Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledAndSuccessorPolicyReturnL1Optimality
This module upgrades the stopped expectation-level consistency theorem to actual L1 convergence. The sampled-return optimality error is exactly the negative realized behavior regret, the literal successor-policy return error is exactly the negative behavior expected regret, and their same-prefix gap is exactly the return deviation. The already compiled capped and genuine uncapped hittingAfter L1 results therefore transport to all three return processes.
Module map
Imports
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledAndSuccessorPolicyReturnInMeasureAlmostSureOptimality
Declarations
Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_fun_neg
Compiled
Eta-expanded negation has the same `eLpNorm`. This small wrapper keeps the return-process transport proofs independent of the syntactic representation of pointwise negation.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_fun_negReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem eLpNorm_fun_neg {Omega : Type*} [MeasurableSpace Omega] (f : Omega -> Real) (p : ENNReal) (mu : Measure Omega) : eLpNorm (fun omega => -f omega) p mu = eLpNorm f p mu
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess
Compiled
Sampled return centered at the optimal initial expected return.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcessReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (stoppingPrefix : Nat -> HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> WithTop Nat) (scheduleIndex : Nat) : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> Real
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess
Compiled
Literal successor-policy expected return centered at the optimal initial expected return.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcessReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (stoppingPrefix : Nat -> HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> WithTop Nat) (scheduleIndex : Nat) : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> Real
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess
Compiled
Same-prefix sampled return minus literal successor-policy expected return.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcessReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (stoppingPrefix : Nat -> HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> WithTop Nat) (scheduleIndex : Nat) : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess_eq_neg_realized
Compiled
The stopped sampled-return optimality error is the negative stopped realized behavior regret, pointwise and before integration.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess_eq_neg_realizedReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess_eq_neg_realized (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (stoppingPrefix : Nat -> HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> WithTop Nat) (scheduleIndex : Nat) : selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex = fun trajectory => -selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess_eq_neg_behaviorExpected
Compiled
The stopped literal successor-policy return optimality error is the negative stopped behavior expected regret.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess_eq_neg_behaviorExpectedReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess_eq_neg_behaviorExpected (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (stoppingPrefix : Nat -> HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> WithTop Nat) (scheduleIndex : Nat) : selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex = fun trajectory => -selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess_eq_returnDeviation
Compiled
The stopped sampled/policy return gap is exactly the stopped return deviation.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess_eq_returnDeviationReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess_eq_returnDeviation (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (stoppingPrefix : Nat -> HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> WithTop Nat) (scheduleIndex : Nat) : selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex = selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledReturnOptimalityError
Compiled
Every capped stopped sampled-return optimality error belongs to `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledReturnOptimalityErrorReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledReturnOptimalityError (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (errorProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledReturnOptimalityError_tendsto_zero
Compiled
The capped sampled-return optimality error converges to zero in `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledReturnOptimalityError_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledReturnOptimalityError_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (errorProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledReturnOptimalityError
Compiled
Every uncapped `hittingAfter` stopped sampled-return optimality error belongs to `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledReturnOptimalityErrorReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledReturnOptimalityError (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (errorProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledReturnOptimalityError_tendsto_zero
Compiled
The genuine uncapped stopped sampled-return optimality error converges to zero in `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledReturnOptimalityError_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledReturnOptimalityError_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (errorProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSuccessorPolicyExpectedReturnOptimalityError
Compiled
Every capped stopped literal successor-policy return optimality error belongs to `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSuccessorPolicyExpectedReturnOptimalityErrorReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSuccessorPolicyExpectedReturnOptimalityError (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (errorProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSuccessorPolicyExpectedReturnOptimalityError_tendsto_zero
Compiled
The capped literal successor-policy return optimality error converges to zero in `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSuccessorPolicyExpectedReturnOptimalityError_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSuccessorPolicyExpectedReturnOptimalityError_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (errorProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSuccessorPolicyExpectedReturnOptimalityError
Compiled
Every genuine uncapped stopped literal successor-policy return optimality error belongs to `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSuccessorPolicyExpectedReturnOptimalityErrorReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSuccessorPolicyExpectedReturnOptimalityError (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (errorProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSuccessorPolicyExpectedReturnOptimalityError_tendsto_zero
Compiled
The genuine uncapped literal successor-policy return optimality error converges to zero in `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSuccessorPolicyExpectedReturnOptimalityError_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSuccessorPolicyExpectedReturnOptimalityError_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let errorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (errorProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap
Compiled
Every capped stopped sampled/policy return gap belongs to `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGapReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let gapProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (gapProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap_tendsto_zero
Compiled
The capped stopped sampled/policy return gap converges to zero in `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let gapProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (gapProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap
Compiled
Every genuine uncapped stopped sampled/policy return gap belongs to `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGapReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let gapProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (gapProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap_tendsto_zero
Compiled
The genuine uncapped stopped sampled/policy return gap converges to zero in `L1`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let gapProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (gapProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedSampledReturn_and_successorPolicyExpectedReturn_L1_optimality
Compiled
Terminal true-`L1` package for stopped sampled return, the literal return of the actually selected successor policies, and their same-prefix gap at both the capped first-passage approximation and genuine uncapped `hittingAfter`.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedSampledReturn_and_successorPolicyExpectedReturn_L1_optimalityReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedSampledReturn_and_successorPolicyExpectedReturn_L1_optimality (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedSampledError := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedSampledError := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedPolicyError := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedPolicyError := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnOptimalityErrorProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedGap := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedGap := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix (forall scheduleIndex, MemLp (cappedSampledError scheduleIndex) 1 source.trajectoryMeasure) /\ (forall scheduleIndex, MemLp (uncappedSampledError scheduleIndex) 1 source.trajectoryMeasure) /\ (forall scheduleIndex, MemLp (cappedPolicyError scheduleIndex) 1 source.trajectoryMeasure) /\ (forall scheduleIndex, MemLp (uncappedPolicyError scheduleIndex) 1 source.trajectoryMeasure) /\ (forall scheduleIndex, MemLp (cappedGap scheduleIndex) 1 source.trajectoryMeasure) /\ (forall scheduleIndex, MemLp (uncappedGap scheduleIndex) 1 source.trajectoryMeasure) /\ Tendsto (fun scheduleIndex => eLpNorm (cappedSampledError scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (uncappedSampledError scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (cappedPolicyError scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (uncappedPolicyError scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (cappedGap scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (uncappedGap scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)