Abstract: | Given a convex functionf:
p
×
q
(– , + ], the marginal function is defined on
p
by (x)=inf{f(x, y)|y![isin](/content/llj6l1h7q2l14550/xxlarge8712.gif)
q
}. Our purpose in this paper is to express the approximate first-order and second-order directional derivatives of atx
0 in terms of those off at (x
0,y
0), wherey
0 is any element for which (x
0)=f(x
0,y
0).The author is indebted to one referee for pointing out an inaccuracy in an earlier version of Theorem 4.1. |