Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 2 / 2H / a

The sum is nonempty because $A$ and $B$ are nonempty. It is a bounded set: if $|a|\le M_A$ and $|b|\le M_B$, then $|a+b|\le M_A+M_B$.

To prove that it is a closed set, let $x_j=a_j+b_j\in A+B$ be a convergent sequence with $x_j\to x$. By the Heine-Borel theorem, $A$ is a compact set, so $(a_j)$ has a convergent subsequence $a_{j_r}\to a\in A$. ThenSince $B$ is closed, $x-a\in B$, and hence $x=a+(x-a)\in A+B$. Therefore $A+B$ is nonempty, closed and bounded, so $A+B\in \mathcal{K}$.