This notion of convergence is not often refered too,to; I think mostly because it does not come from a topology. But this an excellent notion of convergence, probably the best we can put on athe space of (continuous) functionfunctions. I can tell you a few things about it - but only in the case where all the functions are continuous:
One will sayssay that a net $f_{\alpha}$ of functions $X \rightarrow Y$ tends to a function $f:X\rightarrow Y$ if:
For all $U$ open subsetsubsets of $Y$, $f^{-1}(U)$ admit a covering by open subsetsubsets $V_i$ such that for each $i$ there exists a $\alpha_i$ such that for all $\alpha \geqslant \alpha_i$ one has $f_{\alpha}(V_i) \subset U$.
Prof: Assume convergence in my definition, then take $x_0 \in X$ and $\epsilon >0$. Let $U=\{ y | d(f(x_0),y)<\epsilon \}$ there exists a covering of $f^{-1}(U)$ by $V_i$ such that... In particular, $x_0$ is in one of the $V_i$, and for each $x \in V_i$ one has, for all $\alpha>\alpha_i$$\alpha \geqslant \alpha_i$, $d(f_{\alpha}(x),f(x_0)) <\epsilon$ which is not exactly your definition, but you can restrict $V_i$ a little more using the continuity of $f$ such that additionally for all $x\in V_i$, $d(f(x),f(x_0))<\epsilon$ and we are done.
Second observation Either with your definition or mine, The space of continuous functions is closed for this notion of convergence. Also, the evaluation map: $X \times Y^X \rightarrow Y$ is jointly continuous (on continuous function of course). In particular, when this notion of convergence on continuous function comes from a topology, then this topology on $Y^X$ is the exponential in the category of topological space. As it is well know that the category of topological does not admit all exponentialexponentials, this notion of convergence will not always correspond to a topology (essentially, it will fail as soon as $X$ is not locally compact and $Y$ not too trivial).
Fourth observation: This notion of convergence (with my definition) actually has a name (althoug not widely used) it is "continuous convergence" which is defined on arbitrary convergence space by: a sequence $f_{\alpha}$ converge to $f$ if for each net $x_{\beta}$ converging to $x$ the net $f_{\alpha}(x_{\beta})$ converge to $f(x)$. There is a few paper about this (I'll try to finda part of which are in German...) I think This paper is a good starting point (It seems freely available and there is more reference about it, but I don't have it right nowin its bibliography) but I'm not really familiar with this literature.