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Combining an optimal control program with the time series processor system (anglais)

The time series processor (TSP) system developed at various universities in the United States is used by many universities and government offices to perform data manipulation, estimate econometric models, and solve or simulate the model. The project described in this paper was to combine an existing optimal control program with the TSP system in order to make the transition from simulation to optimization fast, easy, and reliable. The optimal control...
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