Consider the function $g(x,u)$, where $g:\mathbb{R}^n \times U \mapsto \mathbb{R}$, $U\subset \mathbb{R}^m$ and is compact. $g$ is $C^2$ w.r.t $x$ and $u$. I am interested in deducing the properties of the function
\begin{equation} \tilde{g}(x) = \min_{u\in U} g(x,u) \end{equation}
More specifically: is $\tilde{g}$ continuous? The way I see it is that $u$ can be thought of as an index, and so you are trying to find the minimum of an uncountable number of continuous functions.
The minimum of two continuous functions is continuous. Is it correct to argue that given a countable number of continuous functions one can apply this argument to successive pairs of functions and deduce that the minimum of a countable number of continuous functions is also continuous?
What can one deduce about an uncountable number? Can anyone suggest a good textbook/reference?