An Integral Jensen Inequality For Convex Multifunctions
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Abstract
We prove the following multivalued version of the Jensen integral inequality. Let X, Y be Banach spaces and D ⊂ X an open and convex set. If F: D ↦ cl(Y) is a continuous convex function, then for each normalized measure space (Ω, S, μ), and for all μ-integrable functions ϕ : Ω ↦ D such that convϕ(Ω) ⊂ D,
$$\int_{\Omega}(F\ o\ \phi)d\mu \subset F\Bigg(\int_{\Omega}\phi d\mu\Bigg).$$
1991 Mathematics Subject Classification
26B25 26E25 26A51Key words and phrases
convex functions multivalued functions integral Jensen inequality sub differentialPreview
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© Birkhäuser Verlag, Basel 1994