Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonIIDTrajectoryBatch
This module maps a finite product of genuine policy trajectory laws into the finite-batch empirical-model surface. It exposes both the episode/stage marginal law and independence across episode coordinates. The policy is fixed across episodes; adaptive cross-episode policy updates and concentration of visit-conditioned empirical ratios remain downstream.
Module map
Imports
BanditRLProof.RL.FiniteHorizonEmpiricalModel
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonIIDCountConcentration, BanditRLProof.RL.FiniteHorizonIIDGeneratedEmpiricalRewardExactness, BanditRLProof.RL.FiniteHorizonStochasticRewardErasureLaw
Declarations
Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.
def
BanditRLProof.FiniteHorizonRL.MDP.trajectoryStateAt
Compiled
Current state immediately before a recorded trajectory action.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.trajectoryStateAtReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
def trajectoryStateAt (mdp : MDP State Action) (trajectory : State × StepTrace Action State mdp.horizon) (stage : Fin mdp.horizon) : State
def
BanditRLProof.FiniteHorizonRL.MDP.episodeStepOfTrajectory
Compiled
A full generated trajectory viewed as one empirical record at a stage.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.episodeStepOfTrajectoryReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
def episodeStepOfTrajectory (mdp : MDP State Action) (trajectory : State × StepTrace Action State mdp.horizon) (stage : Fin mdp.horizon) : EpisodeStep State Action where
def
BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories
Compiled
A finite family of full trajectories mapped to empirical episode records.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectoriesReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
def episodeBatchOfTrajectories (mdp : MDP State Action) (episodes : Nat) (trajectories : Fin episodes -> State × StepTrace Action State mdp.horizon) : EpisodeBatch mdp episodes
def
BanditRLProof.FiniteHorizonRL.MDP.trajectoryVisitContribution
Compiled
One trajectory's contribution to a stage/state/action visit count.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.trajectoryVisitContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
def trajectoryVisitContribution (mdp : MDP State Action) (stage : Fin mdp.horizon) (state : State) (action : Action) (trajectory : State × StepTrace Action State mdp.horizon) : Nat
def
BanditRLProof.FiniteHorizonRL.MDP.trajectoryRewardContribution
Compiled
One trajectory's contribution to a stage/state/action reward sum.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.trajectoryRewardContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
def trajectoryRewardContribution (mdp : MDP State Action) (stage : Fin mdp.horizon) (state : State) (action : Action) (trajectory : State × StepTrace Action State mdp.horizon) : Real
def
BanditRLProof.FiniteHorizonRL.MDP.trajectoryTransitionContribution
Compiled
One trajectory's contribution to a stage/state/action/next-state count.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.trajectoryTransitionContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
def trajectoryTransitionContribution (mdp : MDP State Action) (stage : Fin mdp.horizon) (state : State) (action : Action) (nextState : State) (trajectory : State × StepTrace Action State mdp.horizon) : Nat
theorem
BanditRLProof.FiniteHorizonRL.MDP.measurable_episodeStepOfTrajectory
Compiled
The stage record extracted from a finite trajectory is measurable.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.measurable_episodeStepOfTrajectoryReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measurable_episodeStepOfTrajectory (mdp : MDP State Action) (stage : Fin mdp.horizon) : Measurable (fun trajectory => mdp.episodeStepOfTrajectory trajectory stage)
theorem
BanditRLProof.FiniteHorizonRL.MDP.measurable_episodeBatchOfTrajectories
Compiled
Mapping a finite trajectory family to its empirical batch is measurable.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.measurable_episodeBatchOfTrajectoriesReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measurable_episodeBatchOfTrajectories (mdp : MDP State Action) (episodes : Nat) : Measurable (mdp.episodeBatchOfTrajectories episodes)
theorem
BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_apply
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_applyReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem episodeBatchOfTrajectories_apply (mdp : MDP State Action) (episodes : Nat) (trajectories : Fin episodes -> State × StepTrace Action State mdp.horizon) (episode : Fin episodes) (stage : Fin mdp.horizon) : mdp.episodeBatchOfTrajectories episodes trajectories episode stage = mdp.episodeStepOfTrajectory (trajectories episode) stage
theorem
BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_visitCount
Compiled
Extracted batch visits are exactly the sum of trajectory contributions.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_visitCountReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem episodeBatchOfTrajectories_visitCount (mdp : MDP State Action) (episodes : Nat) (trajectories : Fin episodes -> State × StepTrace Action State mdp.horizon) (stage : Fin mdp.horizon) (state : State) (action : Action) : (mdp.episodeBatchOfTrajectories episodes trajectories).visitCount stage state action = ∑ episode, mdp.trajectoryVisitContribution stage state action (trajectories episode)
