Sensitivity analysis for an optimal control problem

This note considers an optimal control problem where the maximand, right-hand side of the system´s equations and the constraints are concave and differentiable. The question asked is: What happens when there is a shift or a change in the parameters of the problem? Inequalities indicating the relation of the direction of change in the optimal choices as well as in the maximand to the direction of change in the parameters are derived under alternative hypothesis about the dependence of the problem on the parameters.