Sensitivity analysis for relaxed optimal control problems with final-state constraints.

Summary 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.