Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretAndReturnDeviationL1TruncationEquivalence
# Componentwise L1 truncation for stopped policy-value semantics This module transports the genuine uncapped `hittingAfter` policy-value and return-deviation semantics to the capped double-linear first-passage prefix. It proves exponent-one norm replacement for both semantic components on the exact generated trajectory law. No expectation is commuted through a random index. The result is not an optional-stopping theorem and does not assert finite-index equality.
Module map
Imports
BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterL1TruncationEquivalence, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegretAndReturnDeviationL1Consistency
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretAndReturnDeviationExpectedTruncationReplacement
Declarations
Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.ae_tendsto_untopA_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix_atTop
Compiled
The capped inverse-square-root first-passage prefix diverges after `WithTop.untopA`, almost surely.
theorem ae_tendsto_untopA_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix_atTop (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => (selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex trajectory).untopA) atTop atTop
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.ae_eventually_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegret_and_returnDeviation_eq
Compiled
Capped and uncapped stopped policy-value and return-deviation coordinates are eventually exactly equal, almost surely.
theorem ae_eventually_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegret_and_returnDeviation_eq (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix ∀ᵐ trajectory ∂source.trajectoryMeasure, ∀ᶠ scheduleIndex in atTop, cappedBehavior scheduleIndex trajectory = uncappedBehavior scheduleIndex trajectory ∧ cappedReturn scheduleIndex trajectory = uncappedReturn scheduleIndex trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedBehaviorExpectedRegret_tendstoAlmostEverywhere_zero
Compiled
The capped stopped behavior expected-regret process converges almost everywhere.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCapped_stoppedBehaviorExpectedRegret_tendstoAlmostEverywhere_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let behaviorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix ∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => behaviorProcess scheduleIndex trajectory) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegret
Compiled
Every capped stopped behavior expected-regret coordinate is measurable.
theorem measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegret (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (scheduleIndex : Nat) : Measurable (selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegret
Compiled
Every capped stopped behavior expected-regret coordinate belongs to `L1`.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegret (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let behaviorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (behaviorProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegret_tendsto_zero
Compiled
The exponent-one norm of the capped stopped behavior expected regret tends to zero.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegret_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let behaviorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (behaviorProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegretIntegral_tendsto_zero
Compiled
Signed expectation of the capped stopped behavior expected regret tends to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedBehaviorExpectedRegretIntegral_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let behaviorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (behaviorProcess scheduleIndex)) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedReturnDeviation
Compiled
Every capped stopped return-deviation coordinate belongs to `L1`.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedReturnDeviation (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 returnProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (returnProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedReturnDeviation_tendsto_zero
Compiled
Exponent-one norm of the capped stopped return deviation tends to zero.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedReturnDeviation_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let returnProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (returnProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedReturnDeviationIntegral_tendsto_zero
Compiled
Signed expectation of the capped stopped return deviation tends to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedStoppedReturnDeviationIntegral_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let returnProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (returnProcess scheduleIndex)) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretDifference
Compiled
The uncapped-minus-capped stopped behavior expected-regret coordinate belongs to `L1`.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretDifference (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix MemLp (uncappedBehavior scheduleIndex - cappedBehavior scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretDifference_tendsto_zero
Compiled
Capped and uncapped stopped behavior expected regret are asymptotically equivalent in exponent-one norm.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretDifference_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (uncappedBehavior scheduleIndex - cappedBehavior scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretDifferenceIntegral_tendsto_zero
Compiled
Signed integral of the stopped behavior truncation difference tends to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretDifferenceIntegral_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (uncappedBehavior scheduleIndex - cappedBehavior scheduleIndex)) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifference_eq_behaviorExpectedRegretDifference_sub_realizedBehaviorRegretDifference
Compiled
The semantic return-difference is exactly the behavior-value difference minus the realized-regret difference.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifference_eq_behaviorExpectedRegretDifference_sub_realizedBehaviorRegretDifference (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : 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 cappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedRealized := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedRealized := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix uncappedReturn scheduleIndex trajectory - cappedReturn scheduleIndex trajectory = (uncappedBehavior scheduleIndex trajectory - cappedBehavior scheduleIndex trajectory) - (uncappedRealized scheduleIndex trajectory - cappedRealized scheduleIndex trajectory)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifference
Compiled
The uncapped-minus-capped stopped return-deviation coordinate belongs to `L1`.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifference (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 cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix MemLp (uncappedReturn scheduleIndex - cappedReturn scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifference_tendsto_zero
Compiled
Capped and uncapped stopped return deviation are asymptotically equivalent in exponent-one norm.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifference_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix Tendsto (fun scheduleIndex => eLpNorm (uncappedReturn scheduleIndex - cappedReturn scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifferenceIntegral_tendsto_zero
Compiled
Signed integral of the stopped return-deviation truncation difference tends to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedReturnDeviationDifferenceIntegral_tendsto_zero (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdCappedDoubleLinearRawWindowFirstPassageStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let uncappedStoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let cappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (uncappedReturn scheduleIndex - cappedReturn scheduleIndex)) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedBehaviorExpectedRegret_and_returnDeviation_L1_truncation_equivalence
Compiled
Terminal componentwise semantic and `L1` truncation-equivalence package for the capped and genuine uncapped first-passage prefixes.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdCappedUnboundedHittingAfter_stoppedBehaviorExpectedRegret_and_returnDeviation_L1_truncation_equivalence (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 cappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedBehavior := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedRealized := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedRealized := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix let cappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor cappedStoppingPrefix let uncappedReturn := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor uncappedStoppingPrefix (forall scheduleIndex, Measurable (cappedBehavior scheduleIndex) /\ MemLp (cappedBehavior scheduleIndex) 1 source.trajectoryMeasure /\ MemLp (cappedReturn scheduleIndex) 1 source.trajectoryMeasure /\ MemLp (uncappedBehavior scheduleIndex - cappedBehavior scheduleIndex) 1 source.trajectoryMeasure /\ MemLp (uncappedReturn scheduleIndex - cappedReturn scheduleIndex) 1 source.trajectoryMeasure) /\ (forall scheduleIndex trajectory, 0 <= cappedBehavior scheduleIndex trajectory /\ cappedBehavior scheduleIndex trajectory <= 2 * (mdp.horizon : Real) /\ cappedRealized scheduleIndex trajectory = cappedBehavior scheduleIndex trajectory - cappedReturn scheduleIndex trajectory /\ uncappedRealized scheduleIndex trajectory = uncappedBehavior scheduleIndex trajectory - uncappedReturn scheduleIndex trajectory /\ uncappedReturn scheduleIndex trajectory - cappedReturn scheduleIndex trajectory = (uncappedBehavior scheduleIndex trajectory - cappedBehavior scheduleIndex trajectory) - (uncappedRealized scheduleIndex trajectory - cappedRealized scheduleIndex trajectory)) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, ∀ᶠ scheduleIndex in atTop, cappedBehavior scheduleIndex trajectory = uncappedBehavior scheduleIndex trajectory /\ cappedReturn scheduleIndex trajectory = uncappedReturn scheduleIndex trajectory) /\ Tendsto (fun scheduleIndex => eLpNorm (cappedBehavior scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (cappedBehavior scheduleIndex)) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (cappedReturn scheduleIndex) 1 source.trajectoryMeasure)