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Traditional convergence theory of self-tuning regulators requires boundedness of the conditional variances of the systems noise processes. However, this requirement cannot be satisfied for many practical models such the well-known ARCH (Autoregressive Conditional Heteroscedasticity) model in economic systems. The aim of this paper is to provide a convergence theory of self-tuning regulators for linear...
Complex systems with components or subsystems having game-like relationships are probably the most complex ones that we encounter everyday. Much progress has been made over the past half century on differential games which are used as a tool in modeling conflicts in the context of dynamic systems, however, almost all of the current literature assume that both the parameters and the structure of the...
In this paper, we present a theoretical analysis on stability and convergence of the cautious control, which has advantages over the traditional certainty equivalence adaptive control, since it takes the parameter estimation error into account in the design, and is also one-step-ahead optimal in the mean square sense under Gaussian assumptions.
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