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Bibliographic Details
Main Authors: Liu, Yujing, Zheng, Xin, Liu, Zhixin, Guo, Lei
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2602.11899
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Table of Contents:
  • This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models in control and machine learning such as saturation functions, sigmoid, ReLU and tanh activation functions, and standard classification models. Without requiring any persistent excitation of the data, we establish global convergence of the proposed adaptive predictor and derive explicit rates for its asymptotic performance. Furthermore, under a classical nonlinear minimum-phase condition and with a linear growth bound on the nonlinearities, we establish the convergence rate of the resulting closed-loop control error. Finally, we demonstrate the effectiveness of the proposed adaptive prediction algorithm on a real-world judicial sentencing dataset. The adaptive control performance will also be evaluated via a numerical simulation.