OAI/Probability/MatroidSecretary/Transport/AdversarialMinimum.lean

GitHub source file

6 declarations, 0 contain sorry, 0 declared as axioms

  1. lemma OAI.MatroidProphet.integrable_hiddenReward_randomOrder line 13

    Source documentation

    For a fixed vector, arbitrary measurable seed-dependent orders give an integrable reward under every finite measure. No feasibility or sign assumption is needed, since the seed and order spaces are finite.

    lemma integrable_hiddenReward_randomOrder {n bits : ℕ} (A : HiddenRule n bits)
        (w : Weights n) {Ω : Type*} [MeasurableSpace Ω]
        (μ : Measure Ω) [IsFiniteMeasure μ]
        (R : Ω → Seed bits) (π : Ω → ArrivalOrder n)
        (hR : Measurable R) (hπ : Measurable π) :
        Integrable (fun ω => hiddenReward A (R ω) w (π ω)) μ := by
    …

    Mentions: OAI.MatroidProphet.HiddenRule, OAI.MatroidProphet.Weights, OAI.MatroidProphet.Seed, OAI.MatroidProphet.ArrivalOrder, OAI.MatroidProphet.hiddenReward

  2. lemma OAI.MatroidProphet.integrable_hiddenWorstReward_comp line 26

    Source documentation

    The seedwise minimum is integrable after any measurable finite-seed map.

    lemma integrable_hiddenWorstReward_comp {n bits : ℕ} (A : HiddenRule n bits)
        (w : Weights n) {Ω : Type*} [MeasurableSpace Ω]
        (μ : Measure Ω) [IsFiniteMeasure μ]
        (R : Ω → Seed bits) (hR : Measurable R) :
        Integrable (fun ω => hiddenWorstReward A w (R ω)) μ := by
    …

    Mentions: OAI.MatroidProphet.HiddenRule, OAI.MatroidProphet.Weights, OAI.MatroidProphet.Seed, OAI.MatroidProphet.hiddenWorstReward

  3. theorem OAI.MatroidProphet.hiddenWorstReward_integral_le_randomOrder line 38

    Source documentation

    A reconstructed seed's correct marginal transports the expected minimum to any measurable full-information order. The order need not be independent of the seed, and the ambient space may carry arbitrarily much additional information.

    theorem hiddenWorstReward_integral_le_randomOrder {n bits : ℕ}
        (A : HiddenRule n bits) (w : Weights n)
        {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ]
        (ν : Measure (Seed bits)) (R : Ω → Seed bits) (π : Ω → ArrivalOrder n)
        (hR : Measurable R) (hπ : Measurable π) (hRlaw : μ.map R = ν) :
        (∫ r, hiddenWorstReward A w r ∂ν) ≤
          ∫ ω, hiddenReward A (R ω) w (π ω) ∂μ := by
    …

    Mentions: OAI.MatroidProphet.HiddenRule, OAI.MatroidProphet.Weights, OAI.MatroidProphet.Seed, OAI.MatroidProphet.ArrivalOrder, OAI.MatroidProphet.hiddenWorstReward, OAI.MatroidProphet.hiddenReward

  4. theorem OAI.MatroidProphet.hiddenWorstReward_integral_le_replayed line 55

    Source documentation

    A pointwise accepted-reward identity may be replaced by an almost-everywhere identity. This is useful when a reconstruction kernel has zero-mass seed outcomes.

    theorem hiddenWorstReward_integral_le_replayed {n bits : ℕ}
        (A : HiddenRule n bits) (w : Weights n)
        {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ]
        (ν : Measure (Seed bits)) (R : Ω → Seed bits) (π : Ω → ArrivalOrder n)
        (hR : Measurable R) (hπ : Measurable π) (hRlaw : μ.map R = ν)
        (payoff : Ω → ℝ)
        (hreplay : payoff =ᵐ[μ] fun ω => hiddenReward A (R ω) w (π ω)) :
        Integrable payoff μ ∧ (∫ r, hiddenWorstReward A w r ∂ν) ≤ ∫ ω, payoff ω ∂μ := by
    …

    Mentions: OAI.MatroidProphet.HiddenRule, OAI.MatroidProphet.Weights, OAI.MatroidProphet.Seed, OAI.MatroidProphet.ArrivalOrder, OAI.MatroidProphet.hiddenReward, OAI.MatroidProphet.hiddenWorstReward

  5. lemma OAI.MatroidProphet.exists_measurable_worstOrder line 70

    Source documentation

    There is a measurable adversary attaining the minimum separately at every seed. Thus the minimum used above is genuinely inside expectation, not the minimum of fixed-order expected rewards.

    lemma exists_measurable_worstOrder {n bits : ℕ} (A : HiddenRule n bits)
        (w : Weights n) :
        ∃ π : Seed bits → ArrivalOrder n, Measurable π ∧
          ∀ r, hiddenReward A r w (π r) = hiddenWorstReward A w r := by
    …

    Mentions: OAI.MatroidProphet.HiddenRule, OAI.MatroidProphet.Weights, OAI.MatroidProphet.Seed, OAI.MatroidProphet.ArrivalOrder, OAI.MatroidProphet.hiddenReward, OAI.MatroidProphet.hiddenWorstReward

  6. lemma OAI.MatroidProphet.exists_order_integral_eq_hiddenWorstReward line 85

    Source documentation

    The lower bound is sharp among measurable full-seed order policies.

    lemma exists_order_integral_eq_hiddenWorstReward {n bits : ℕ}
        (A : HiddenRule n bits) (w : Weights n) (ν : Measure (Seed bits)) :
        ∃ π : Seed bits → ArrivalOrder n, Measurable π ∧
          (∫ r, hiddenReward A r w (π r) ∂ν) = ∫ r, hiddenWorstReward A w r ∂ν := by
    …

    Mentions: OAI.MatroidProphet.HiddenRule, OAI.MatroidProphet.Weights, OAI.MatroidProphet.Seed, OAI.MatroidProphet.ArrivalOrder, OAI.MatroidProphet.hiddenReward, OAI.MatroidProphet.hiddenWorstReward