Limit (mathematics)In mathematics, a limit is the value that a function (or sequence) approaches as the input (or index) approaches some value. Limits are essential to calculus and mathematical analysis, and are used to define continuity, derivatives, and integrals. The concept of a limit of a sequence is further generalized to the concept of a limit of a topological net, and is closely related to and direct limit in . In formulas, a limit of a function is usually written as (although a few authors use "Lt" instead of "lim") and is read as "the limit of f of x as x approaches c equals L".
Optimal controlOptimal control theory is a branch of mathematical optimization that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized. It has numerous applications in science, engineering and operations research. For example, the dynamical system might be a spacecraft with controls corresponding to rocket thrusters, and the objective might be to reach the moon with minimum fuel expenditure.
Limit of a functionAlthough the function \tfrac{\sin x}{x} is not defined at zero, as x becomes closer and closer to zero, \tfrac{\sin x}{x} becomes arbitrarily close to 1. In other words, the limit of \tfrac{\sin x}{x}, as x approaches zero, equals 1. In mathematics, the limit of a function is a fundamental concept in calculus and analysis concerning the behavior of that function near a particular input. Formal definitions, first devised in the early 19th century, are given below. Informally, a function f assigns an output f(x) to every input x.
Limit inferior and limit superiorIn mathematics, the limit inferior and limit superior of a sequence can be thought of as limiting (that is, eventual and extreme) bounds on the sequence. They can be thought of in a similar fashion for a function (see limit of a function). For a set, they are the infimum and supremum of the set's limit points, respectively. In general, when there are multiple objects around which a sequence, function, or set accumulates, the inferior and superior limits extract the smallest and largest of them; the type of object and the measure of size is context-dependent, but the notion of extreme limits is invariant.
Total orderIn mathematics, a total order or linear order is a partial order in which any two elements are comparable. That is, a total order is a binary relation on some set , which satisfies the following for all and in : (reflexive). If and then (transitive). If and then (antisymmetric). or (strongly connected, formerly called total). Reflexivity (1.) already follows from connectedness (4.), but is required explicitly by many authors nevertheless, to indicate the kinship to partial orders.
Lexicographic orderIn mathematics, the lexicographic or lexicographical order (also known as lexical order, or dictionary order) is a generalization of the alphabetical order of the dictionaries to sequences of ordered symbols or, more generally, of elements of a totally ordered set. There are several variants and generalizations of the lexicographical ordering. One variant applies to sequences of different lengths by comparing the lengths of the sequences before considering their elements.
Markov decision processIn mathematics, a Markov decision process (MDP) is a discrete-time stochastic control process. It provides a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker. MDPs are useful for studying optimization problems solved via dynamic programming. MDPs were known at least as early as the 1950s; a core body of research on Markov decision processes resulted from Ronald Howard's 1960 book, Dynamic Programming and Markov Processes.
Limit cycleIn mathematics, in the study of dynamical systems with two-dimensional phase space, a limit cycle is a closed trajectory in phase space having the property that at least one other trajectory spirals into it either as time approaches infinity or as time approaches negative infinity. Such behavior is exhibited in some nonlinear systems. Limit cycles have been used to model the behavior of many real-world oscillatory systems. The study of limit cycles was initiated by Henri Poincaré (1854–1912).
Inverse limitIn mathematics, the inverse limit (also called the projective limit) is a construction that allows one to "glue together" several related objects, the precise gluing process being specified by morphisms between the objects. Thus, inverse limits can be defined in any although their existence depends on the category that is considered. They are a special case of the concept of in category theory. By working in the , that is by reverting the arrows, an inverse limit becomes a direct limit or inductive limit, and a limit becomes a colimit.
Markov chainA Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC).
