import OAI.Probability.MatroidProphet.Main import OAI.Probability.MatroidSecretary.Secretary.Model import Mathlib.MeasureTheory.Integral.Bochner.Basic namespace OAI open MeasureTheory Finset namespace MatroidProphet variable {n : ℕ} {Q : Type*} [MeasurableSpace Q] lemma secretaryDecisionAt_congr (A : SecretaryRule n Q) (q : Q) (w w' : Weights n) (π π' : ArrivalOrder n) (k : Fin n) (hh : history w π k = history w' π' k) : secretaryDecisionAt A q w π k = secretaryDecisionAt A q w' π' k := by simp only [secretaryDecisionAt, hh] lemma secretaryAcceptedThrough_mono (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) {t t' : ℕ} (ht : t ≤ t') : secretaryAcceptedThrough A q w π t ⊆ secretaryAcceptedThrough A q w π t' := by intro e he simp only [secretaryAcceptedThrough, mem_filter, mem_univ, true_and] at he ⊢ exact ⟨lt_of_lt_of_le he.1 ht, he.2⟩ lemma secretaryAcceptedThrough_arrived (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) (t : ℕ) (e : Fin n) (he : e ∈ secretaryAcceptedThrough A q w π t) : (π.symm e).val < t := (Finset.mem_filter.mp he).2.1 lemma secretaryAcceptedThrough_not_prefix (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) (t : ℕ) (e : Fin n) (he : e ∈ secretaryAcceptedThrough A q w π t) : (A.prefixLength q).val ≤ (π.symm e).val := by have hd := (Finset.mem_filter.mp he).2.2 by_contra hn have hlt : (π.symm e).val < (A.prefixLength q).val := Nat.lt_of_not_ge hn simp [secretaryDecisionAt, hlt] at hd lemma secretaryAcceptedThrough_prefix_empty (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) (t : ℕ) (ht : t ≤ (A.prefixLength q).val) : secretaryAcceptedThrough A q w π t = ∅ := by apply Finset.eq_empty_iff_forall_notMem.mpr intro e he exact (not_lt_of_ge (secretaryAcceptedThrough_not_prefix A q w π t e he)) (lt_of_lt_of_le (secretaryAcceptedThrough_arrived A q w π t e he) ht) lemma secretaryReward_nonneg (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) (hw : ∀ e, 0 ≤ w e) : 0 ≤ secretaryReward A q w π := by exact Finset.sum_nonneg fun e _ => hw e lemma secretaryReward_le_optimum (M : Matroid (Fin n)) (A : SecretaryRule n Q) (hA : SecretaryFeasible M A) (q : Q) (w : Weights n) (hw : ∀ e, 0 ≤ w e) (π : ArrivalOrder n) : secretaryReward A q w π ≤ optimum M w := sum_le_optimum M w _ (hA q w hw π n) lemma measurable_secretaryDecisionAt (A : SecretaryRule n Q) (π : ArrivalOrder n) (k : Fin n) : Measurable (fun x : Q × Weights n => secretaryDecisionAt A x.1 x.2 π k) := by classical have hp : MeasurableSet {x : Q × Weights n | k.val < (A.prefixLength x.1).val} := (A.measurable_prefixLength.comp measurable_fst) (by trivial : MeasurableSet {K : Fin (n + 1) | k.val < K.val}) exact Measurable.ite hp measurable_const ((A.measurable_decide k).comp (measurable_fst.prodMk ((measurable_history π k).comp measurable_snd))) lemma secretaryReward_eq_sum (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) : secretaryReward A q w π = ∑ e : Fin n, if secretaryDecisionAt A q w π (π.symm e) = true then w e else 0 := by classical unfold secretaryReward secretaryAcceptedThrough rw [Finset.sum_filter] apply Finset.sum_congr rfl intro e _ simp only [(π.symm e).isLt, true_and] lemma measurable_secretaryReward_fixed_order (A : SecretaryRule n Q) (π : ArrivalOrder n) : Measurable (fun x : Q × Weights n => secretaryReward A x.1 x.2 π) := by classical simp_rw [secretaryReward_eq_sum] apply Finset.measurable_sum intro e _ have hd := measurable_secretaryDecisionAt A π (π.symm e) have ht : MeasurableSet {x : Q × Weights n | secretaryDecisionAt A x.1 x.2 π (π.symm e) = true} := hd (measurableSet_singleton true) exact Measurable.ite ht ((measurable_pi_apply e).comp measurable_snd) measurable_const /-- No independence from the entire seed is imposed on the measurable arrival order. -/ lemma measurable_secretaryReward (A : SecretaryRule n Q) : Measurable (fun x : ArrivalOrder n × (Q × Weights n) => secretaryReward A x.2.1 x.2.2 x.1) := measurable_from_prod_countable_right (measurable_secretaryReward_fixed_order A) lemma integrable_secretaryReward (M : Matroid (Fin n)) (A : SecretaryRule n Q) (hA : SecretaryFeasible M A) (w : Weights n) (hw : ∀ e, 0 ≤ w e) {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] (q : Ω → Q) (π : Ω → ArrivalOrder n) (hq : Measurable q) (hπ : Measurable π) : Integrable (fun ω => secretaryReward A (q ω) w (π ω)) μ := by have hm : Measurable (fun ω => secretaryReward A (q ω) w (π ω)) := (measurable_secretaryReward A).comp (hπ.prodMk (hq.prodMk measurable_const)) apply (integrable_const (optimum M w)).mono' hm.aestronglyMeasurable apply ae_of_all intro ω rw [Real.norm_eq_abs, abs_of_nonneg (secretaryReward_nonneg A (q ω) w (π ω) hw)] exact secretaryReward_le_optimum M A hA (q ω) w hw (π ω) end MatroidProphet end OAI