Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Conditional-Variance Lower Bound for the Completed-Square Control Energy
lemmalem:fluctuation-conditional-variance-2026aProbabilityAdopt the setting, hypotheses (H1)--(H2), and notation of the completion-of-squares theorem for the fluctuation cost: in particular the fluctuation processes and of a solution of the controlled -agent dynamics about a…Sharp Drift Linearization Error under a Control-Affine Extension
lemmalem:affine-drift-linearization-sharp-2026bProbabilityAdopt the setting of the fluctuation processes of the controlled -agent dynamics: a transition-rate family on states with control set , a nonempty subset of Euclidean space , and rate bound , an observation-rate family ,…Uniform Convergence in Probability of the N-Agent Empirical State Measure to the Unique Optimal Mean-Field Trajectory
corollarycor:n-agent-trajectory-uniform-convergence-2026cAnalysisProbabilityAdopt the setting, hypotheses and notation of the convergence theorem for the optimal -agent value. In particular: is an affine-controlled transition-rate family on states with control set , with…Convergence of the Optimal N-Agent Value to the Optimal Mean-Field Value and Concentration of Asymptotically Optimal Controls
theoremthm:n-agent-optimal-value-mean-field-limit-2026cAnalysisProbabilityAdopt the setting, hypotheses and notation of the asymptotic lower bound theorem for the -agent cost. In particular: is an affine-controlled transition-rate family on states with control set and…Asymptotic Lower Bound for the N-Agent Cost and Concentration of the Limit Laws on the Optimal Mean-Field Controls
theoremthm:n-agent-cost-liminf-limit-laws-2026cAnalysisProbabilityAdopt the setting, hypotheses and notation of the comparison lemma for the -agent system and the mean-field flow. In particular: is an affine-controlled transition-rate family on states with control set and…Comparison of the N-Agent System with the Mean-Field Flow and Cost along the Realized Control
lemmalem:n-agent-mean-field-comparison-2026cAnalysisProbabilityLet and be natural numbers with and , let be an affine-controlled transition-rate family on states with control set and let be its transition-rate family, with rate bound , aggregat…The Realized Control of the Controlled N-Agent Dynamics as a Random Element of the Control Set
lemmalem:realized-control-random-element-2026cAnalysisProbabilityAdopt the setting of the controlled -agent dynamics: natural numbers , , and ; a nonempty convex subset of Euclidean space , called the control set, which is compact for the topology determined by the…The Simplex, the Control Set and Their Product are Compact Separable Metric Spaces
lemmalem:simplex-control-product-compact-2026aAnalysisTopologyProbabilityLet and be natural numbers with and , and let be a real number. Let be the probability simplex, write for the Euclidean norm, let be the Euclidean distance, a metric by…Control Policy with Values in a Prescribed Subset of Euclidean Space
definitiondef:a-valued-control-policy-2026aProbabilityLet and be natural numbers with and , let be a real number, and let be a nonempty subset of Euclidean space . Let be an observation-driven control policy with horizon , control dimen…Structure of the Optimal Control Set and Separation of Near-Optimal Controls
lemmalem:mean-field-optimal-set-structure-2026bAnalysisProbabilityAdopt the setting, hypotheses and notation of the optimal value, controls and trajectories of the mean-field problem: the initial state , the optimal value , the set of optimal controls, the mean-field flow…The Optimal Value, the Optimal Controls and the Optimal Trajectories of the Mean-Field Problem
definitiondef:mean-field-optimal-solution-set-2026bAnalysisProbabilityAdopt the setting, hypotheses and notation of the boundedness, lower semicontinuity and attainment theorem for the mean-field cost: the affine-controlled transition-rate family on states with control set , the horizo…Boundedness, Lower Semicontinuity and Attainment of the Mean-Field Cost
theoremthm:mean-field-cost-lsc-attainment-2026bAnalysisProbabilityAdopt the setting and notation of the mean-field cost of a control from an initial state: the affine-controlled transition-rate family on states with control set , the horizon , the population cost data ,…The Mean-Field Cost of a Control from an Initial State
definitiondef:mean-field-control-cost-2026bAnalysisProbabilityLet be an affine-controlled transition-rate family on states with control set , let be the probability simplex, let be a real number, and let be population cost data on states with cont…Stability of the Mean-Field Flow under Perturbation of the Initial State and Weak Convergence of Controls
lemmalem:mean-field-flow-stability-2026cAnalysisProbabilityLet be an affine-controlled transition-rate family on states with control set and Lipschitz constant , let be its transition-rate family, and adopt from that lemma the real numbers , , and…Borel Sets and Measurable Maps in a Separable Metric Space
lemmalem:separable-metric-borel-toolkit-2026aAnalysisTopologyProbabilityLet be the set of rational numbers and let be the set of those with . Let be a measurable space. Call a pair a separable metric datum when is a metric space and is a non…Weak Sequential Compactness of Borel Measures of Total Mass One on a Compact Metric Space
theoremthm:weak-sequential-compactness-measures-compact-metric-2026aAnalysisTopologyProbabilityLet be a metric space, let be the collection of subsets of that are open in , which is a topology on by The Open Subsets of a Metric Space Form a Topology, and assume that is compact in . Let denote the…- Let be a metric space with Borel -algebra . A Borel measure on is a measure on the measurable space .
The Integral of an Indicator Function is the Measure of the Set
lemmalem:indicator-integral-measure-2026aAnalysisProbabilityLet be a measure space, with the conventions for given there, and let . Then the indicator function is a nonnegative simple function on , and the integral b…Convergence in Distribution to a Constant Implies Convergence in Probability
lemmalem:convergence-distribution-constant-2026aAnalysisProbabilityLet be a metric space with Borel -algebra , let , let be a probability space, and let be the map with for every . For each let be a…Lipschitz Test Functions Determine a Finite Borel Measure, and Uniqueness of Weak Limits
lemmalem:weak-limit-unique-2026aAnalysisTopologyProbabilityLet be a metric space with nonempty and let be its Borel -algebra. Regard as a metric space with the absolute-value metric, and let bounded have the meaning fixed there for a real-valued function on a set. 1. (Determination) Let…