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.
Module map
Imports
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 identity
declaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalSuccessorBatchAverageSampledReturnReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturnReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn_eq_optimal_sub_naturalAverageRealizedBehaviorRegretReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.measurable_naturalAverageSampledReturnReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.measurable_naturalAverageSampledReturn_naturalTrajectoryFiltrationReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalAverageSampledReturn_stronglyAdapted_naturalTrajectoryFiltrationReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcessReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcess_eq_optimal_sub_realizedReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageSampledReturnProcess_stronglyAdaptedReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcessReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_applyReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_sub_realizedReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcessReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_of_integrable_realizedReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integral_selfConsistentScheduledNaturalCausalStoppingTimeAverageSampledReturnProcess_eq_optimal_sub_realizedReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_eq_optimal_sub_realizedReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_eq_optimal_sub_realizedReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedAverageSampledReturnIntegral_tendsto_optimalReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedAverageSampledReturnIntegral_tendsto_optimalReading 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 identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedAverageSampledReturn_expected_optimalityReading 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))