Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
- Let and be natural numbers with and , let be a nonempty subset of Euclidean space , and let be a transition-rate family on states with control set and rate bound . The aggregate fluctuation covariance…
- Let and be natural numbers with and , and let be an observation-rate family on states with observation channels and rate bound . The aggregate observation drift of is the function…
- Let and be natural numbers with and , let be a nonempty subset of Euclidean space , and let be a transition-rate family on states with control set and rate bound . The aggregate state drift of …
Sequentially Continuous Functions of Measurable Euclidean Maps are Measurable
lemmalem:continuous-composition-measurable-2026aAnalysisProbabilityLet be a measurable space, let be a natural number, and let be a nonempty subset of Euclidean space . Let be sequentially continuous on : whenever is a sequence in and with th…Solution of the Controlled N-Agent Dynamics
definitiondef:n-agent-controlled-dynamics-2026bProbabilityLet , , , be natural numbers with , , , . Let be a nonempty subset of Euclidean space . Fix a transition-rate family on states with control set and rate bound , an…- Let and be natural numbers with and , and let be a real number, called the horizon. For each natural number define the record space…
- Let , , and be natural numbers with , , and . An -agent driving system with states and observation channels is a probability space together with the following data.…
- Let be the set of real numbers. A function is a counting path if: 1. (Integer values.) and, for every , is either or a natural number. 2. (Monotonicity.) whenever .…
- Let and be natural numbers with and , let be the probability simplex, and let denote Euclidean space. Population cost data on states with control dimension is a pair of functions…
- Let and be natural numbers with and , let be the probability simplex, and let be a nonnegative real number. An observation-rate family on states with observation channels and rate…
- Let and be natural numbers with and , let be the probability simplex, let be a nonempty subset of Euclidean space , called the control set, and let be a nonnegative real number. A…
- Let be a natural number with , and let denote Euclidean space. The probability simplex is the set…
The Separation Theorem over Extended Admissible Controls
theoremthm:lqg-separation-extended-2026bProbabilityConsider a linear-Gaussian state-observation model on , a control dimension , a control matrix assignment , and cost data with every positive definite. Suppose is a symmetric continuous solution of the backward Riccati equation, and let…Conditional Expectation and Estimation Error of the Extended Controlled State
lemmalem:extended-controlled-state-conditional-expectation-2026bProbabilityThroughout, a real-valued function on a subinterval of the real numbers is called continuous on when it is continuous relative to , both and the codomain carrying the metric of the real line. Consider a…The Linear-Quadratic-Gaussian Cost of an Extended Admissible Control
definitiondef:extended-lqg-cost-2026bProbabilityConsider a linear-Gaussian state-observation model on , a control dimension , a control matrix assignment , cost data , and an extended admissible control with values in . The linear-quadratic-Gaussian cost of is the re…Controlled State of an Extended Admissible Control
definitiondef:extended-controlled-state-2026bProbabilityConsider a linear-Gaussian state-observation model on with state , a control dimension , a control matrix assignment as in Controlled State and Controlled Observations in the Linear-Gaussian Model, and an extended admissible control with values in…Convergence of Corrections and Costs along Approximating Sequences of an Extended Admissible Control
lemmalem:extended-control-convergence-2026bProbabilityThroughout, a real-valued function on a subinterval of the real numbers is called continuous on when it is continuous relative to , both and the codomain carrying the metric of the real line. Consider a…Extended Admissible Control for the Linear-Gaussian State-Observation Model
definitiondef:extended-admissible-control-2026bProbabilityConsider a linear-Gaussian state-observation model on , with notation and fixed versions as there, and let be a natural number. Adopt the notation , of the restricted Lebesgue measure on , and the distance between…Almost-Everywhere Mean-Square Limits of Cauchy Sequences of Admissible Controls
lemmalem:control-sequence-mean-square-limit-2026bProbabilityConsider a linear-Gaussian state-observation model on with observation -algebras , let be a natural number, and let be a sequence of admissible controls with values in for the model. Through…Restricted Lebesgue Measure and Integral Toolkit on a Compact Interval
lemmalem:interval-lebesgue-toolkit-2026bAnalysisProbabilityLet be real numbers, let be the Borel -algebra on , and let be Lebesgue measure, whose domain is by claim 3 of Existence of Lebesgue Measure on the Real Line. Define…