NCO Tracking for Singular Control Problems using Neighboring Extremals

A powerful approach for dynamic optimization in the presence of uncertainty is to incorporate measurements into the optimization framework so as to track the necessary conditions of optimality (NCO), the so-called NCO-tracking approach. For nonsingular control problems, this can be done by tracking active constraints along boundary arcs, and using neighboring-extremal (NE) control along interior arcs to force the first-order variation of the …