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Gibbs lemma 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 : ==References==
* J. M. Danskin 1967. ''The Theory of Max-Min'', Springer-Verlag; page 10.
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