Helper for Theorem 39.4: for a fixed covector x*, concavity of the parameter section
u ↦ K(u,x*), together with positive homogeneity and the exclusion of ⊥, yields the
superadditivity inequality needed for the reconstructed process law.
Helper for Theorem 39.4: the half-space reconstruction is superadditive once the parameter
sections of K are concave and positively homogeneous.
The reverse reconstruction of Theorem 39.4: from a lower-closed concave-convex bihomogeneous
kernel K, build the candidate closed convex process A_K u = {x | ⟪x,x*⟫ ≤ K(u,x*), ∀ x*}.
Equations
Instances For
Helper for Theorem 39.4: the canonical reverse reconstruction K ↦ A_K followed by the
canonical bracket recovery A ↦ K_A returns the original bihomogeneous kernel fiberwise.
Helper for Theorem 39.4: the canonical forward reconstruction A ↦ K_A ↦ A_{K_A} recovers
each closed convex fiber, hence the original process.
Theorem 39.4: The relations
K(u, x*) = ⟪A u, x*⟫ and A u = {x | ⟪x, x*⟫ ≤ K(u, x*), ∀ x*}
define a one-to-one correspondence between lower closed concave-convex bifunctions
K : ℝ^m × ℝ^n → [-∞,+∞] with K(0,0)=0 and positive homogeneity
K(r•u,x*) = r K(u,x*) = K(u,r•x*) for all r>0, and supremum-oriented closed convex processes
A : ℝ^m ⇉ ℝ^n. (Similarly for upper closed convex-concave functions and infimum oriented convex
processes.)