Cruz-Suárez, Hugo; Montes-de-Oca, Raúl - In: Mathematical Methods of Operations Research 67 (2008) 2, pp. 299-321
In this paper, an Envelope Theorem (ET) will be established for optimization problems on Euclidean spaces. In general, the Envelope Theorems permit analyzing an optimization problem and giving the solution by means of differentiability techniques. The ET will be presented in two versions. One of...