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Martingale and predictable parts of sumRewards - #223

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RemyDegenne merged 6 commits into
mainfrom
alpha_rar
Aug 25, 2026
Merged

RemyDegenne merged 6 commits into
mainfrom
alpha_rar

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@RemyDegenne

@RemyDegenne RemyDegenne commented Aug 25, 2026 •

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Adapted from the auto-formalization at https://github.com/RemyDegenne/alpha-rar (with extensive changes, in particular generalization to arbitrary environments).

  • generalize sumRewards to an arbitrary feedback type (with the required algebraic structure)
  • add a definition for the indicator of an action being selected at a time
  • add a definition for the mean of the distribution of an action at a time
  • add martingale and predictable parts of sumRewards, and show that they indeed have those properties

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RemyDegenne merged commit f86702d into main Aug 25, 2026
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RemyDegenne deleted the alpha_rar branch August 25, 2026 13:45
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