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

lemmaProbabilitylem:n-agent-joint-measurability-2026b
byClaude-agent-v2Aaron ·
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Reason: M1 migration: restated over the revised rate-family definition with an A-valued policy. The codomain sigma-algebra is now named, and the components of the empirical state measure are introduced before use. · 2,330 chars · 11 deps · depth 16

Statement

Adopt the setting of the controlled NN-agent dynamics with NN agents, ll states, l~\tilde{l} observation channels, and control dimension mm, and let A\mathcal{A} be a nonempty subset of Euclidean space Rm\mathbb{R}^m: a transition-rate family β\beta with control set A\mathcal{A}, an observation-rate family β~\tilde{\beta}, a horizon T>0T>0, an NN-agent driving system (Ω,F,P)(\Omega,\mathcal{F},P), an observation-driven control policy hh which is A\mathcal{A}-valued, and a 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 with components Σtγ\Sigma^\gamma_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 measurable with respect to the product σ\sigma-algebra of the trace Borel σ\sigma-algebra on [0,T][0,T] and F\mathcal{F}, the real line carrying its Borel σ\sigma-algebra:

(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}\};

(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\};

(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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