That is not necessarily concave. For example, let u(x) = log(x). Then the expression is concave for x <= exp(1), and convex for x >= exp(1).
However, it is concave for some functions u(x). You would have to formulate to work for that specific u(x).
That is not necessarily concave. For example, let u(x) = log(x). Then the expression is concave for x <= exp(1), and convex for x >= exp(1).
However, it is concave for some functions u(x). You would have to formulate to work for that specific u(x).