Published online by Cambridge University Press: 26 February 2010
In this note we prove that every convex Borel set in a finite dimensional real Banach space can be obtained, starting from the compact convex sets, by the iteration of countable increasing unions and countable decreasing intersections. This question was first raised by V. Klee [1, p. 451]. It was answered affirmatively by Klee for R2 in [2, pp. 109–111] and for R3 by D. G. Larman in [4]. C. A. Rogers has given an equivalent formulation of the question for Rn in [6].