Theorem 3.3, p. 14 — repeated-play extension with positive comparison cost
ProvedRobustPoA.Repeated.theorem_3_3Let be a cost-minimization game with nonnegative joint cost and finite robust price of anarchy . Suppose the outcome sequence gives every player vanishing average external regret. For every comparison outcome with , there is a function such that, for every horizon ,
This transfers a smoothness bound to repeated joint play without assuming that the outcomes converge to an equilibrium.
Formalization Note The printed theorem omits , but its multiplicative bound fails at zero comparison cost: one player may incur cost 1 once, then cost 0 forever, producing vanishing regret and positive average cost at every finite horizon. The preceding paragraph's additive bound has no such restriction. The nonnegative objective is the paper's standing convention. is the extended-real infimum; an admissible smoothness pair makes it finite here (with it is a real number at least 1), which is the page's only non-vacuous case.
import Mathlib import Definitions.Def_RobustPoA_Static_Smoothness import Definitions.Def_RobustPoA_Repeated_Regret
namespace RobustPoA.Repeated
/-- Theorem 3.3, with positive comparison cost needed for its multiplicative form. -/
theorem theorem_3_3 {ι : Type*} [Fintype ι] [DecidableEq ι] {S : ι → Type*}
(C : ι → (∀ i, S i) → ℝ)
(hC : ∀ s, 0 ≤ RobustPoA.Static.cost C s)
(hsmooth : ∃ lam mu : ℝ, mu < 1 ∧ RobustPoA.Static.IsSmooth C lam mu)
(seq : ℕ → ∀ i, S i) (hreg : VanishingRegret C seq)
(s' : ∀ i, S i) (hpos : 0 < RobustPoA.Static.cost C s') :
∃ η : ℕ → ℝ, Filter.Tendsto η Filter.atTop (nhds 0) ∧
∀ T : ℕ, 1 ≤ T →
(1 / (T : ℝ)) * ∑ t ∈ Finset.Icc 1 T, RobustPoA.Static.cost C (seq t) ≤
(RobustPoA.Static.robustPoA C + η T) * RobustPoA.Static.cost C s' := by sorry
end RobustPoA.Repeated
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.