Introduces CLBC strategy with high-order tuners and composite learning for exponential stability and parameter convergence under IE or partial IE, using extra prediction error for transients.
Identi- fiability implies robust, globally exponentially convergent on-line pa- rameter estimation,
2 Pith papers cite this work. Polarity classification is still indexing.
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Characterizes Nash equilibria for MMV portfolio problems via FBSDEs and extended HJBs, with MMV equilibria investing more than MV ones and gap narrowing over time.
citing papers explorer
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Composite learning control with modular backstepping and high-order tuners
Introduces CLBC strategy with high-order tuners and composite learning for exponential stability and parameter convergence under IE or partial IE, using extra prediction error for transients.
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Time-consistent portfolio selection with monotone mean-variance preferences
Characterizes Nash equilibria for MMV portfolio problems via FBSDEs and extended HJBs, with MMV equilibria investing more than MV ones and gap narrowing over time.