero
Compiled
The named stochastic `Lp Real 1` process converges to zero.
theorem decayingExplorationStochasticRealizedBehaviorRegretLp_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : Tendsto (decayingExplorationStochasticRealizedBehaviorRegretLp mdp initialState rewardSource rewardVarianceProxy law initialTable defaultState baseVisitFloor hrewardBound) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_decayingExplorationStochasticCommonMeasure_memLp_eLpNorm_L1_tendsto_zero
Compiled
Terminal stochastic `L1` theorem: coordinate membership, exact exponent-one norms, `Lp` convergence, and induced convergence in measure hold on the same independent product of complete scheduled experiments.
theorem exploratorySource_decayingExplorationStochasticCommonMeasure_memLp_eLpNorm_L1_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (rewardSource : mdp.MeanCompatibleRewardKernel) (rewardVarianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw rewardVarianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : (forall n, MemLp (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)) /\ (forall n, eLpNorm (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n) 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor) = ENNReal.ofReal (decayingExplorationStochasticExpectedAbsoluteRealizedBehaviorRegret mdp initialState rewardSource initialTable defaultState baseVisitFloor n)) /\ Tendsto (fun n => eLpNorm (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor n - (fun _ => 0)) 1 (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor)) atTop (nhds 0) /\ Tendsto (decayingExplorationStochasticRealizedBehaviorRegretLp mdp initialState rewardSource rewardVarianceProxy law initialTable defaultState baseVisitFloor hrewardBound) atTop (nhds 0) /\ TendstoInMeasure (decayingExplorationStochasticCommonMeasure mdp initialState rewardSource initialTable defaultState baseVisitFloor) (decayingExplorationStochasticRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState baseVisitFloor) atTop (fun _ => 0)