  We consider a generalization of the Bauer maximum principle. We work with
tensorial products of convex measures sets, that are non necessarily compact
but generated by their extreme points. We show that the maximum of a
quasi-convex lower semicontinuous function on this product space is reached on
the tensorial product of finite mixtures of extreme points. Our work is an
extension of the Bauer maximum principle in three different aspects. First, we
only assume that the objective functional is quasi-convex. Secondly, the
optimization is performed over a space built as a product of measures sets.
Finally, the usual compactness assumption is replaced with the existence of an
integral representation on the extreme points. We focus on product of two
different types of measures sets, called the moment class and the unimodal
moment class. The elements of these classes are probability measures
(respectively unimodal probability measures) satisfying generalized moment
constraints. We show that an integral representation on the extreme points
stands for such spaces and that it extends to their tensorial product. We give
several applications of the Theorem, going from robust Bayesian analysis to the
optimization of a quantile of a computer code output.
