Duali: software for solving stochastic control problems in economics

MaRDI QIDQ3524429zbMATH OpenFDO

Authors David A. Kendrick, Marco P. Tucci, Hans M. Amman

Publication date 9 September 2008

zbMATH Keywords

active learningdual controlnumerical experimentsoptimal experimentationstochastic optimizationtime-varying parameters

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Stochastic models in economics (91B70) Stochastic learning and adaptive control (93E35)

Recommendations

• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}
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• scientific article; zbMATH DE number 970034
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Cited in

(6)

• Duali
• Comparison of policy functions from the optimal learning and adaptive control frameworks
• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}
• The DUALI/DUALPC software for optimal control models
• The parameter set in an adaptive control Monte Carlo experiment: some considerations
• Stochastic control for economic models: past, present and the paths ahead

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