Corollary
Tag 08YM, permanent. Cite it as [Bourbaki, Tag 08YM].
Integration, chapter IV, § 7. Barycenters
If the closed convex envelope C of K in E is compact, then the barycenter of every positive measure of total mass 1 on K belongs to E.
For, C is then also the closed convex envelope of K in equipped with the weak topology , and it suffices to apply, to the canonical injection of K into E, Prop. 4 of Ch. III, §3, No. 2.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.