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About: Gibbs lemma     Goto   Sponge   NotDistinct   Permalink

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In game theory and in particular the study of Blotto games and operational research, the Gibbs lemma is a result that is useful in maximization problems. It is named for Josiah Willard Gibbs. Consider . Suppose is maximized, subject to and , at . If the are differentiable, then the Gibbs lemma states that there exists a such that