Convex cooperative control problems of a generalized control theory and problems in optimal control theory, where a set of objectives must be satisfied, may be represented by a criterion function depending on a weighting vector μ. In the linear-quadratic case the solution is characterized by the matrix Riccati differential equation with the solution implicitly depending on a vector μ. In this paper continuity in μ of the Riccati solutions is investigated and conditions are given under which continuity holds for finite time and infinite time cases.