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The paper presents a Cognitive Device Management System (CDMS) that can enhance user devices with self-management capabilities. In general, a cognitive system can be defined as a system that comprises awareness and decision making functionality and can adapt its operation in an autonomous manner, taking into account context, policies, goals and knowledge. The presented CDMS aims to augment devices with the ability to configure their operation (in a manner that is transparent to the user), taking into account the current context of the device, device capabilities, user requirements, operator policies and relevant knowledge. The paper presents results on the feasibility and performance of the CMDS. Results show that the CDMS can increase the reliability of network selections. This leads to a reduction of the number of changes of the operating network and thus contributes to making service provision more seamless and stable.