Convergence of Bayesian Control Rule

02/16/2010
by   Pedro A. Ortega, et al.
0

Recently, new approaches to adaptive control have sought to reformulate the problem as a minimization of a relative entropy criterion to obtain tractable solutions. In particular, it has been shown that minimizing the expected deviation from the causal input-output dependencies of the true plant leads to a new promising stochastic control rule called the Bayesian control rule. This work proves the convergence of the Bayesian control rule under two sufficient assumptions: boundedness, which is an ergodicity condition; and consistency, which is an instantiation of the sure-thing principle.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset