In this article, we compute a second-order expansion of the value function of a family of relaxed optimal control problems with final-state constraints, parameterized by a perturbation variable. The sensitivity analysis is performed for controls that we call R-strong solutions. They are optimal solutions with respect to the set of feasible controls with a uniform norm smaller than a given R and having an associated trajectory in a small neighborhood for the uniform norm. In this framework, relaxation enables us to consider a wide class of perturbations and therefore to derive sharp estimates of the value function.
Citation
Published as the Inria research report No 7977 (May 2012).
Article
View Sensitivity analysis for relaxed optimal control problems with final-state constraints