Proposition 7
Tag 08Z0, permanent. Cite it as [Bourbaki, Tag 08Z0].
Integration, chapter IV, § 7. Barycenters
Let F be a closed subset of X. The following properties are equivalent:
a) F contains .
b) For every function , the set F intersects the set of points of X where h attains its supremum.
c) For every point , there exists a positive measure of total mass 1 on X, such that and for every function .
Let . The condition a) signifies that G contains the set of extremal points of C. The condition b) signifies that G meets the intersection of with each of the closed support hyperplanes of . Finally, the condition c) signifies that every point of is the barycenter of a measure with support contained in G; by No. 1, Prop. 1, this is also equivalent to saying that the closed convex envelope of is equal to the closed convex envelope of G. The equivalence of the conditions a), b) and c) therefore follows from TVS, II, §7, No. 1, Cor. of Prop. 2.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.