Weak compactness of sublevel sets
HTML articles powered by AMS MathViewer
- by Warren B. Moors PDF
- Proc. Amer. Math. Soc. 145 (2017), 3377-3379 Request permission
Abstract:
In this paper we provide a short proof of the fact that if $X$ is a Banach space and $f:X \to \mathbb {R} \cup \{\infty \}$ is a proper function such that $f-x^*$ attains its minimum for every $x^* \in X^*$, then all the sublevels of $f$ are relatively weakly compact. This result has many applications.References
- B. Cascales, J. Orihuela, and M. Ruiz Galán, Compactness, optimality, and risk, Computational and analytical mathematics, Springer Proc. Math. Stat., vol. 50, Springer, New York, 2013, pp. 161–218. MR 3108428, DOI 10.1007/978-1-4614-7621-4_{1}0
- Freddy Delbaen, Differentiability properties of utility functions, Optimality and risk—modern trends in mathematical finance, Springer, Berlin, 2009, pp. 39–48. MR 2648597, DOI 10.1007/978-3-642-02608-9_{3}
- Robert C. James, Weakly compact sets, Trans. Amer. Math. Soc. 113 (1964), 129–140. MR 165344, DOI 10.1090/S0002-9947-1964-0165344-2
- Elyès Jouini, Walter Schachermayer, and Nizar Touzi, Law invariant risk measures have the Fatou property, Advances in mathematical economics. Vol. 9, Adv. Math. Econ., vol. 9, Springer, Tokyo, 2006, pp. 49–71. MR 2277714, DOI 10.1007/4-431-34342-3_{4}
- J. Orihuela and M. Ruiz Galán, A coercive James’s weak compactness theorem and nonlinear variational problems, Nonlinear Anal. 75 (2012), no. 2, 598–611. MR 2847443, DOI 10.1016/j.na.2011.08.062
- J. Orihuela and M. Ruiz Galán, Lebesgue property for convex risk measures on Orlicz spaces, Math. Financ. Econ. 6 (2012), no. 1, 15–35. MR 2924150, DOI 10.1007/s11579-012-0058-5
- Jean Saint Raymond, Weak compactness and variational characterization of the convexity, Mediterr. J. Math. 10 (2013), no. 2, 927–940. MR 3045687, DOI 10.1007/s00009-012-0226-0
Additional Information
- Warren B. Moors
- Affiliation: Department of Mathematics, The University of Auckland, Private Bag 92019, Auckland, New Zealand
- Email: moors@math.auckland.ac.nz
- Received by editor(s): June 20, 2016
- Received by editor(s) in revised form: June 26, 2016, July 17, 2016, and August 29, 2016
- Published electronically: February 24, 2017
- Communicated by: Thomas Schlumprecht
- © Copyright 2017 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 145 (2017), 3377-3379
- MSC (2010): Primary 46B20, 46B22
- DOI: https://doi.org/10.1090/proc/13466
- MathSciNet review: 3652791