Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonAdaptiveStochasticRewardCumulativeDecayingExplorationConsistency
# Stochastic cumulative decaying-exploration realized consistency This module lifts the cumulative empirical-optimistic exploratory source to complete stochastic-reward episode batches. Policy selection reads only the known-reward projection of the sampled prefix. The first layer proves the exact complete trajectory pushforward to the deterministic cumulative source; later layers consume the deterministic decaying-exploration count certificate and the globally centered stochastic return tail. Every schedule index still uses its own finite batch and infinite trajectory space. No common-process, almost-sure, anytime, or reward-mean-estimation claim is made here.
Module map
Imports
BanditRLProof.RL.FiniteHorizonAdaptiveStochasticRewardEmpiricalOptimisticRealizedBehaviorRegret, BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeDecayingExplorationBehaviorConsistency
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonAdaptiveStochasticRewardCumulativeDecayingExplorationRegularityClosedConsistency, BanditRLProof.RL.FiniteHorizonAdaptiveStochasticRewardSampledEmpiricalOptimisticSelfConsistentSchedule
Declarations
Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.
def
BanditRLProof.FiniteHorizonRL.MDP.globalReturnDeviationPerEpisodeVarianceProxy
Compiled
One-episode proxy underlying the globally centered stochastic batch proxy.
noncomputable def globalReturnDeviationPerEpisodeVarianceProxy (mdp : MDP State Action) (rewardBound rewardVarianceProxy : NNReal) : NNReal
theorem
BanditRLProof.FiniteHorizonRL.MDP.iidGlobalSampledCumulativeReturnDeviationVarianceProxy_eq
Compiled
The honest global iid proxy is exactly episode-linear.
theorem iidGlobalSampledCumulativeReturnDeviationVarianceProxy_eq (mdp : MDP State Action) (episodes : Nat) (rewardBound rewardVarianceProxy : NNReal) : mdp.iidGlobalSampledCumulativeReturnDeviationVarianceProxy episodes rewardBound rewardVarianceProxy = (episodes : NNReal) * mdp.globalReturnDeviationPerEpisodeVarianceProxy rewardBound rewardVarianceProxy
theorem
BanditRLProof.FiniteHorizonRL.MDP.globalReturnDeviationPerEpisodeVarianceProxy_pos
Compiled
Positive horizon and positive reward bound make the per-episode proxy positive.
theorem globalReturnDeviationPerEpisodeVarianceProxy_pos (mdp : MDP State Action) (rewardBound rewardVarianceProxy : NNReal) (hrewardBound : 0 < rewardBound) (hhorizon : 0 < mdp.horizon) : 0 < mdp.globalReturnDeviationPerEpisodeVarianceProxy rewardBound rewardVarianceProxy
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.cumulativeSuccessorGlobalReturnVarianceProxy_coe
Compiled
The successor proxy is exactly rounds times episodes times one base proxy.
theorem cumulativeSuccessorGlobalReturnVarianceProxy_coe (mdp : MDP State Action) (rounds episodes : Nat) (rewardBound rewardVarianceProxy : NNReal) : ((cumulativeSuccessorGlobalReturnVarianceProxy mdp rounds episodes rewardBound rewardVarianceProxy : NNReal) : Real) = (rounds : Real) * (episodes : Real) * (mdp.globalReturnDeviationPerEpisodeVarianceProxy rewardBound rewardVarianceProxy : Real)
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.normalizedSuccessorGlobalReturnConfidenceRadius
Compiled
Globally centered stochastic return radius normalized by all successor samples.
noncomputable def normalizedSuccessorGlobalReturnConfidenceRadius (mdp : MDP State Action) (episodes rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) (delta : Real) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.normalizedSuccessorGlobalReturnConfidenceRadius_nonneg
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem normalizedSuccessorGlobalReturnConfidenceRadius_nonneg (mdp : MDP State Action) (episodes rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) (delta : Real) : 0 <= normalizedSuccessorGlobalReturnConfidenceRadius mdp episodes rounds rewardBound rewardVarianceProxy delta
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.normalizedSuccessorGlobalReturnConfidenceRadius_eq
Compiled
Exact normalized-radius formula after exposing episode and round scaling.
