Sensitivity comparison of optimal controls†

Abstract
The performance index sensitivity is analysed for the general optimal control problem with initial and final target manifolds. The sensitivity is compared for two arbitrary controllers A and B which are optimal for a nominal parameter value. The method of analysis provides additional insight into the relationship between trajectory sensitivity and the sensitivity of the performance functional. An expression relating the performance index sensitivities for two designs is formulated in terms of the trajectory sensitivities at the initial and final manifolds.

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