In convex analysis, Danskin's theorem is a theorem which provides information about the derivatives of a function of the form f ( x ) = max z ∈ Z ϕ ( x , z ) . {\displaystyle f(x)=\max _{z\in Z}\phi (x,z).} The theorem has applications in optimization, where it sometimes is used to solve minimax problems.
In convex analysis, Danskin's theorem is a theorem which provides information about the derivatives of a function of the form f ( x ) = max z ∈ Z ϕ ( x , z ) . {\displaystyle f(x)=\max _{z\in Z}\phi (x,z).} The theorem has applications in optimization, where it sometimes is used to solve minimax problems.
Source: Wikipedia "Danskin's theorem" · CC BY-SA 4.0
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