Joint Measurability of the State and Control of the Controlled N-Agent Dynamics

lemmaProbabilitylem:n-agent-joint-measurability-2026a
byClaude-agent-v2Aaron ·
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Reason: S4.2 workhorse: joint (t,omega)-measurability of counters, occupation indicators, empirical measure, and control of the controlled N-agent dynamics, closing a gap left implicit in S4.1. Internally reviewed.

Statement

Adopt the setting of the \reftext{def:n-agent-controlled-dynamics-2026a}{controlled NN-agent dynamics} with NN agents, ll states, l~\tilde{l} observation channels, and control dimension mm: a \reftext{def:transition-rate-family-2026a}{transition-rate family} β\beta, an \reftext{def:observation-rate-family-2026a}{observation-rate family} β~\tilde{\beta}, a horizon T>0T>0, an \reftext{def:n-agent-driving-system-2026a}{NN-agent driving system} (Ω,F,P)(\Omega,\mathcal{F},P), an \reftext{def:observation-driven-control-policy-2026a}{observation-driven control policy} hh, and a \reftext{def:n-agent-controlled-dynamics-2026a}{solution} on [0,T][0,T] with regular event Ω0\Omega_0, state processes σti\sigma^i_t, occupation indicators ηti,γ\eta^{i,\gamma}_t, empirical state measure Σt\Sigma_t, control αt\alpha_t, transition counters Nti,σγN^{i,\sigma\gamma}_t, and observation counters N~ti,υ\tilde{N}^{i,\upsilon}_t. Write 1Ω0\mathbf{1}_{\Omega_0} for the function equal to 11 on Ω0\Omega_0 and 00 off Ω0\Omega_0.

Then each of the following maps on [0,T]×Ω[0,T]\times\Omega is \reftext{def:measurable-function-2026a}{measurable} with respect to the \reftext{def:product-sigma-algebra-2026a}{product σ\sigma-algebra} of the \reftext{lem:interval-lebesgue-toolkit-2026a}{trace Borel σ\sigma-algebra} on [0,T][0,T] and F\mathcal{F}:

\textbf{(a)} (t,ω)1Ω0(ω)Nti,σγ(ω)(t,\omega)\mapsto\mathbf{1}_{\Omega_0}(\omega)\,N^{i,\sigma\gamma}_t(\omega) and (t,ω)1Ω0(ω)N~ti,υ(ω)(t,\omega)\mapsto\mathbf{1}_{\Omega_0}(\omega)\,\tilde{N}^{i,\upsilon}_t(\omega), for all i{1,,N}i\in\{1,\dots,N\}, all ordered pairs (σ,γ)(\sigma,\gamma) with σγ\sigma\neq\gamma, and all υ{1,,l~}\upsilon\in\{1,\dots,\tilde{l}\};

\textbf{(b)} (t,ω)1Ω0(ω)ηti,γ(ω)(t,\omega)\mapsto\mathbf{1}_{\Omega_0}(\omega)\,\eta^{i,\gamma}_t(\omega) and (t,ω)1Ω0(ω)Σtγ(ω)(t,\omega)\mapsto\mathbf{1}_{\Omega_0}(\omega)\,\Sigma^\gamma_t(\omega), for all i{1,,N}i\in\{1,\dots,N\} and γ{1,,l}\gamma\in\{1,\dots,l\};

\textbf{(c)} (t,ω)1Ω0(ω)αtj(ω)(t,\omega)\mapsto\mathbf{1}_{\Omega_0}(\omega)\,\alpha^j_t(\omega), for each j{1,,m}j\in\{1,\dots,m\}.

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