The Duali/Dualpc software system is designed to solve deterministic and stochastic optimal control models of economic systems. The Duali part of this duo has a graphical user interface to facilitate use by upper level undergraduates and first and second year graduate students. Thus it provides software, which is useful for teaching about dynamic deterministic and stochastic economic models. It is also a useful research tool for work with deterministic and passive learning stochastic models. In contrast, Dualpc is primarily a research tool for deterministic as well as both passive and active learning stochastic control models. Models developed in Duali and solved first as deterministic and then as passive learning stochastic models can be exported in the proper format for solution as either passive or active learning stochastic control models in the Dualpc software

References in zbMATH (referenced in 26 articles , 1 standard article )

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  1. Li, Rong; Pantelous, Athanasios A.; Yang, Lin: Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (2020)
  2. Zhang, Renren; Guo, Lei: Controllability of stochastic game-based control systems (2019)
  3. Li, Dianqiang; Cheng, Pei; He, Shuping: Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach (2017)
  4. Amman, Hans M.; Kendrick, David A.: Comparison of policy functions from the optimal learning and adaptive control frameworks (2014)
  5. Eisenberg, Julia; Grandits, Peter; Thonhauser, Stefan: Optimal consumption under deterministic income (2014)
  6. Benigno, Pierpaolo; Woodford, Michael: Linear-quadratic approximation of optimal policy problems (2012)
  7. Davis, Ronald E.; Denery, Dallas G.; Kendrick, David A.; Mehra, Raman K.: Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling (2012)
  8. Elliott, Joshua; Franklin, Meredith; Foster, Ian; Munson, Todd; Loudermilk, Margaret: Propagation of data error and parametric sensitivity in computable general equilibrium models (2012)
  9. Kaplan, Gil: On (T)-groups, supersolvable groups, and maximal subgroups. (2011)
  10. Bond, Craig A.: On the potential use of adaptive control methods for improving adaptive natural resource management (2010)
  11. Li, Minghao; Zhou, Wuneng; Lu, Hongqian; Fang, Jian’an: Robust (H_\infty) control for a generic linear rational expectations model of economy (2010)
  12. Pantelous, Athanasios A.; Zimbidis, Alexandros A.; Kalogeropoulos, Grigoris I.: Linear generalized stochastic systems for insurance portfolios (2010)
  13. Merat, Kaveh; Salarieh, Hassan; Alasty, Aria: Implementation of dynamic programming for chaos control in discrete systems (2009)
  14. Amman, Hans M.; Kendrick, David A.; Tucci, Marco P.: Solving the Beck and Wieland model with optimal experimentation in \textitDualPC (2008)
  15. Cosimano, Thomas F.: Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem (2008)
  16. Kendrick, David A.; Tucci, Marco P.; Amman, Hans M.: Duali: software for solving stochastic control problems in economics (2008)
  17. Kendrick, David A.; Amman, Hans M.: A classification system for economic stochastic control models (2006)
  18. Mercado, P. Ruben; Kendrick, David A.: Parameter uncertainty and policy intensity: some extensions and suggestions for further work (2006)
  19. Tucci, Marco P.: Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters (2006)
  20. Gonzalez, Fidel; Rodriguez, Arnulfo: Robust control: a note on the response of the control to changes in the “free” parameter (2005)

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