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Property / author: Janusz Matkowski / rank
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Property / author: Kazimierz Nikodem / rank
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Latest revision as of 15:13, 23 May 2024

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An integral Jensen inequality for convex multifunctions
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    An integral Jensen inequality for convex multifunctions (English)
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    21 January 1996
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    Let \(X\) and \(Y\) be real Banach spaces and \(D\subset X\) a convex open set. Denote by \(\text{cl} (Y)\) the family of all nonempty closed subsets of \(Y\). A set-valued function \(F: D\to \text{cl} (Y)\) is said to be convex if \(tF(x)+ (1-t) F(y) \subset F(tx+ (1-t) y)\) for all \(x, y\in D\) and \(t\in (0, 1)\). \(F\) is said to be continuous at \(z\in D\) if for every neighbourhood \(V\) of zero in \(Y\) there exists a neighbourhood \(U\) of zero in \(X\) such that \(F(x)\subset F(z)+V\) and \(F(z) \subset F(x)+ V\) for all \(x\in (z+ U) \cap D\). The authors prove that if \(F\) is convex and continuous on \(D\) then for each normalized measure space \((\Omega, \Sigma, \mu)\) and for all \(\mu\)- integrable functions \(\varphi: \Omega\to D\) such that \(\overline {\text{conv}} \varphi (\Omega) \subset D\) we have \(\int_\Omega (F\circ \varphi) d\mu \subset F (\int_\Omega \varphi d\mu)\). (The integral of a multifunction \(G\) is the set of integrals of all integrable selections of \(G\)).
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    integral inequality
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    convex multifunctions
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    Jensen inequality
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    set-valued function
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    integrable selections
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