Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledAndSuccessorPolicyReturnInMeasureAlmostSureOptimality
# Stopped sampled and successor-policy return convergence modes This module upgrades the exact capped and uncapped stopped-return `L1` route to literal convergence in measure and almost-sure convergence. The sampled return and the trajectory-law expected return of the actually selected successor policies converge to the optimal initial expected return, while their same-prefix difference converges to zero. The proof only transports already compiled process identities, `L1` limits, and almost-sure regret limits. It does not interchange expectation with a random stopping index and does not use optional stopping.
Module map
Imports
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledAndSuccessorPolicyReturnSimultaneousHighProbabilityOptimality
Declarations
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theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedAverageRealizedBehaviorRegret_tendstoAlmostEverywhere_zero
Compiled
The capped stopped realized-regret process inherits the genuine uncapped almost-sure limit because the two processes are eventually equal almost surely.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedAverageRealizedBehaviorRegret_tendstoAlmostEverywhere_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 cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => cappedProcess scheduleIndex trajectory) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess_eq_behaviorExpected_sub_realized
Compiled
The stopped return deviation is behavior expected regret minus realized behavior regret, pointwise at any common stopping prefix.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess_eq_behaviorExpected_sub_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) : selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex = fun trajectory => selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory - selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturn_tendstoInMeasure_optimal
Compiled
The literal capped stopped sampled return converges in measure to the optimal initial expected return.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturn_tendstoInMeasure_optimal (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix TendstoInMeasure source.trajectoryMeasure sampledReturn atTop (fun _ => AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturn_tendstoInMeasure_optimal
Compiled
The literal uncapped stopped sampled return converges in measure to the optimal initial expected return.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturn_tendstoInMeasure_optimal (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix TendstoInMeasure source.trajectoryMeasure sampledReturn atTop (fun _ => AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSuccessorPolicyExpectedReturn_tendstoInMeasure_optimal
Compiled
The literal capped stopped expected return of the selected successor policies converges in measure to the optimal initial expected return.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSuccessorPolicyExpectedReturn_tendstoInMeasure_optimal (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 policyReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix TendstoInMeasure source.trajectoryMeasure policyReturn atTop (fun _ => AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSuccessorPolicyExpectedReturn_tendstoInMeasure_optimal
Compiled
The literal uncapped stopped expected return of the selected successor policies converges in measure to the optimal initial expected return.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSuccessorPolicyExpectedReturn_tendstoInMeasure_optimal (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 policyReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix TendstoInMeasure source.trajectoryMeasure policyReturn atTop (fun _ => AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap_tendstoInMeasure_zero
Compiled
The capped same-prefix sampled/policy return gap converges in measure to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap_tendstoInMeasure_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 TendstoInMeasure source.trajectoryMeasure gapProcess atTop (fun _ => 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap_tendstoInMeasure_zero
Compiled
The uncapped same-prefix sampled/policy return gap converges in measure to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap_tendstoInMeasure_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 TendstoInMeasure source.trajectoryMeasure gapProcess atTop (fun _ => 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedAverageSampledReturn_tendstoAlmostEverywhere_optimal
Compiled
The literal capped stopped sampled return converges almost surely to the optimal initial expected return.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedAverageSampledReturn_tendstoAlmostEverywhere_optimal (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => sampledReturn scheduleIndex trajectory) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageSampledReturn_tendstoAlmostEverywhere_optimal
Compiled
The literal uncapped stopped sampled return converges almost surely to the optimal initial expected return.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageSampledReturn_tendstoAlmostEverywhere_optimal (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => sampledReturn scheduleIndex trajectory) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedAverageSuccessorPolicyExpectedReturn_tendstoAlmostEverywhere_optimal
Compiled
The literal capped stopped expected return of the selected successor policies converges almost surely to the optimal initial expected return.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedAverageSuccessorPolicyExpectedReturn_tendstoAlmostEverywhere_optimal (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 policyReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => policyReturn scheduleIndex trajectory) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageSuccessorPolicyExpectedReturn_tendstoAlmostEverywhere_optimal
Compiled
The literal uncapped stopped expected return of the selected successor policies converges almost surely to the optimal initial expected return.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageSuccessorPolicyExpectedReturn_tendstoAlmostEverywhere_optimal (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 policyReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => policyReturn scheduleIndex trajectory) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedSampledPolicyExpectedReturnGap_tendstoAlmostEverywhere_zero
Compiled
The capped same-prefix sampled/policy return gap converges almost surely to zero.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedSampledPolicyExpectedReturnGap_tendstoAlmostEverywhere_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 ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => gapProcess scheduleIndex trajectory) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedSampledPolicyExpectedReturnGap_tendstoAlmostEverywhere_zero
Compiled
The uncapped same-prefix sampled/policy return gap converges almost surely to zero.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedSampledPolicyExpectedReturnGap_tendstoAlmostEverywhere_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 ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => gapProcess scheduleIndex trajectory) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedSampledReturn_and_successorPolicyExpectedReturn_inMeasure_and_almostSure_optimality
Compiled
Terminal convergence-mode package for literal stopped sampled return, the literal expected return of the actually selected successor policies, and their same-prefix gap at the capped and genuine uncapped stopping prefixes.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedSampledReturn_and_successorPolicyExpectedReturn_inMeasure_and_almostSure_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 cappedSampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedSampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedPolicyReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedPolicyReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSuccessorPolicyExpectedReturnProcess 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 let optimal := AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState TendstoInMeasure source.trajectoryMeasure cappedSampledReturn atTop (fun _ => optimal) /\ TendstoInMeasure source.trajectoryMeasure uncappedSampledReturn atTop (fun _ => optimal) /\ TendstoInMeasure source.trajectoryMeasure cappedPolicyReturn atTop (fun _ => optimal) /\ TendstoInMeasure source.trajectoryMeasure uncappedPolicyReturn atTop (fun _ => optimal) /\ TendstoInMeasure source.trajectoryMeasure cappedGap atTop (fun _ => 0) /\ TendstoInMeasure source.trajectoryMeasure uncappedGap atTop (fun _ => 0) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => cappedSampledReturn scheduleIndex trajectory) atTop (nhds optimal)) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => uncappedSampledReturn scheduleIndex trajectory) atTop (nhds optimal)) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => cappedPolicyReturn scheduleIndex trajectory) atTop (nhds optimal)) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => uncappedPolicyReturn scheduleIndex trajectory) atTop (nhds optimal)) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => cappedGap scheduleIndex trajectory) atTop (nhds 0)) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => uncappedGap scheduleIndex trajectory) atTop (nhds 0))