A complete description of
invariant pseudoconvex classes of functions on RN which are closed with respect to
addition of affine functions is given. Each such class is shown to be equal
to its own bidual, and approximation results, including piecewise-smooth
approximation and a counterexample to smooth approximation, are obtained. The
results of the paper have applications to multivariate interpolation of normed
spaces and to approximation of analytic multifunctions, which are given
elsewhere.