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feat: tie-breaking of optimal action values by random rewards [LWCGC24, Lemma 6] - #377
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…4, Lemma 6] Add `MDP.ofDet` (MDP with deterministic rewards), the monotonicity and one-pair perturbation calculus of optimal values, and the high-probability separation of the optimal action values of distinct actions under an independent reward perturbation with bounded densities, with the uniform corollary of [LWCGC24, Lemma 6]. Add a product-measure bound by lines. Co-Authored-By: Claude Code <noreply@github.com> Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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…alue Move optQValue_le_optQValue_of_meanReward_le and optValue_le_optValue_of_meanReward_le next to the componentwise bounds in Simulation.lean, add Learning.MDP.integrable_optValue in Optimality.lean and use it at every call site, factor the pointwise reward comparison into a private lemma, and correct the TieBreaking and Pi.lean docstrings. Co-Authored-By: Claude Code <noreply@github.com>
Co-Authored-By: Claude Code <noreply@github.com>
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This PR proves the tie-breaking step of perturbed model-based planning [LWCGC24, Lemma 6]. It adds an independent random perturbation
ζto the rewards of an MDP with transition kernelPand deterministic rewardsr. With probability at least1 - δ, the optimal action values of any two distinct actions at every state then differ by more than a polynomially small margin, so every state has a unique optimal action that beats every other action by more than that margin.Roadmap: ReinforcementLearning
Milestone: Layer 15.4 (c), [LWCGC24] Theorem 1 (perturbed plug-in). Its proof combines Lemma 6 (the separation event
B_ωfor the optimal policyπ̂_pof(P̂, r_p)) with Lemmas 3–5 (the(s, a)-absorbing MDPs and the net overu) and Lemma 2, which is already on main from #372. After this PR, Theorem 1 still needs the(s, a)-absorbing MDP comparison (Lemma 3), the net argument showing thatπ̂_pis the optimal policy of one of finitely many absorbing MDPs that do not depend on the samples at(s, a)(Lemma 4), and the assembly (Lemma 5 and the theorem).Contents:
MarkovDecisionProcess/Basic.lean:Learning.MDP.ofDet P r hr, the MDP with transition kernelPand deterministic rewardsr(roadmap Layer 15 usesM.R = Kernel.deterministic r _; this is the(P, r_p)and(P̂, r_p)of the source), withofDet_P,ofDet_R, the simp lemmameanReward_deterministicandae_abs_ofDet_R_le.MarkovDecisionProcess/Simulation.lean:optQValue_le_optQValue_of_meanReward_leandoptValue_le_optValue_of_meanReward_le. For two MDPs with the same transition kernel, optimal action values and optimal values are monotone in the mean rewards. They are corollaries of the componentwise lower boundle_optQValue_sub_optQValueand sit next to it.MarkovDecisionProcess/Optimality.lean:Learning.MDP.integrable_optValue, the integrability ofv*for every finite measure. It replaces the repeatedintegrable_of_abs_le (measurable_optValue hγ hR) (abs_optValue_le hγ hR) _term, including the existing occurrences inOptimality.lean(qValue_le_optQValue,optQValue_sub_qValue_le_of_optValue_sub_value_le) andActionElimination.lean(optQValue_lt_optValue_of_lookahead_lt), as the proof-quality review asked. These are proof-only rewrites, and no statement changes.MarkovDecisionProcess/TieBreaking.lean(new), deterministic part, for any measurable state space with finitely many actions:praisesv*by at most the increaseDofQ*atp, and raisesQ*at every other pair by at mostγ D;Q* p - Q* qgrows at rate at least1 - γin the reward atp(mul_meanReward_sub_le_optQValue_sub_sub_optQValue_sub). This single monotonicity statement replaces the source's phase-transition claim (95). It also fixes a slip in the source's proof of Lemma 6, which claimsQ*(s, a₁) - Q*(s, a₂) > ωfor both orders ofa₁ ≠ a₂; the statement here uses|·|;optQValue_add_lt_optValue_of_forall_lt_abs_optQValue_subturns pairwise separation into the source's form: the optimal action is unique and beats every other action by more thanω.MarkovDecisionProcess/TieBreaking.lean, probabilistic part, for finite𝓢and𝓐:continuous_optQValue_ofDet:Q*is continuous in the rewards;le_measureReal_pi_forall_lt_abs_optQValue_ofDet_sub: for independent perturbations whose laws have densities at mostL, the separation isδ (1 - γ) / (2 L S A²);le_measureReal_pi_cond_Icc_forall_lt_abs_optQValue_ofDet_sub: forζ puniform on[0, ξ], the separation isξ δ (1 - γ) / (2 S A²), better than the source'sξ δ (1 - γ) / (3 S A²), for everyδ ≥ 0.Pis arbitrary and fixed. The source's "unchanged for(Q̂*_p, π̂*_p)" is the instanceP = P̂given the samples, which the perturbation is independent of. Integrating over the samples is left to the Theorem 1 PR.MeasureTheory/Constructions/Pi.lean:Measure.pi_le_of_forall_measure_update_preimage_le. Under a product of probability measures, a measurable set whose lines along one coordinate all have measure at mostchas measure at mostc. It is proved from Tau Ceti'sTauCeti.measurePreserving_update_prod_pi.No declaration is removed or renamed. Sources: [LWCGC24] = G. Li, Y. Wei, Y. Chi, Y. Gu, Y. Chen, Breaking the sample size barrier in model-based reinforcement learning with a generative model (arXiv:2005.12900), Lemma 6 and Appendix B.5, cited in the module docstring. No Mathlib material is vendored.
Local checks only (
tauceti-local-checks verify --policy ordinary); CI verifies the pushed PR.scope: scoped: against 34d96f1b8f111131d1e459ccaf61245f0e5ea285; whole-librarylake build --iofailgreen (Build completed successfully (8549 jobs).);local-axioms: checked 6 changed module(s), 170 declaration(s); 0 violation(s); module-system, header-style and local-lint pass.🤖 Prepared with Claude Code