theorem
BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_rewardSum
Compiled
Extracted batch rewards are exactly the sum of trajectory contributions.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_rewardSumReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem episodeBatchOfTrajectories_rewardSum (mdp : MDP State Action) (episodes : Nat) (trajectories : Fin episodes -> State × StepTrace Action State mdp.horizon) (stage : Fin mdp.horizon) (state : State) (action : Action) : (mdp.episodeBatchOfTrajectories episodes trajectories).rewardSum stage state action = ∑ episode, mdp.trajectoryRewardContribution stage state action (trajectories episode)
theorem
BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_transitionCount
Compiled
Extracted transition counts are exactly trajectory-indicator sums.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.episodeBatchOfTrajectories_transitionCountReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem episodeBatchOfTrajectories_transitionCount (mdp : MDP State Action) (episodes : Nat) (trajectories : Fin episodes -> State × StepTrace Action State mdp.horizon) (stage : Fin mdp.horizon) (state : State) (action : Action) (nextState : State) : (mdp.episodeBatchOfTrajectories episodes trajectories).transitionCount stage state action nextState = ∑ episode, mdp.trajectoryTransitionContribution stage state action nextState (trajectories episode)
theorem
BanditRLProof.FiniteHorizonRL.MDP.measurable_trajectoryVisitContribution
Compiled
A fixed visit contribution is measurable on the generated trajectory.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.measurable_trajectoryVisitContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measurable_trajectoryVisitContribution (mdp : MDP State Action) (stage : Fin mdp.horizon) (state : State) (action : Action) : Measurable (mdp.trajectoryVisitContribution stage state action)
theorem
BanditRLProof.FiniteHorizonRL.MDP.measurable_trajectoryRewardContribution
Compiled
A fixed reward contribution is measurable on the generated trajectory.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.measurable_trajectoryRewardContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measurable_trajectoryRewardContribution (mdp : MDP State Action) (stage : Fin mdp.horizon) (state : State) (action : Action) : Measurable (mdp.trajectoryRewardContribution stage state action)
theorem
BanditRLProof.FiniteHorizonRL.MDP.measurable_trajectoryTransitionContribution
Compiled
A fixed transition contribution is measurable on the generated trajectory.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MDP.measurable_trajectoryTransitionContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measurable_trajectoryTransitionContribution (mdp : MDP State Action) (stage : Fin mdp.horizon) (state : State) (action : Action) (nextState : State) : Measurable (mdp.trajectoryTransitionContribution stage state action nextState)
def
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidTrajectoryFamilyMeasure
Compiled
Finite iid product of the generated single-episode trajectory law.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidTrajectoryFamilyMeasureReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def iidTrajectoryFamilyMeasure {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) : Measure (Fin episodes -> State × StepTrace Action State mdp.horizon)
def
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidEpisodeBatchMeasure
Compiled
Pushforward law of the empirical batch extracted from iid trajectories.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidEpisodeBatchMeasureReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def iidEpisodeBatchMeasure {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) : Measure (EpisodeBatch mdp episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidTrajectoryFamilyMeasure_map_eval
Compiled
Every product coordinate has the generated single-episode trajectory law.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidTrajectoryFamilyMeasure_map_evalReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iidTrajectoryFamilyMeasure_map_eval {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] {episodes : Nat} (episode : Fin episodes) : (policy.iidTrajectoryFamilyMeasure initialState episodes).map (Function.eval episode) = policy.trajectoryMeasure initialState
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidEpisodeBatchMeasure_map_eval
Compiled
Each episode/stage coordinate of the mapped batch has the corresponding pushforward of the genuine generated single-trajectory law.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidEpisodeBatchMeasure_map_evalReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iidEpisodeBatchMeasure_map_eval {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] {episodes : Nat} (episode : Fin episodes) (stage : Fin mdp.horizon) : (policy.iidEpisodeBatchMeasure initialState episodes).map (fun batch => batch episode stage) = (policy.trajectoryMeasure initialState).map (fun trajectory => mdp.episodeStepOfTrajectory trajectory stage)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_episodeStepOfTrajectory
