BanditRLlib
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Lean module · Finite-horizon RL

BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedAverageSampledReturnExpectedOptimality

This module exposes the observed successor-batch sample means whose complement from the optimal initial value is the natural average realized-regret process. The empty prefix is assigned the optimal value, so the complement identity is total and remains valid at the WithTop.untopA fallback. The identity is then transported through the capped and genuine uncapped stopping prefixes and through Bochner integration. No expectation/stopping-index interchange or optional-stopping theorem is used.

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BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedRealizedBehaviorRegretAndPolicyValueExpectedConsistency

Imported by

BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedSampledReturnAndSuccessorPolicyExpectedReturnConsistency

Declarations

Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.

def BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalSuccessorBatchAverageSampledReturn Compiled

Observed sample mean in successor batch `t + 1`. Lean's division on `Real` is total, so a zero-size successor batch gives zero. The self-consistent scheduled source used below has positive batch sizes.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalSuccessorBatchAverageSampledReturn

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

noncomputable def naturalSuccessorBatchAverageSampledReturn {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat -> Nat} (_source : HeterogeneousAdaptiveStochasticEpisodeBatchSource mdp initialState episodes) (trajectory : HeterogeneousStochasticEpisodeBatchTrajectory mdp episodes) (t : Nat) : Real
def BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn Compiled

Average of observed successor-batch sample means over a natural prefix. At the empty prefix it uses the optimal initial expected return.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

noncomputable def naturalAverageSampledReturn {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat -> Nat} (source : HeterogeneousAdaptiveStochasticEpisodeBatchSource mdp initialState episodes) (trajectory : HeterogeneousStochasticEpisodeBatchTrajectory mdp episodes) (rounds : Nat) : Real
theorem BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn_eq_optimal_sub_naturalAverageRealizedBehaviorRegret Compiled

At every prefix, observed average return is optimal value minus realized regret. The empty-prefix convention makes the identity valid at zero.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn_eq_optimal_sub_naturalAverageRealizedBehaviorRegret

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem naturalAverageSampledReturn_eq_optimal_sub_naturalAverageRealizedBehaviorRegret {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat -> Nat} (source : HeterogeneousAdaptiveStochasticEpisodeBatchSource mdp initialState episodes) (trajectory : HeterogeneousStochasticEpisodeBatchTrajectory mdp episodes) (rounds : Nat) : source.naturalAverageSampledReturn trajectory rounds = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - source.naturalAverageRealizedBehaviorRegret trajectory rounds
theorem BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.measurable_naturalAverageSampledReturn Compiled

A fixed-prefix average sampled-return coordinate is measurable.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.measurable_naturalAverageSampledReturn

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem measurable_naturalAverageSampledReturn {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat -> Nat} (source : HeterogeneousAdaptiveStochasticEpisodeBatchSource mdp initialState episodes) (rounds : Nat) : Measurable (fun trajectory => source.naturalAverageSampledReturn trajectory rounds)
theorem BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.measurable_naturalAverageSampledReturn_naturalTrajectoryFiltration Compiled

A fixed-prefix average sampled return is measurable at its natural filtration level.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.measurable_naturalAverageSampledReturn_naturalTrajectoryFiltration

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem measurable_naturalAverageSampledReturn_naturalTrajectoryFiltration {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat -> Nat} (source : HeterogeneousAdaptiveStochasticEpisodeBatchSource mdp initialState episodes) (rounds : Nat) : @Measurable (HeterogeneousStochasticEpisodeBatchTrajectory mdp episodes) Real (source.naturalTrajectoryFiltration rounds) inferInstance (fun trajectory => source.naturalAverageSampledReturn trajectory rounds)
theorem BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn_stronglyAdapted_naturalTrajectoryFiltration Compiled

The natural average sampled-return process is strongly adapted.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn_stronglyAdapted_naturalTrajectoryFiltration

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem naturalAverageSampledReturn_stronglyAdapted_naturalTrajectoryFiltration {mdp : MDP State Action} {initialState : Measure State} [IsProbabilityMeasure initialState] {episodes : Nat -> Nat} (source : HeterogeneousAdaptiveStochasticEpisodeBatchSource mdp initialState episodes) : StronglyAdapted source.naturalTrajectoryFiltration (fun rounds trajectory => source.naturalAverageSampledReturn trajectory rounds)
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcess Compiled

Natural-prefix average of the observed successor-batch sample means for the self-consistent causal source.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcess

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

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

The project-specific sampled-return process is exactly the complement of the average realized-regret process.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcess_eq_optimal_sub_realized

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalAverageSampledReturnProcess_eq_optimal_sub_realized (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (rounds : Nat) (trajectory) : selfConsistentScheduledNaturalCausalAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor rounds trajectory = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor rounds trajectory
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcess_stronglyAdapted Compiled

The self-consistent sampled-return process is strongly adapted to the exact natural trajectory filtration.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcess_stronglyAdapted

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalAverageSampledReturnProcess_stronglyAdapted (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) : StronglyAdapted (selfConsistentScheduledNaturalCausalTrajectoryFiltration mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) (selfConsistentScheduledNaturalCausalAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor)
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess Compiled

