You need two comparators, you might be able to use two op-amps instead. It's called a 'window comparator' circuit.
Derive two voltages, 13.8 and 14.1V from a resistor network and feed them to one input of each comparator, connect the voltage you are monitoring to the other input of both comparators. One will now change output state when your input goes beyond 13.8V and the other will change state as it goes beyond 14.1V. Connect these two signals to a flip-flop or other logic circuit so it turns your relay on when one output is present and off when the other is present.
Brian.