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ReinforcementLearning: suprema without attainment, one finite horizon, Bellman operators on a Banach space, unknown rewards - #12
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…, Bellman operators on a Banach space, unknown rewards Drafted at the request of the code owner, following a review of LMLExplore's generality against the literature. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Amends the ReinforcementLearning roadmap so that its planning layers ask for the theory at the generality of [P] and [Ber22], and its learning layers take the reward model of each source. It also cites the Identification roadmap for the general change of measure, event transfer, MGF domination and Wald's identity, instead of specifying bandit-only versions here. The MDP model keeps two separate kernels
PandR; the Conventions now state this explicitly. Companion to #10, the Identification roadmap amendment, whose Layers 0.3, 2.1–2.2, 4.1 and 4.2 it cites.Why.
T x = sup_d T_d xis attained. As a result, LMLExplore's optimality equation, its uniqueness, policy iteration and modified policy iteration all need[Finite 𝓐], even though the bounded measurable fixed point needs only[Countable 𝓐]. Suprema with ε-greedy decisions are enough for the fixed point, the optimality equation and ε-optimal policies [P, Theorems 6.2.2, 6.2.5, 6.2.11], [Ber22, Chapter 2].IsLUBalone is not enough: a two-state example with two decisions is now a completion check.EpisodicMDPonly.runReturnhad no discount, and episodic optimality was compared only against Markov policies, without a terminal value. Backward induction gives the supremum over all history-dependent policies, with a terminal value and any discount [P, Theorems 4.3.2–4.3.4, 4.4.2], [Ber12, Chapter 1]. The episodic case is the instanceM.augmented.boundedMeasurable,Kernel.integralCLMandKernel.resolvent, but the resolvent is never identified with(1 - γP)⁻¹, there is no action-value Bellman operator, and the abstract PI/MPI rates have no users.Changes (only
LMLRoadmaps/ReinforcementLearning/):Conventions.
γ : ℝ≥0.boundedMeasurable 𝓢, and pointwise statements are corollaries.EpisodicMDPkeeps real rewards and entropy-mdp's curriedmeanReward h s a.A(s), are listed outside the roadmap.Dependency table. New rows cite the Identification roadmap:
A new row lists the existing operator modules.
Layer 0.
boundedMeasurableis the space of operator statements.T_d ≤ Tand ε-greedy decisions, withIsLUBof the fixed points and the boundε/(1-γ). Greedy decisions are required only by PI and MPI. The two-state counterexample is a completion check.Layer 1.4–1.5.
Kernel.integralCLM, andR_γ = (1 - γκ)⁻¹as a Neumann series. The simulation identity takes two rewards.Layer 3.1. Freedman's supermartingale is the one-step bound
E[exp(λX - ψ_b(λ)E[X²|𝓕])|𝓕] ≤ 1, fed into the Identification domination theorem [HRMS20]. There is no separate supermartingale argument.Layer 6. The keyed transfer is stated in the shape of Identification Layer 4.1. The keyed divergence decomposition is derived from the Identification chain rule, the step divergence of key-determined environments and the keyed Wald regrouping.
Layer 7.
ℕ → Kernel (𝓢 × 𝓐) 𝓢, replacing the two LMLExplore copies.runReturn γ N utakes a discount.runReturnofM.augmented.episodeEnv, whose episodes also return the rewards.Layer 8 (rewritten).
γ, with the predicateIsApproxGreedy.M.augmented, with optimality against all algorithms.Layer 9. Countable actions throughout, as an instance of Layer 0.3.
boundedMeasurablebuilt fromintegralCLM, includingqBellmanEvalandqBellmanonboundedMeasurable (𝓢 × 𝓐).v^π = (1 - γP_π)⁻¹ r_π.sup_d v^dand ε-optimal policies for countable actions.Layers 10–13.
boundedMeasurable, derived fromContractingWithand Layer 0.3.Learning layers.
M.env μandepisodeEnv.Σ_{s,a} E[N_{sa}(τ)](KL(R) + KL(P))[OPT18, AGP21], plus a reward term inepisodeEnv.qBellman.[0, 1].episodeEnv(c₂ = 2√2, [ZCLD24, Assumption 1]).episodeEnv.References. [Ber12], [AGP21], [GMS19], [HRMS20], [KS02], [OPT18].
Suggested.lean.isLUB_setOf_isFixedPt,abs_sub_le_of_isFixedPt_of_sub_le), Freedman's one-step bound,saKernel,stateMarginal,runReturnwith a discount,bellmanEval,IsApproxGreedy,qBellman, the finite-horizon theoremsiSup_runReturn_eq_bellman_iterateandrunReturn_markov_greedy,exists_optValue_sub_le_value,qBellman_optQValue, and the simulation lemma with a reward error.bellman_optValue,eq_optValue_of_bellman_eqand value iteration take[Countable 𝓐].value_npg_gedrops the deterministic-reward hypothesis.Points to check.
Fin 2 → ℝwhere the fixed point ofIsApproxGreedy,episodeEnv,qBellman,qBellmanEval,MDP.stateMarginal P π μfor a sequence of kernels, andrunReturn γ N u.PandR, as the code owner decided. Layer 7.1 still points to LML'smdpbranch; an LML pull request for MDPs is being prepared and can replace that reference.Suggested.leanbuilds.Drafted with Claude Opus 5.5 at the request of the code owner.
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