BanditRLlib
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Lean module · Finite-horizon RL

BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterIntegrableFiniteStoppingTime

# First moment of the uncapped inverse-sqrt hitting time This module upgrades each fixed-index genuine `hittingAfter` first passage from almost-sure finiteness to first-moment integrability. The proof uses the compiled fourth-power burn-in checkpoints. A cubic block-width envelope is summable against both the infinite model-tail budget and the exponentially small return share. Once the deterministic checkpoint regret rate lies below the fixed positive threshold, delayed checkpoints are contained in the compiled violation events. This is a first-moment result. It does not prove a second moment, uniform integrability of stopped rewards, L1 convergence of the stopped process, or an optional-stopping identity.

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BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterAEFiniteEventualImmediateStoppingAndInMeasureConsistency, BanditRLProof.RL.FiniteHorizonNaturalCausalRealizedBehaviorRegretHighProbabilityExplicitSchedule, BanditRLProof.RL.FiniteHorizonNaturalCausalGrowingWindowGridStoppingTimeL1AverageRealizedBehaviorRegretConsistency, BanditRLProof.OFULScheduledUnboundedStoppingTimeExpectedRegret

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BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterSquareIntegrableFiniteStoppingTime

Declarations

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def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityQuarticBlockWeight Compiled

Cubic envelope for the width of one consecutive fourth-power checkpoint block.

def explicitHighProbabilityQuarticBlockWeight (n : Nat) : Nat
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityRounds_succ_sub_le_quarticBlockWeight Compiled

A consecutive fourth-power checkpoint gap is bounded by the cubic block weight.

theorem explicitHighProbabilityRounds_succ_sub_le_quarticBlockWeight (n : Nat) : explicitHighProbabilityRounds (n + 1) - explicitHighProbabilityRounds n <= explicitHighProbabilityQuarticBlockWeight n
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledLocalDelta_le_inv_pow_six Compiled

Positive horizon makes every local confidence share no larger than a shifted inverse sixth power.

theorem selfConsistentScheduledLocalDelta_le_inv_pow_six (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (t : Nat) : AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledLocalDelta mdp t <= 1 / (((t + 2 : Nat) : Real) ^ 6)
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.quarticBlockShiftedInverseCubePairEnvelope Compiled

Shifted inverse-cube envelope used after the cubic block width cancels three powers.

noncomputable def quarticBlockShiftedInverseCubePairEnvelope (p : Nat × Nat) : ENNReal
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.tsum_quarticBlockShiftedInverseCubePairEnvelope_ne_top Compiled

The shifted inverse-cube envelope is summable over checkpoint/tail-offset pairs.

theorem tsum_quarticBlockShiftedInverseCubePairEnvelope_ne_top : Ne (∑' p : Nat × Nat, quarticBlockShiftedInverseCubePairEnvelope p) ∞
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.quarticBlockShiftedCoordinateModelFailureCharge Compiled

One checkpoint block weight times one shifted coordinate model-failure charge.

noncomputable def quarticBlockShiftedCoordinateModelFailureCharge (mdp : MDP State Action) (p : Nat × Nat) : ENNReal
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.quarticBlockShiftedCoordinateModelFailureCharge_le_pairEnvelope Compiled

Positive horizon makes the actual weighted coordinate charge fit the inverse-cube pair envelope.

theorem quarticBlockShiftedCoordinateModelFailureCharge_le_pairEnvelope (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (p : Nat × Nat) : quarticBlockShiftedCoordinateModelFailureCharge mdp p <= quarticBlockShiftedInverseCubePairEnvelope p
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.tsum_quarticBlockShiftedCoordinateModelFailureCharge_ne_top Compiled

The actual weighted shifted coordinate charges have finite total ENNReal mass.

theorem tsum_quarticBlockShiftedCoordinateModelFailureCharge_ne_top (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) : Ne (∑' p : Nat × Nat, quarticBlockShiftedCoordinateModelFailureCharge mdp p) ∞
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.quarticBlockWeight_mul_tailModelFailureBudget_eq_tsum_shiftedCoordinateCharge Compiled

A model tail after `n+1`, charged by one quartic block weight, is the shifted coordinate row.

theorem quarticBlockWeight_mul_tailModelFailureBudget_eq_tsum_shiftedCoordinateCharge (mdp : MDP State Action) (n : Nat) : (explicitHighProbabilityQuarticBlockWeight n : ENNReal) * selfConsistentScheduledCausalTailModelFailureBudget mdp (n + 1) = ∑' j : Nat, quarticBlockShiftedCoordinateModelFailureCharge mdp (n, j)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.tsum_quarticBlockWeight_mul_tailModelFailureBudget_ne_top Compiled

The fourth-power block weights are summable against the exact infinite model-tail budgets.

theorem tsum_quarticBlockWeight_mul_tailModelFailureBudget_ne_top (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) : Ne (∑' n : Nat, (explicitHighProbabilityQuarticBlockWeight n : ENNReal) * selfConsistentScheduledCausalTailModelFailureBudget mdp (n + 1)) ∞
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.summable_quarticBlockWeight_mul_explicitHighProbabilityReturnDelta Compiled

A cubic fourth-power block weight times the explicit exponential return share is summable.

