Some Explicit Class of Hybrid Methods for Optimal Control of Volterra Integral Equations

Abstract

In this paper , we first extend and analyze the steepest descent method for solving optimal control problem for systems governed by Volterra integral equations . Then, we present some hybrid methods based on the extended steepest descent and two-step Newton methods, to solve the problem. The global convergence results are also established using some mild assumptions and conditions. Numerical results show that the proposed hybrid methods are more powerful and faster than the extended steepest descent method.