Approximation of multi-valued mappings (Q1569394)

The paper is concerned with the approximation of a Lipschitzian multi-valued mapping relative to the recently defined cone of feasible directions. It is proved that such an approximation always exists. Without any additional assumptions, the form of the cone is determined in terms of the matrices of mixed second derivatives of the support function. The maximum function with respect to the Lipschitzian multi-valued mapping is considered. Under minimal requirements the author establishes a formula for the directional derivative of the maximum function.