Convergence of sequences: A survey

被引:6
作者
Franci, Barbara [1 ]
Grammatico, Sergio [2 ]
机构
[1] Maastricht Univ, Dept Data Sci & Knowledge Engn, Maastricht, Netherlands
[2] Delft Univ Technol, Delft Ctr Syst & Control, Delft, Netherlands
关键词
Convergence; STOCHASTIC-APPROXIMATION METHODS; BACKWARD SPLITTING METHOD; FIXED-POINT ITERATIONS; MONOTONE INCLUSIONS; CONVEX-OPTIMIZATION; VARIANCE REDUCTION; DYNAMICAL-SYSTEMS; GRADIENT METHODS; ALGORITHMS; REGULARIZATION;
D O I
10.1016/j.arcontrol.2022.01.003
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory and computational game theory. In this survey, we provide an overview of the literature on convergence theorems and their connection with Fejer monotonicity in the deterministic and stochastic settings, and we show how to exploit these results.
引用
收藏
页码:161 / 186
页数:26
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