Dynamic extension for direct integrability of singular solutions in optimal control problems
The paper addresses the problem of optimal
control design in presence of singular solutions. For this case, a
procedure for avoiding the integration of the costate dynamics
is proposed, giving the conditions under which the costate
can be directly computed, under controllability condition for
the dynamics, and presenting an approach for extending this
property by a dynamic extension. The procedure is here
described for a single input systems and for the case in which
the first step of the iterative procedure is sufficient to get the