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Let $\Theta \subset \mathbb{R}^n, \mathcal{X} \subset \mathbb{R^m}$, and suppose that $C: \Theta \rightrightarrows \mathcal{X}$ is a correspondence defined by $f: \Theta \times \mathcal{X}\to \mathbb{R}^d$ as follows:

$$ C(\theta) = \{ x\in \mathcal{X} \mid f_1(\theta, x) \geq 0, \dots, f_d(\theta, x) \geq 0 \} $$

Is it true that 1) if $f$ is continuous then $C$ also is, and 2) if $C$ is continuous then $f$ also is?

(Here continuity for correspondences is defined as upper and lower hemicontinuity.)

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  • $\begingroup$ What does $f(\theta,x)\ge 0$ mean for $f(\theta,x)\in\mathbb{R}^d$? $\endgroup$
    – Ben McKay
    Commented Feb 24, 2023 at 17:25
  • $\begingroup$ made a notation change, hope it is clearer now! $\endgroup$
    – Ded
    Commented Feb 24, 2023 at 17:31
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    $\begingroup$ "$C$ is continuous" ... With respect to what topology? $\endgroup$ Commented Feb 24, 2023 at 17:46
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    $\begingroup$ What topology do you have on the set of all subsets of $\mathcal X$? $\endgroup$ Commented Feb 24, 2023 at 17:58
  • 1
    $\begingroup$ What is that "Euclidean" topology on the set of all subsets of $\mathcal X$? Can you describe it formally? $\endgroup$ Commented Feb 24, 2023 at 18:02

1 Answer 1

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Neither implication holds.

Let $\Theta=\mathcal{X}=[-1,1]$.

First, define $f$ by $f(x,y)=xy$. Then $C$ is not lower hemicontinuous. Indeed, $$\big\{\theta\mid C(\theta)\cap (-1,0)\neq\emptyset\big\}=[-1,0]$$ is not open.

Next, let $f$ be any discontinuous function with nonnegative values. Then $C$ is constant with value $[-1,1]$ and, therefore, continuous.

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