Theoretical Investigations in Sensitivity Analysis of the Parametric Optimal Control Problem

Saurabh Deshpande, Benoit Chachuat, Dominique Bonvin


We analyze the variation in the constraint function of a parametric constrained optimal control problem for any value of parameter due to a small variation in optimal control. This enables us to quantify the part of variation in optimal control which does not affect variation in constraint. This is important for separating the variation in optimal control in constraint-seeking and sensitivity-seeking components.

Later we consider variation in cost functional due to each of the components of variation in optimal control mentioned above when the parameter changes from its nominal value by a small amount.

We plan to consider terminal state-constraints, mixed state- and control-constraints and pure state-constraints.
Keywords : Parametric Optimal Control; Sensitivity

Keywords : Parametric Optimal Control; Sensitivity Analysis; Constrained Control; State-Constraints;

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