theorem summable_quarticBlockWeight_mul_explicitHighProbabilityReturnDelta : Summable (fun n : Nat => ((explicitHighProbabilityQuarticBlockWeight n : Nat) : Real) * explicitHighProbabilityReturnDelta n)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.tsum_quarticBlockWeight_mul_explicitHighProbabilityReturnDelta_ne_top Compiled

The exact exponential return shares have finite total mass after quartic block charging.

theorem tsum_quarticBlockWeight_mul_explicitHighProbabilityReturnDelta_ne_top : Ne (∑' n : Nat, (explicitHighProbabilityQuarticBlockWeight n : ENNReal) * ENNReal.ofReal (explicitHighProbabilityReturnDelta n)) ∞
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.tsum_quarticBlockWeight_mul_explicitPolynomialPrefixTailModelReturnFailureBudget_ne_top Compiled

The exact checkpoint violation budgets remain summable after paying every quartic block width.

theorem tsum_quarticBlockWeight_mul_explicitPolynomialPrefixTailModelReturnFailureBudget_ne_top (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) : Ne (∑' n : Nat, (explicitHighProbabilityQuarticBlockWeight n : ENNReal) * explicitPolynomialPrefixTailModelReturnFailureBudget mdp n) ∞
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityRounds_add_le_add_sum_Ico_quarticBlockWeight Compiled

Cubic block weights dominate every finite telescope of the fourth-power checkpoint grid.

theorem explicitHighProbabilityRounds_add_le_add_sum_Ico_quarticBlockWeight (start width : Nat) : explicitHighProbabilityRounds (start + width) <= explicitHighProbabilityRounds start + (Finset.Ico start (start + width)).sum explicitHighProbabilityQuarticBlockWeight
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.natCast_succ_le_checkpoint_add_tsum_quarticBlockWeight_of_delayed Compiled

A finite natural time is paid for by an initial checkpoint plus all preceding delayed blocks.

theorem natCast_succ_le_checkpoint_add_tsum_quarticBlockWeight_of_delayed (start time : Nat) : (time + 1 : ENNReal) <= (explicitHighProbabilityRounds start + 1 : ENNReal) + ∑' n : Nat, if start <= n ∧ explicitHighProbabilityRounds n < time then (explicitHighProbabilityQuarticBlockWeight n : ENNReal) else 0
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.integrable_untopA_add_one_of_eventually_quarticCheckpointTail Compiled

Eventually summable fourth-power checkpoint crossing tails imply a finite first moment.

theorem integrable_untopA_add_one_of_eventually_quarticCheckpointTail {Omega : Type*} [MeasurableSpace Omega] (mu : Measure Omega) [IsProbabilityMeasure mu] (tau : Omega -> WithTop Nat) (htau : Measurable tau) (budget : Nat -> ENNReal) (hbudget : Ne (∑' n : Nat, (explicitHighProbabilityQuarticBlockWeight n : ENNReal) * budget n) ∞) (htail : ∀ᶠ n : Nat in atTop, mu {omega | (explicitHighProbabilityRounds n : WithTop Nat) < tau omega} <= budget n) : Integrable (fun omega => (((tau omega).untopA + 1 : Nat) : Real)) mu
def BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet Compiled

Checkpoint trajectories whose fixed-index uncapped first passage has not yet occurred.

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

Every fixed delayed-checkpoint event is measurable.

theorem measurableSet_selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (scheduleIndex checkpointIndex : Nat) : MeasurableSet (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex checkpointIndex)
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet_subset_explicitPolynomialPrefixAverageRealizedBehaviorRegretViolationSet Compiled

Once a checkpoint lies beyond the fixed base and its deterministic rate is below the fixed threshold, every delayed first passage violates the compiled checkpoint regret bound.

theorem selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet_subset_explicitPolynomialPrefixAverageRealizedBehaviorRegretViolationSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) {scheduleIndex checkpointIndex : Nat} (hindex : scheduleIndex <= checkpointIndex) (hrate : explicitPolynomialPrefixAverageRealizedBehaviorRegretRate mdp varianceProxy baseVisitFloor checkpointIndex <= selfConsistentScheduledNaturalCausalInverseSqrtFirstPassageThreshold scheduleIndex) : selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex checkpointIndex ⊆ explicitPolynomialPrefixAverageRealizedBehaviorRegretViolationSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor checkpointIndex
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.eventually_selfConsistentScheduledCausalSource_trajectoryMeasure_inverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet_le Compiled

For each fixed threshold index, checkpoint crossing tails are eventually bounded by the explicit summable burn-in-tail/model-return budget.

theorem eventually_selfConsistentScheduledCausalSource_trajectoryMeasure_inverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet_le (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) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor ∀ᶠ checkpointIndex in atTop, source.trajectoryMeasure (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterDelayedCheckpointSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex checkpointIndex) <= explicitPolynomialPrefixTailModelReturnFailureBudget mdp checkpointIndex
theorem BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_integrableFiniteStoppingTime Compiled

Each fixed-index genuine uncapped inverse-square-root first passage is finite almost surely and has an integrable random horizon.

theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_integrableFiniteStoppingTime (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) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor BanditRLProof.OFUL.IntegrableFiniteStoppingTime source.trajectoryMeasure (selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex)