Little Rudin series convergence exercise
The sequence $\{b_n\}$ is monotonic and bounded, so it converges to some number $C$. Assume, without loss of generality, that the sequence $\{b_n\}$ is increasing, and write $b_n=C-d_n$, where $d_n\rightarrow 0$. We have
$$\sum a_nb_n = C\sum a_n -\sum a_nd_n.$$
The first series on the right is convergent by hypothesis, and the second is convergent because of the following theorem:
Theorem: If the partial sums of $\sum t_n$ form a bounded sequence and $s_n$ is a decreasing sequence that tends to 0, then $\sum t_ns_n$ converges.
Here we take $t_n=a_n$ and $s_n=d_n$.