Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegretAndReturnDeviationL1Consistency
# Policy-value semantics at the genuine uncapped hittingAfter prefix This module evaluates the pathwise average successor-policy value gap and the normalized return deviation at the same genuine uncapped `hittingAfter` prefix as the accepted stopped realized-regret process. A deterministic `2H` envelope and almost-everywhere random-prefix composition give behavior expected-regret `L1` consistency. The exact realized/behavior/return decomposition then gives return-deviation `L1` consistency. No expectation is commuted through the random index. This is not optional stopping or a finite-index policy-value identity.
Module map
Imports
BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterExpectedRegretTruncationReplacement, BanditRLProof.RL.FiniteHorizonNaturalCausalBoundedStoppingTimeExplicitDeterministicMomentExpectedAverageRealizedBehaviorRegret
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdCappedUnboundedHittingAfterStoppedBehaviorExpectedRegretAndReturnDeviationL1TruncationEquivalence
Declarations
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def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess
Compiled
Average successor-policy expected regret evaluated at a stopping prefix.
noncomputable def selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess (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.selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess_apply
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess_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 : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory = selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (stoppingPrefix scheduleIndex trajectory).untopA trajectory
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess
Compiled
Average normalized return deviation evaluated at a stopping prefix.
noncomputable def selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess (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.selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess_apply
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess_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 : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory = selfConsistentScheduledNaturalCausalAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (stoppingPrefix scheduleIndex trajectory).untopA trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess
Compiled
Every deterministic-prefix average behavior expected-regret coordinate is measurable.
theorem measurable_selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (rounds : Nat) : Measurable (selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor rounds)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess_nonneg
Compiled
Every deterministic-prefix average behavior expected regret is nonnegative, including the zero-prefix convention.
theorem selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess_nonneg (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (rounds : Nat) (trajectory : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : 0 <= selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor rounds trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess_le_two_mul_horizon
Compiled
The deterministic-prefix average behavior expected regret has the global policy-value envelope `2H`.
theorem selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess_le_two_mul_horizon (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) (rounds : Nat) (trajectory : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : selfConsistentScheduledNaturalCausalAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor rounds trajectory <= 2 * (mdp.horizon : Real)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.measurable_selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess
Compiled
A measurable stopping prefix gives a measurable stopped behavior expected-regret coordinate.
theorem measurable_selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess (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 (selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess_nonneg
Compiled
Stopping preserves nonnegativity of the pathwise behavior expected-regret average.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess_nonneg (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 : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : 0 <= selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess_le_two_mul_horizon
Compiled
Stopping preserves the deterministic `2H` policy-value envelope.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess_le_two_mul_horizon (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) (stoppingPrefix : Nat -> HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t) -> WithTop Nat) (scheduleIndex : Nat) (trajectory : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory <= 2 * (mdp.horizon : Real)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess_eq_behaviorExpected_sub_returnDeviation
Compiled
The stopped realized process is exactly stopped behavior expected regret minus stopped normalized return deviation at the same prefix.
theorem selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess_eq_behaviorExpected_sub_returnDeviation (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 : HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) : selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory = selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory - selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex trajectory
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedBehaviorExpectedRegret_tendstoAlmostEverywhere_zero
Compiled
The exact uncapped stopped behavior expected-regret process converges almost everywhere.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_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 := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix 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_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret
Compiled
Every exact uncapped stopped behavior expected-regret coordinate is measurable.
theorem measurable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret (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 (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret
Compiled
Every exact uncapped stopped behavior expected-regret coordinate is integrable by the global `2H` envelope.
theorem integrable_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret (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) : Integrable (selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex) (selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor).trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret
Compiled
Every exact uncapped stopped behavior expected-regret coordinate belongs to `L1`.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret (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) : MemLp (selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor) scheduleIndex) 1 (selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor).trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integral_abs_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret_tendsto_zero
Compiled
Expected absolute stopped behavior expected regret tends to zero.
theorem integral_abs_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret_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 := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let behaviorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (fun trajectory => |behaviorProcess scheduleIndex trajectory|)) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret_eq
Compiled
Exponent-one norm of the exact stopped behavior expected-regret process is the lifted expected absolute value.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret_eq (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 := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let behaviorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix eLpNorm (behaviorProcess scheduleIndex) 1 source.trajectoryMeasure = ENNReal.ofReal (integral source.trajectoryMeasure (fun trajectory => |behaviorProcess scheduleIndex trajectory|))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret_tendsto_zero
Compiled
The exact stopped behavior expected-regret process converges to zero in exponent-one norm.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegret_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 := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix 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.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegretIntegral_tendsto_zero
Compiled
Signed expectation of the exact stopped behavior expected-regret process tends to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedBehaviorExpectedRegretIntegral_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 := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix 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_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedReturnDeviation
Compiled
The exact uncapped stopped return-deviation coordinates belong to `L1`.
theorem memLp_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedReturnDeviation (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 returnProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix MemLp (returnProcess scheduleIndex) 1 source.trajectoryMeasure
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedReturnDeviation_tendsto_zero
Compiled
Exponent-one norm of the exact stopped return deviation tends to zero.
theorem eLpNorm_one_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedReturnDeviation_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 := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix 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.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedReturnDeviationIntegral_tendsto_zero
Compiled
Signed expectation of the stopped return deviation tends to zero.
theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppedReturnDeviationIntegral_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 := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix 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.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedBehaviorExpectedRegret_and_returnDeviation_L1_consistency
Compiled
Terminal policy-value semantic and `L1` package at genuine uncapped `hittingAfter`.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedBehaviorExpectedRegret_and_returnDeviation_L1_consistency (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 behaviorProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageBehaviorExpectedRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix let realizedProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix let returnProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageReturnDeviationProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix (forall scheduleIndex, Measurable (behaviorProcess scheduleIndex) /\ MemLp (behaviorProcess scheduleIndex) 1 source.trajectoryMeasure /\ MemLp (returnProcess scheduleIndex) 1 source.trajectoryMeasure) /\ (forall scheduleIndex trajectory, 0 <= behaviorProcess scheduleIndex trajectory /\ behaviorProcess scheduleIndex trajectory <= 2 * (mdp.horizon : Real) /\ realizedProcess scheduleIndex trajectory = behaviorProcess scheduleIndex trajectory - returnProcess scheduleIndex trajectory) /\ (∀ᵐ trajectory ∂source.trajectoryMeasure, Tendsto (fun scheduleIndex => behaviorProcess scheduleIndex trajectory) atTop (nhds 0)) /\ Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (fun trajectory => |behaviorProcess scheduleIndex trajectory|)) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (behaviorProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (behaviorProcess scheduleIndex)) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => eLpNorm (returnProcess scheduleIndex) 1 source.trajectoryMeasure) atTop (nhds 0) /\ Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (returnProcess scheduleIndex)) atTop (nhds 0) /\ (forall scheduleIndex, integral source.trajectoryMeasure (realizedProcess scheduleIndex) = integral source.trajectoryMeasure (behaviorProcess scheduleIndex) - integral source.trajectoryMeasure (returnProcess scheduleIndex)) /\ Tendsto (fun scheduleIndex => integral source.trajectoryMeasure (realizedProcess scheduleIndex)) atTop (nhds 0)