Pega has no list of known issues in Pega that relate to an OS upgrades. The few issues that I have seen relate to issues in the OS having an indirect effect on Pega application. For example, upgrading from non-Linux to Linux, the pega.jdbc.driver.jar path needed to be changed from semi-colon delimiters to colons.
There is no such issues if you upgrade from similar type of OS(Linux to Linux or windows to windows etc..). As paul said for cross OS up-gradations we need to take care about few file paths like jdbc jar and explicittempdir path etc