On Sequential Convergence

Convergence in a sequential two stages decision making process

We analyze a sequential decision making process, in which at each stepthe decision is made in two stages. In the rst stage a partially optimalaction is chosen, which allows the decision maker to learn how to improveit under the new environment. We show how inertia (cost of changing)may lead the process to converge to a routine where no further changesare made. We illustrate our scheme with some...

Axioms for Sequential Convergence

It is of general knowledge that those (ultra)filter convergence relations coming from a topology can be characterized by two natural axioms. However, the situation changes considerable when moving to sequential spaces. In case of unique limit points J. Kisyński [Kis60] obtained a result for sequential convergence similar to the one for ultrafilters, but the general case seems more difficult to ...

Sequential Convergence via Galois Correspondences

Topological sequential spaces are the fixed points of a Galois correspondence between collections of open sets and sequential convergence structures. The same procedure can be followed replacing open sets by other topological concepts, such as closure operators or (ultra)filter convergences. The fixed points of these other Galois correspondences are not topological spaces in general, but they c...

On the rate of convergence of sequential unconstrained minimization techniques

Sequential search based on kriging: convergence analysis of some algorithms

Let $\FF$ be a set of real-valued functions on a set $\XX$ and let $S:\FF \to \GG$ be an arbitrary mapping. We consider the problem of making inference about $S(f)$, with $f\in\FF$ unknown, from a finite set of pointwise evaluations of $f$. We are mainly interested in the problems of approximation and optimization. In this article, we make a brief review of results concerning average error boun...