Differentiable Bounded Concave Real Function is Constant

Theorem
Let $f$ be a real function which is:
 * $(1): \quad$ Differentiable on $\R$
 * $(2): \quad$ Bounded on $\R$
 * $(3): \quad$ Concave on $\R$.

Then $f$ is constant.

Proof
Let $f$ be differentiable and bounded on $\R$.

Let $f$ be concave on $\R$.

Let $\xi \in \R$.

Aiming for a contradiction, suppose $f' \left({\xi}\right) > 0$.

Then by Mean Value of Concave Real Function it follows that:
 * $f \left({x}\right) \le f \left({\xi}\right) + f' \left({\xi}\right) \left({x - \xi}\right) \to -\infty$ as $x \to +\infty$

and therefore is not bounded.

Similarly, suppose $f' \left({\xi}\right) < 0$.

Then by Mean Value of Concave Real Function it follows that:
 * $f \left({x}\right) \le f \left({\xi}\right) + f' \left({\xi}\right) \left({x - \xi}\right) \to -\infty$ as $x \to -\infty$

and therefore is likewise not bounded.

Hence $f' \left({\xi}\right) = 0$.

From Zero Derivative implies Constant Function, it follows that $f$ is constant.

Also see

 * Differentiable Bounded Convex Real Function is Constant