Lexicographic choice functions
  We investigate a generalisation of the coherent choice functions considered
by Seidenfeld et al. (2010), by sticking to the convexity axiom but imposing no
Archimedeanity condition. We define our choice functions on vector spaces of
options, which allows us to incorporate as special cases both Seidenfeld et
al.'s (2010) choice functions on horse lotteries and sets of desirable gambles
(Quaeghebeur, 2014), and to investigate their connections. We show that choice
functions based on sets of desirable options (gambles) satisfy Seidenfeld's
convexity axiom only for very particular types of sets of desirable options,
which are in a one-to-one relationship with the lexicographic probabilities. We
call them lexicographic choice functions. Finally, we prove that these choice
functions can be used to determine the most conservative convex choice function
associated with a given binary relation.