Average sampled return evaluated at a `WithTop Nat` stopping prefix.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

noncomputable def selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess (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.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_apply Compiled

No declaration docstring is present; use the chapter context and exact statement below.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_apply

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_apply (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) (trajectory) : selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory = selfConsistentScheduledNaturalCausalAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (stoppingPrefix scheduleIndex trajectory).untopA trajectory
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_sub_realized Compiled

Stopping preserves the exact sampled-return/realized-regret complement.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_sub_realized

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_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) (trajectory) : selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess Compiled

Mathlib stopped-value measurability for the sampled-return process.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem measurable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess (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) (hstopping : IsStoppingTime (selfConsistentScheduledNaturalCausalTrajectoryFiltration mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) (stoppingPrefix scheduleIndex)) : Measurable (selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_of_integrable_realized Compiled

Integrability of stopped realized regret transfers to stopped sampled return under any finite measure.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_of_integrable_realized

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem integrable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_of_integrable_realized {Omega : Type w} [MeasurableSpace Omega] (mu : Measure Omega) [IsFiniteMeasure mu] (optimal : Real) (sampledReturn realizedRegret : Omega -> Real) (hpoint : forall omega, sampledReturn omega = optimal - realizedRegret omega) (hrealized : Integrable realizedRegret mu) : Integrable sampledReturn mu
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integral_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_sub_realized Compiled

The corresponding Bochner expectation is the optimal constant minus the expected realized regret.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integral_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_sub_realized

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem integral_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_sub_realized {Omega : Type w} [MeasurableSpace Omega] (mu : Measure Omega) [IsProbabilityMeasure mu] (optimal : Real) (sampledReturn realizedRegret : Omega -> Real) (hpoint : forall omega, sampledReturn omega = optimal - realizedRegret omega) (hrealized : Integrable realizedRegret mu) : integral mu sampledReturn = optimal - integral mu realizedRegret
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturn Compiled

The capped inverse-sqrt first-passage sampled-return coordinate is integrable.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturn

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturn (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Integrable (sampledReturn scheduleIndex) source.trajectoryMeasure
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturn Compiled

The genuine uncapped `hittingAfter` sampled-return coordinate is integrable.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturn

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturn (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Integrable (sampledReturn scheduleIndex) source.trajectoryMeasure
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_eq_optimal_sub_realized Compiled

For the capped prefix, expected sampled return is exactly optimal value minus expected realized regret.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_eq_optimal_sub_realized

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_eq_optimal_sub_realized (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix let realizedRegret := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix integral source.trajectoryMeasure (sampledReturn scheduleIndex) = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - integral source.trajectoryMeasure (realizedRegret scheduleIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_eq_optimal_sub_realized Compiled

For the uncapped prefix, expected sampled return is exactly optimal value minus expected realized regret.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_eq_optimal_sub_realized

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_eq_optimal_sub_realized (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 sampledReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix let realizedRegret := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix integral source.trajectoryMeasure (sampledReturn scheduleIndex) = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - integral source.trajectoryMeasure (realizedRegret scheduleIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_tendsto_optimal Compiled

Expected sampled return at the capped prefix converges to the optimal initial expected return.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_tendsto_optimal

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_tendsto_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 Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (sampledReturn scheduleIndex)) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState))
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_tendsto_optimal Compiled

Expected sampled return at the genuine uncapped `hittingAfter` prefix converges to the optimal initial expected return.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_tendsto_optimal

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_tendsto_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 Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (sampledReturn scheduleIndex)) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState))
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedAverageSampledReturn_expected_optimality Compiled

Terminal sampled-return semantics and expected-optimality package for the capped approximation and the genuine uncapped stopping prefix.

Used in these reading views: Bandit Book · Reinforcement Learning Book

9. Finite-horizon reinforcement learning

Canonical node identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedAverageSampledReturn_expected_optimality

Reading membership is not a proof dependency. Exact assumptions remain in the Lean statement.

theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedAverageSampledReturn_expected_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 cappedRealizedRegret := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedRealizedRegret := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix (forall scheduleIndex trajectory, cappedSampledReturn scheduleIndex trajectory = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - cappedRealizedRegret scheduleIndex trajectory /\ uncappedSampledReturn scheduleIndex trajectory = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - uncappedRealizedRegret scheduleIndex trajectory) /\ (forall scheduleIndex, Integrable (cappedSampledReturn scheduleIndex) source.trajectoryMeasure /\ Integrable (uncappedSampledReturn scheduleIndex) source.trajectoryMeasure) /\ (forall scheduleIndex, integral source.trajectoryMeasure (cappedSampledReturn scheduleIndex) = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - integral source.trajectoryMeasure (cappedRealizedRegret scheduleIndex) /\ integral source.trajectoryMeasure (uncappedSampledReturn scheduleIndex) = AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState - integral source.trajectoryMeasure (uncappedRealizedRegret scheduleIndex)) /\ Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (cappedSampledReturn scheduleIndex)) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState)) /\ Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (uncappedSampledReturn scheduleIndex)) atTop (nhds (AdaptiveStochasticEpisodeBatchSource.optimalInitialExpectedReturn mdp initialState))