Direct and inverse addition in convex analysis: The continuous case (Q1206882)

Generalizing the algebraic addition and the intersection of two sets in a vector space \(H\) two new operations are presented to link an infinite number of sets. In this manner let \(\{a_ \omega|\omega\in\Omega\}\) be a family of convex sets containing the origin, where \((\Omega,\Delta,\mu)\) is a finite positive measure space. The author introduces the direct sum and the inverse sum (of order \(p\geq 1)\) of these sets using suitable integrals of the support functions according to \[ \int^ p_ \Omega Ad\mu:=\bigl\{u\in H|\langle u,x\rangle\leq\bigl[\int_ \Omega\bigl[\psi^*_{A(\omega)}(x)\bigr]^ pd\mu(\omega) \bigr]^{1/p}\quad\text{for all } x\in H\bigr\} \] \[ \oint_ \Omega^ pAd\mu:=\bigl\{u\in H|\langle u,x\rangle\leq\inf_{EY=x}\bigl[ \int_ \Omega\bigl[\psi^*_{A(\omega)}(Y(\omega))\bigr]^ pd\mu(\omega)\bigr]^{1/p} \quad\text{for all } x\in H\bigr\}. \] Here \(Y:\Omega\to H\) are measurable functions with \(E(\| Y\|):=\int_ \Omega\| Y(w)\| d\mu(w)<\infty\). Using the theory of conjugate functions one gets several duality relations, for example \[ \bigl(\int_ \Omega^ pAd\mu\bigr)^ 0=\oint_ \Omega^ qA^ 0d\mu,\quad\bigl(\oint^ p _ \Omega Ad\mu\bigr)^ 0=\int_ \Omega^ qA^ 0d\mu, \] where \(A^ 0\) is the polar set of \(A\subseteq H\) and \(p,q>1\) are numbers with \(p^{-1}+q^{-1}=1\). As an application the author regards a family of convex functions \(\{f_ \omega|\omega\in\Omega\}\). For the integral \(S(x):=\int_ \Omega f_ \omega(x)d\mu(\omega)\) he presents generalized calculation rules for the directional derivatives and for the subdifferentials of first and second order.