Iterative schemes for optimal control of Volterra integral equations

The problem of optimal control of systems governed by Volterra integral equations is solved using a method of variational equations. For certain particular problems of controlled Volterra equations, with a special type of constraints on the control, necessary conditions for optimality can be obtained using a method of variational equations. The method can lead to, under certain conditions, constructive schemes for the iterative solution of the optimal control problem. Several iterative schemes for solving optimal control problems for Volterra integral equations are presented and the conditions that can guarantee convergence of the methods are analyzed.