2021/11/22 by Barbara Franci, Franci, Barbara, Sergio Grammatico +1
Economics, Econometrics and Finance · #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2111.11374
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.