In this article we treat a notion of continuity for a multi-valued function
F and we compute the descriptive set-theoretic complexity of the set of all
x for which F is continuous at x. We give conditions under which the
latter set is either a Gδ set or the countable union of Gδ
sets. Also we provide a counterexample which shows that the latter result is
optimum under the same conditions. Moreover we prove that those conditions are
necessary in order to obtain that the set of points of continuity of F is
Borel i.e., we show that if we drop some of the previous conditions then there
is a multi-valued function F whose graph is a Borel set and the set of points
of continuity of F is not a Borel set. Finally we give some analogous results
regarding a stronger notion of continuity for a multi-valued function. This
article is motivated by a question of M. Ziegler in [{\em Real Computation with
Least Discrete Advice: A Complexity Theory of Nonuniform Computability with
Applications to Linear Algebra}, {\sl submitted}].Comment: 22 page