theorem normalizedSuccessorGlobalReturnConfidenceRadius_eq (mdp : MDP State Action) (episodes rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) (delta : Real) (hepisodes : 0 < episodes) (hrounds : 0 < rounds) (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) : normalizedSuccessorGlobalReturnConfidenceRadius mdp episodes rounds rewardBound rewardVarianceProxy delta = Real.sqrt (2 * (mdp.globalReturnDeviationPerEpisodeVarianceProxy rewardBound rewardVarianceProxy : Real) * Real.log (2 / delta) / ((episodes : Real) * (rounds : Real)))
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticReturnRadiusEnvelope
Compiled
A simple inverse-scale envelope for the scheduled stochastic radius.
noncomputable def decayingExplorationStochasticReturnRadiusEnvelope (mdp : MDP State Action) (rewardBound rewardVarianceProxy : NNReal) (n : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.normalizedSuccessorGlobalReturnConfidenceRadius_le_decayingEnvelope
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem normalizedSuccessorGlobalReturnConfidenceRadius_le_decayingEnvelope (mdp : MDP State Action) (episodes : Nat) (rewardBound rewardVarianceProxy : NNReal) (n : Nat) (hepisodes : 0 < episodes) : normalizedSuccessorGlobalReturnConfidenceRadius mdp episodes (AdaptiveEpisodeBatchSource.decayingExplorationRounds mdp n) rewardBound rewardVarianceProxy (AdaptiveEpisodeBatchSource.vanishingAverageConfidenceDelta n) <= decayingExplorationStochasticReturnRadiusEnvelope mdp rewardBound rewardVarianceProxy n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticReturnRadiusEnvelope_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationStochasticReturnRadiusEnvelope_tendsto_zero (mdp : MDP State Action) (rewardBound rewardVarianceProxy : NNReal) : Tendsto (decayingExplorationStochasticReturnRadiusEnvelope mdp rewardBound rewardVarianceProxy) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationNormalizedSuccessorGlobalReturnRadius_tendsto_zero
Compiled
The exact scheduled stochastic return radius tends to zero.
theorem decayingExplorationNormalizedSuccessorGlobalReturnRadius_tendsto_zero (mdp : MDP State Action) (baseVisitFloor : Real) (rewardBound rewardVarianceProxy : NNReal) : Tendsto (fun n => normalizedSuccessorGlobalReturnConfidenceRadius mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n) (AdaptiveEpisodeBatchSource.decayingExplorationRounds mdp n) rewardBound rewardVarianceProxy (AdaptiveEpisodeBatchSource.vanishingAverageConfidenceDelta n)) atTop (nhds 0)
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticAverageRealizedBehaviorRegretBound
Compiled
Stochastic realized-behavior certificate at schedule index `n`.
noncomputable def decayingExplorationStochasticAverageRealizedBehaviorRegretBound (mdp : MDP State Action) (baseVisitFloor : Real) (rewardVarianceProxy : NNReal) (n : Nat) : Real
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticRealizedFailureBudget
Compiled
Projected-count and stochastic-return deviations consume one share each.
noncomputable def decayingExplorationStochasticRealizedFailureBudget (n : Nat) : ENNReal
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticAverageRealizedBehaviorRegretBound_nonneg
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationStochasticAverageRealizedBehaviorRegretBound_nonneg (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) (rewardVarianceProxy : NNReal) (n : Nat) : 0 <= decayingExplorationStochasticAverageRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticAverageRealizedBehaviorRegretBound_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationStochasticAverageRealizedBehaviorRegretBound_tendsto_zero (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) (rewardVarianceProxy : NNReal) : Tendsto (decayingExplorationStochasticAverageRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticRealizedFailureBudget_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationStochasticRealizedFailureBudget_tendsto_zero : Tendsto decayingExplorationStochasticRealizedFailureBudget atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticRealizedFailureAndRegretBound_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationStochasticRealizedFailureAndRegretBound_tendsto_zero (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) (rewardVarianceProxy : NNReal) : Tendsto (fun n => (decayingExplorationStochasticRealizedFailureBudget n, decayingExplorationStochasticAverageRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy n)) atTop (nhds (0, 0))
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource
Compiled
Stochastic-reward lift of the cumulative empirical-optimistic exploratory source. The cumulative table selector is evaluated only on projected history.
noncomputable def exploratorySource (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) : AdaptiveStochasticEpisodeBatchSource mdp initialState episodes where
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_initialPolicy
Compiled
The initial policies of the stochastic lift and deterministic source agree.
