BanditRLlib
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Lean module · Finite-horizon RL

BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterIntegrableExpectedUpperBound

# Expected upper bound at an uncapped inverse-sqrt hitting time For each fixed threshold index, the genuine Mathlib `hittingAfter` has an L2 round count. Uniform deterministic-coordinate second moments therefore make the exact stopped average realized behavior regret integrable. Finite-hit membership then gives the expected threshold upper bound. This is a stopping- fiber argument, not optional stopping, and no lower expectation bound is claimed.

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BanditRLProof.UnboundedStoppingTimeL2CoordinateIntegrability, BanditRLProof.RL.FiniteHorizonNaturalCausalBoundedStoppingTimeExplicitDeterministicMomentExpectedAverageRealizedBehaviorRegret, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterSquareIntegrableFiniteStoppingTime

Imported by

BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterExpectedPositivePartConsistency, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterExplicitTailStartExpectedAbsoluteBound

Declarations

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def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretUniformSecondMomentEnvelope Compiled

A round-independent second-moment envelope for every deterministic exact natural-causal average realized behavior-regret coordinate.

noncomputable def selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretUniformSecondMomentEnvelope (mdp : MDP State Action) (varianceProxy : NNReal) : Real
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretUniformSecondMomentEnvelope_nonneg Compiled

The uniform deterministic-coordinate second-moment envelope is nonnegative.

theorem selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretUniformSecondMomentEnvelope_nonneg (mdp : MDP State Action) (varianceProxy : NNReal) : 0 <= selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretUniformSecondMomentEnvelope mdp varianceProxy
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingFiberAbsoluteFirstMomentBudget Compiled

The explicit fixed-index stopping-fiber budget used to control the absolute first moment at an uncapped inverse-sqrt hitting time.

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

The fixed-index absolute first-moment budget after eliminating the stopping-fiber sum in favor of the actual stopping-round second moment and the universal inverse-square series.

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

Deterministic fixed-index absolute first-moment budget obtained by replacing the actual stopping-round second moment with the canonical checkpoint/failure-series upper bound.

noncomputable def selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDeterministicStoppingRoundSecondMomentAbsoluteFirstMomentBudget (mdp : MDP State Action) (varianceProxy : NNReal) (baseVisitFloor : Real) (scheduleIndex : Nat) : Real
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integral_sq_selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretProcess_le_uniformSecondMomentEnvelope Compiled

Every deterministic coordinate has second moment bounded by one constant, including the zero-round coordinate.

theorem integral_sq_selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretProcess_le_uniformSecondMomentEnvelope (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (rounds : Nat) : integral (selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor).trajectoryMeasure (fun trajectory => selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor rounds trajectory ^ 2) <= selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretUniformSecondMomentEnvelope mdp varianceProxy
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_le_threshold Compiled

For every fixed threshold index, the exact average realized behavior regret stopped at the genuine uncapped inverse-sqrt first passage is integrable and its expectation is at most the hit threshold.

theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_le_threshold (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 stoppedProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex Integrable stoppedProcess source.trajectoryMeasure /\ integral source.trajectoryMeasure stoppedProcess <= selfConsistentScheduledNaturalCausalInverseSqrtFirstPassageThreshold scheduleIndex
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_stoppingFiberBudget Compiled

For each fixed threshold index, the exact stopped average realized behavior regret has an explicit absolute first-moment bound given by the summable square-root masses of the genuine stopping fibers. The bound is not uniform in the threshold index and does not use optional stopping.

theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_stoppingFiberBudget (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 stoppedProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex Integrable stoppedProcess source.trajectoryMeasure /\ integral source.trajectoryMeasure (fun trajectory => |stoppedProcess trajectory|) <= selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingFiberAbsoluteFirstMomentBudget mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_stoppingRoundSecondMomentBudget Compiled

For each fixed threshold index, the exact stopped average realized behavior regret is integrable and its absolute first moment is controlled by the actual stopping-round second moment plus the universal inverse-square series. This is not a schedule-index-uniform or asymptotic estimate.

theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_stoppingRoundSecondMomentBudget (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 stoppedProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex Integrable stoppedProcess source.trajectoryMeasure /\ integral source.trajectoryMeasure (fun trajectory => |stoppedProcess trajectory|) <= selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingRoundSecondMomentAbsoluteFirstMomentBudget mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_deterministicStoppingRoundSecondMomentBudget Compiled

For each fixed threshold index, the exact stopped average realized behavior regret is integrable and its absolute first moment is controlled by a fully deterministic checkpoint/failure-series budget. The endpoint contains no unevaluated stopping-time integral.

theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_deterministicStoppingRoundSecondMomentBudget (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 stoppedProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex Integrable stoppedProcess source.trajectoryMeasure /\ integral source.trajectoryMeasure (fun trajectory => |stoppedProcess trajectory|) <= selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDeterministicStoppingRoundSecondMomentAbsoluteFirstMomentBudget mdp varianceProxy baseVisitFloor scheduleIndex