Decentralised adaptive control in a game situation for discrete-time, linear, time-invariant systems

This paper deals with the decentralized adaptive control problem of a discrete-time multi-input multi-output linear time-invariant system, controlled by many controllers having their own information sets, models and objective functions. It is shown that the decentralized one-step-ahead adaptive control scheme with the projection algorithm (for the deterministic case) or the stochastic approximation algorithm (for the stochastic case) will ensure that the behaviour of the closed-loop system with unknown parameters gets closer and closer to that of the closed-loop system with known parameters as time elapses.