The DUALI/DUALPC software for optimal control models

MaRDI QIDQ2715579zbMATH OpenFDO

Authors Hans M. Amman, David A. Kendrick

Publication date 26 July 2001

zbMATH Keywords

deterministic and stochastic control modelsgraphical interfacequadratic-linear optimal controlsoftware

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04) Existence of optimal solutions to problems involving randomness (49J55) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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(11)

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• A constrained optimal control program in APL
• Robust control: A note on the timing of model uncertainty
• Comparison of policy functions from the optimal learning and adaptive control frameworks
• Duali: software for solving stochastic control problems in economics
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• COOPT -- a software package for optimal control of large-scale differential-algebraic equation systems
• A classification system for economic stochastic control models
• Stochastic control for economic models: past, present and the paths ahead

Describes a project that uses

Uses Software

• Duali

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