“…Choose any (x, p, w) ∈ X × P × W. Let r (x, p), γ r (γ x , γ p ), R X×P. Lemma 1 in Rego et al (2021) (with α f, x r, γ x γ r , and X R) ensures that there exists a real matrix Ĵ ∈ J such that f(x, u, p, w) = f(γ x , u, γ p , w) + Ĵ(z − γ z ), with z = (x, p). By Theorem 1 and the choice of Z w , it follows that f(x, u, p, w) ∈ Z w ⊕ (J, Z − γ z ), as desired.…”