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The DUALI/DUALPC Software for Optimal Control Models: Introduction

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Author Info

  • Hans M. Amman

    ()
    (Eco, U. of Amsterdam)

  • David A. Kendrick

    ()
    (Eco, U. of Texas)

Abstract

The DUALI/DUALPC software is a system for solving quadratic-linear opimal control models. DUALI (pronounced "dual-I") provides a graphical interface for both deterministic and stochastic models as well as solvers for deterministic models and for passive learning stochastic models. DUALPC provides a personal computer version of the DUAL software which solves both deterministic and stochastic control models including adaptive (dual) stochastic control models. DUALI/DUALPC runs under Windows95 and WindowsNT on personal computers.

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Bibliographic Info

Paper provided by The University of Texas at Austin, Center for Applied Research in Economics in its series CARE Working Papers with number 9602.

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Length: 11 pages
Date of creation: May 1996
Date of revision:
Handle: RePEc:tex:carewp:9602

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Postal: Austin, Texas 78712
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Web page: http://www.utexas.edu/cola/depts/economics/
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Related research

Keywords: Macroeconomics; learning; stochastic optimization; numerical experiments;

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Citations

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Cited by:
  1. P. Ruben Mercado & David A. Kendrick, 1997. "TAYGAMS: John Taylor's Two-Country Model in GAMS," CARE Working Papers 9703, The University of Texas at Austin, Center for Applied Research in Economics.
  2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
  3. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computational Economics, Society for Computational Economics, vol. 24(3), pages 209-221, July.
  4. Fidel Gonzalez & Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature," Computational Economics, Society for Computational Economics, vol. 24(3), pages 223-238, March.
  5. Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
  6. P. Ruben Mercado & David Kendrick, 1999. "Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy," Computing in Economics and Finance 1999 1343, Society for Computational Economics.
  7. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Society for Computational Economics, vol. 27(4), pages 453-481, June.
  8. Amman, Hans & Kendrick, David, 1999. "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 3(04), pages 534-543, December.
  9. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
  10. Mercado, P Ruben & Kendrick, David A & Amman, Hans, 1998. "Teaching Macroeconomics with GAMS," Computational Economics, Society for Computational Economics, vol. 12(2), pages 125-49, October.
  11. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
  12. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.
  13. P. Mercado & David Kendrick, 2006. "Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work," Computational Economics, Society for Computational Economics, vol. 27(4), pages 483-496, June.

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