theorem exploratorySource_initialPolicy {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) : (exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate).initialPolicy = (AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource mdp initialState episodes initialTable defaultState countRadius explorationRate hexplorationRate).initialPolicy
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_successorPolicy
Compiled
Every stochastic successor policy is the deterministic projected policy.
theorem exploratorySource_successorPolicy {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (n : Nat) (history : StochasticEpisodeBatchPrefix mdp episodes n) : (exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate).successorPolicy n history = (AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource mdp initialState episodes initialTable defaultState countRadius explorationRate hexplorationRate).successorPolicy n (MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatchPrefix (mdp
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_initialBatch_map_knownRewardEpisodeBatch
Compiled
The initial stochastic batch maps to the deterministic cumulative fiber.
theorem exploratorySource_initialBatch_map_knownRewardEpisodeBatch {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) : (rewardSource.iidStochasticTrajectoryFamilyMeasure (exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate).initialPolicy initialState episodes).map (MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatch (mdp
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_batchKernel_map_knownRewardEpisodeBatch
Compiled
Every selected stochastic successor batch maps to its deterministic fiber.
theorem exploratorySource_batchKernel_map_knownRewardEpisodeBatch {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (n : Nat) (history : StochasticEpisodeBatchPrefix mdp episodes n) : ((exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate).batchKernel n history).map (MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatch (mdp
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_map_projectedPrefix_next_eq_compProd
Compiled
Projected prefix and next-batch joint law of the cumulative source.
theorem exploratorySource_trajectoryMeasure_map_projectedPrefix_next_eq_compProd {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (n : Nat) : let stochasticSource := exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate let deterministicSource := AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource mdp initialState episodes initialTable defaultState countRadius explorationRate hexplorationRate stochasticSource.trajectoryMeasure.map (fun trajectory => (MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatchPrefix (mdp
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_condDistrib_projectedNext
Compiled
Conditional projected next-batch law for the cumulative source.
theorem exploratorySource_trajectoryMeasure_condDistrib_projectedNext {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} [StandardBorelSpace (EpisodeBatch mdp episodes)] [Nonempty (EpisodeBatch mdp episodes)] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (n : Nat) : let stochasticSource := exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate let deterministicSource := AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource mdp initialState episodes initialTable defaultState countRadius explorationRate hexplorationRate ProbabilityTheory.condDistrib (fun trajectory : StochasticEpisodeBatchTrajectory mdp episodes => MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatch (mdp
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_map_knownRewardEpisodeBatchTrajectory
Compiled
The complete known-reward projection equals the deterministic source law.
theorem exploratorySource_trajectoryMeasure_map_knownRewardEpisodeBatchTrajectory {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} [StandardBorelSpace (EpisodeBatch mdp episodes)] [Nonempty (EpisodeBatch mdp episodes)] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) : let stochasticSource := exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate let deterministicSource := AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource mdp initialState episodes initialTable defaultState countRadius explorationRate hexplorationRate stochasticSource.trajectoryMeasure.map (MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatchTrajectory (mdp
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.projectedAdaptiveCumulativeCountBadEvent
Compiled
Pullback of the deterministic cumulative count event.
def projectedAdaptiveCumulativeCountBadEvent {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (rounds : Nat) (delta : Real) : Set (StochasticEpisodeBatchTrajectory mdp episodes)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_successorExpectedCumulativeRegret_eq_projected
Compiled
Stochastic successor expected regret is the projected cumulative quantity.
theorem exploratorySource_successorExpectedCumulativeRegret_eq_projected {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (trajectory : StochasticEpisodeBatchTrajectory mdp episodes) (rounds : Nat) : (exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate).successorExpectedCumulativeRegret trajectory rounds = adaptiveCumulativeEmpiricalOptimisticExploratoryBehaviorExpectedRegret (initialState
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_successorExpectedAverageRegret_eq_projected
Compiled
Average stochastic successor expected regret is the projected average.
