e $$\begin{aligned} &   \E^{\wh {\bd \gamma}, \bd f}_x \left[ \sum^T_{t=0}f_t(X_t,U_t) - \Psi(\bd f)\right]\\  &\le \sup_{P \in \cM(\sU | \sX)} \sum^T_{t=0} \left[ \ave{\pi^{\wh {\bd \gamma}, \bd f}_t \otimes P^{\wh {\bd \gamma}, \bd f}_t,f_t} - \ave{\pi_P \otimes P, f_t}\right] + \sum^T_{t=0} \| f_t \|_{\infty} \| \mu^{\wh {\bd \gamma}, \bd f}_t - \pi^{\wh {\bd \gamma}, \bd f}_t \|_0\\ &\le \sup_{P \in \cM(\sU | \sX)} \sum