Convex functions on non-convex domains

Authors	P.P. Wakker H.J.M. Peters
Publication date	1987
Journal	Economics Letters
Volume | Issue number	22
Pages (from-to)	251-255
Organisations	Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract	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.
Document type	Article
Published at	https://doi.org/10.1016/0165-1765(86)90242-9
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