Compiled
Stage records from distinct product coordinates are independent.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_episodeStepOfTrajectoryReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iIndepFun_episodeStepOfTrajectory {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) : ProbabilityTheory.iIndepFun (fun episode trajectories => mdp.episodeStepOfTrajectory (trajectories episode) stage) (policy.iidTrajectoryFamilyMeasure initialState episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_iidEpisodeBatch_eval
Compiled
Fixed-stage record coordinates are independent under the mapped batch law.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_iidEpisodeBatch_evalReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iIndepFun_iidEpisodeBatch_eval {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) : ProbabilityTheory.iIndepFun (fun episode (batch : EpisodeBatch mdp episodes) => batch episode stage) (policy.iidEpisodeBatchMeasure initialState episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_iidEpisodeBatch_statistic
Compiled
Measurable fixed-stage batch-record statistics are independent by episode.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_iidEpisodeBatch_statisticReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iIndepFun_iidEpisodeBatch_statistic {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) {Target : Type w} [MeasurableSpace Target] (statistic : EpisodeStep State Action -> Target) (hstatistic : Measurable statistic) : ProbabilityTheory.iIndepFun (fun episode (batch : EpisodeBatch mdp episodes) => statistic (batch episode stage)) (policy.iidEpisodeBatchMeasure initialState episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_episodeStatistic
Compiled
Any measurable statistic of a fixed-stage record remains independent by episode.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_episodeStatisticReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iIndepFun_episodeStatistic {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) {Target : Type w} [MeasurableSpace Target] (statistic : EpisodeStep State Action -> Target) (hstatistic : Measurable statistic) : ProbabilityTheory.iIndepFun (fun episode trajectories => statistic (mdp.episodeStepOfTrajectory (trajectories episode) stage)) (policy.iidTrajectoryFamilyMeasure initialState episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_trajectoryVisitContribution
Compiled
Visit-count summands are independent across iid episode trajectories.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_trajectoryVisitContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iIndepFun_trajectoryVisitContribution {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) (state : State) (action : Action) : ProbabilityTheory.iIndepFun (fun episode trajectories => mdp.trajectoryVisitContribution stage state action (trajectories episode)) (policy.iidTrajectoryFamilyMeasure initialState episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_trajectoryRewardContribution
Compiled
Reward-sum summands are independent across iid episode trajectories.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_trajectoryRewardContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iIndepFun_trajectoryRewardContribution {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) (state : State) (action : Action) : ProbabilityTheory.iIndepFun (fun episode trajectories => mdp.trajectoryRewardContribution stage state action (trajectories episode)) (policy.iidTrajectoryFamilyMeasure initialState episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_trajectoryTransitionContribution
Compiled
Transition-count summands are independent across iid episode trajectories.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iIndepFun_trajectoryTransitionContributionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iIndepFun_trajectoryTransitionContribution {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) (state : State) (action : Action) (nextState : State) : ProbabilityTheory.iIndepFun (fun episode trajectories => mdp.trajectoryTransitionContribution stage state action nextState (trajectories episode)) (policy.iidTrajectoryFamilyMeasure initialState episodes)
theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidEpisodeBatch_stepLaw_and_independence
Compiled
Route endpoint: generated batch coordinates have the correct marginal law and are independent across episodes at every fixed stage.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.MarkovPolicy.iidEpisodeBatch_stepLaw_and_independenceReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem iidEpisodeBatch_stepLaw_and_independence {mdp : MDP State Action} (policy : MarkovPolicy mdp) (initialState : Measure State) [IsProbabilityMeasure initialState] (episodes : Nat) (stage : Fin mdp.horizon) : (forall episode : Fin episodes, (policy.iidEpisodeBatchMeasure initialState episodes).map (fun batch => batch episode stage) = (policy.trajectoryMeasure initialState).map (fun trajectory => mdp.episodeStepOfTrajectory trajectory stage)) /\ ProbabilityTheory.iIndepFun (fun episode (batch : EpisodeBatch mdp episodes) => batch episode stage) (policy.iidEpisodeBatchMeasure initialState episodes)