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Lean module · Finite-horizon RL

BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledAndSuccessorPolicyReturnSimultaneousHighProbabilityOptimality

# Simultaneous high-probability stopped-return optimality This module combines the six literal capped/uncapped stopped-return convergence-in-measure endpoints into one measurable violation event at a common schedule index. Its probability tends to zero, so every positive accuracy and confidence budget is eventually satisfied simultaneously. This is a qualitative finite-union consequence. It assumes no independence, introduces no convergence rate, and does not use optional stopping.

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BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledAndSuccessorPolicyReturnInMeasureAlmostSureOptimality

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BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledAndSuccessorPolicyReturnDeterministicTailHighProbabilityOptimality

Declarations

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theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturn Compiled

Every capped stopped sampled-return coordinate is measurable.

theorem measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturn (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (scheduleIndex : Nat) : Measurable (selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturn Compiled

Every genuine uncapped stopped sampled-return coordinate is measurable.

theorem measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturn (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (scheduleIndex : Nat) : Measurable (selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap Compiled

Every capped stopped sampled-minus-policy-return gap is measurable.

theorem measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedSampledPolicyExpectedReturnGap (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (scheduleIndex : Nat) : Measurable (selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap Compiled

Every genuine uncapped stopped sampled-minus-policy-return gap is measurable.

theorem measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedSampledPolicyExpectedReturnGap (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (scheduleIndex : Nat) : Measurable (selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledPolicyExpectedReturnGapProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex)
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet Compiled

At one schedule index, at least one of the six literal capped/uncapped stopped-return errors is at least `epsilon`.

noncomputable def selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor epsilon : Real) (scheduleIndex : Nat) : Set (HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t))
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurableSet_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet Compiled

The six-way stopped-return violation event is measurable.

theorem measurableSet_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor epsilon : Real) (scheduleIndex : Nat) : MeasurableSet (selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor epsilon scheduleIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.not_mem_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet_iff Compiled

Outside the joint violation event, all six literal errors are strictly smaller than the same accuracy threshold.

theorem not_mem_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet_iff (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor epsilon : Real) (scheduleIndex : Nat) (trajectory : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : 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 trajectory ∉ selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor epsilon scheduleIndex ↔ dist (cappedSampledReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (uncappedSampledReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (cappedPolicyReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (uncappedPolicyReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (cappedGap scheduleIndex trajectory) 0 < epsilon ∧ dist (uncappedGap scheduleIndex trajectory) 0 < epsilon
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability Compiled

Probability of the six-way simultaneous stopped-return violation event.

noncomputable def selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor epsilon : Real) (scheduleIndex : Nat) : ENNReal
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability_tendsto_zero Compiled

The simultaneous six-way violation probability tends to zero.

theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability_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) (epsilon : Real) (hepsilon : 0 < epsilon) : Tendsto (selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor epsilon) atTop (nhds 0)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eventually_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability_lt Compiled

Every positive accuracy and confidence budget is eventually met simultaneously by all six stopped-return coordinates.

theorem eventually_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability_lt (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) (epsilon delta : Real) (hepsilon : 0 < epsilon) (hdelta : 0 < delta) : ∀ᶠ scheduleIndex in atTop, selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor epsilon scheduleIndex < ENNReal.ofReal delta
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedSampledReturn_and_successorPolicyExpectedReturn_simultaneousHighProbability_optimality Compiled

Terminal simultaneous high-probability certificate for literal stopped sampled return, actual successor-policy return, and their same-prefix gap at the capped and genuine uncapped inverse-square-root first-passage prefixes.

theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedSampledReturn_and_successorPolicyExpectedReturn_simultaneousHighProbability_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 violationSet := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let violationProbability := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnJointViolationProbability mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (forall epsilon scheduleIndex, MeasurableSet (violationSet epsilon scheduleIndex)) ∧ (forall epsilon scheduleIndex trajectory, trajectory ∉ violationSet epsilon scheduleIndex ↔ 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 dist (cappedSampledReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (uncappedSampledReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (cappedPolicyReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (uncappedPolicyReturn scheduleIndex trajectory) optimal < epsilon ∧ dist (cappedGap scheduleIndex trajectory) 0 < epsilon ∧ dist (uncappedGap scheduleIndex trajectory) 0 < epsilon) ∧ (forall epsilon, 0 < epsilon -> Tendsto (violationProbability epsilon) atTop (nhds 0)) ∧ (forall epsilon delta, 0 < epsilon -> 0 < delta -> ∀ᶠ scheduleIndex in atTop, violationProbability epsilon scheduleIndex < ENNReal.ofReal delta)