theorem exploratorySource_successorExpectedAverageRegret_eq_projected {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat} (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (countRadius : TransitionCountRadius) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (trajectory : StochasticEpisodeBatchTrajectory mdp episodes) (rounds : Nat) : (exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate hexplorationRate).successorExpectedAverageRegret trajectory rounds = adaptiveCumulativeEmpiricalOptimisticAverageExploratoryBehaviorExpectedRegret (initialState
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_projectedCumulativeInverseSqrtPathSupport_optimism_and_decayingExplorationAverageExploratoryBehaviorExpectedRegret
Compiled
The projected stochastic source inherits the deterministic decaying count, optimism, and expected exploratory-behavior certificate for one window.
theorem exploratorySource_trajectoryMeasure_projectedCumulativeInverseSqrtPathSupport_optimism_and_decayingExplorationAverageExploratoryBehaviorExpectedRegret (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (baseVisitFloor : Real) (n : Nat) [StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [Nonempty (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [StandardBorelSpace (EpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] (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) : let rounds := AdaptiveEpisodeBatchSource.decayingExplorationRounds mdp n let delta := AdaptiveEpisodeBatchSource.vanishingAverageConfidenceDelta n let explorationRate := AdaptiveEpisodeBatchSource.decayingExplorationRate n let visitFloor := AdaptiveEpisodeBatchSource.decayingExplorationVisitFloor mdp baseVisitFloor n let episodes := AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n let countRadius := AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtCountRadius mdp rounds delta visitFloor let source := exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate (AdaptiveEpisodeBatchSource.decayingExplorationRate_le_one n) let projection := MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatchTrajectory (mdp
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.decayingExplorationAverageRealizedBehaviorRegretViolationSet
Compiled
Stochastic realized-regret violation set for one scheduled window.
noncomputable def decayingExplorationAverageRealizedBehaviorRegretViolationSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (rewardVarianceProxy : NNReal) (n : Nat) : Set (StochasticEpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_projectedCumulativeInverseSqrtPathSupport_optimism_and_decayingExplorationAverageRealizedBehaviorConsistency
Compiled
One stochastic finite window: projected counts and globally centered returns cover the realized-regret violation set under the two-share scheduled budget.
theorem exploratorySource_trajectoryMeasure_projectedCumulativeInverseSqrtPathSupport_optimism_and_decayingExplorationAverageRealizedBehaviorConsistency (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (baseVisitFloor : Real) (n : Nat) [StandardBorelSpace State] [StandardBorelSpace Action] [StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [Nonempty (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [StandardBorelSpace (EpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [StandardBorelSpace (StochasticEpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [Nonempty (StochasticEpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [StandardBorelSpace (StochasticEpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] (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) : let rounds := AdaptiveEpisodeBatchSource.decayingExplorationRounds mdp n let delta := AdaptiveEpisodeBatchSource.vanishingAverageConfidenceDelta n let explorationRate := AdaptiveEpisodeBatchSource.decayingExplorationRate n let visitFloor := AdaptiveEpisodeBatchSource.decayingExplorationVisitFloor mdp baseVisitFloor n let episodes := AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n let countRadius := AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtCountRadius mdp rounds delta visitFloor let source := exploratorySource mdp initialState episodes rewardSource initialTable defaultState countRadius explorationRate (AdaptiveEpisodeBatchSource.decayingExplorationRate_le_one n) let projection := MDP.MeanCompatibleRewardKernel.knownRewardEpisodeBatchTrajectory (mdp
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeStochasticEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_projectedCumulativeInverseSqrtPathSupport_decayingExplorationAverageRealizedBehaviorConsistency_allWindows
Compiled
All scheduled stochastic windows plus the joint scalar limit. The indexed Borel witnesses expose the changing deterministic and stochastic sample spaces.
theorem exploratorySource_trajectoryMeasure_projectedCumulativeInverseSqrtPathSupport_decayingExplorationAverageRealizedBehaviorConsistency_allWindows (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (baseVisitFloor : Real) (hdetBatchBorel : forall n, StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))) (hdetTrajectoryBorel : forall n, StandardBorelSpace (EpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))) (hstochasticBatchBorel : forall n, StandardBorelSpace (StochasticEpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))) (hstochasticTrajectoryBorel : forall n, StandardBorelSpace (StochasticEpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))) (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 => (AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticRealizedFailureBudget n, AdaptiveStochasticEpisodeBatchSource.decayingExplorationStochasticAverageRealizedBehaviorRegretBound mdp baseVisitFloor rewardVarianceProxy n)) atTop (nhds (0, 0)) /\ forall n, letI : StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))