A note on the connection between Chaney’s derivatives and epi-derivatives

• DOI: 10.1007/s11590-014-0722-1
• Publication Date: 2014-02-11T10:21:14Z
• Authors: Liren Huang; Jean-Paul Penot
• Keywords: Derivative (finance)

An example is provided showing the necessity of a finiteness assumption in a result of the second author ensuring that the second-order Chaney derivative coincides with the second-order Rockafellar epi-derivative of a lower semicontinuous function.