Convex Functions on Non-Convex Domains
January 1987
Article
volume 22, issue 2-3 pp 251-255.
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It is shown that a convex function, defined on an arbitrary, possibly finite, subset of a linear space, can be extended to the whole space. An application to decision making under risk is given.
Keywords
Automatically Extracted Terms
- function
- theorem
- peter
- domain
- definition
- non-convex domains
- extension theorem
- extension
- convexity
- wakker
- non-convex
- element
- application
- x e t
- x e r
- vnm utility functions
- risk aversion
- result
- real-valued
- proof
