资源描述：
《2 The Rationale for Agent-Based Modeling 》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、2TheRationaleforAgent-BasedModelingImaginehowhardphysicswouldbeifelectronscouldthink.MurrayGell-Man12.1IntroductionTheascentofpowerfulandaffordablemicrocomputersandtheavail-abilityofhugeeconomicdatasetshavesparkedthedevelopmentofaratherrecentbranchineconomicresearch.Therapidlygrowingfieldofcomp
2、utationaleconomicsisabroadconceptandencompassesmanydifferentareas.Aneclecticandnotexhaustingoverviewofallthesedifferentactivities2canbefoundinthe“HandbookofComputationalEconomics”byAmmanetal.[8].Sinceaprecisedefinitionofcompu-tationaleconomicsisnotbeingofferedbyitseditors,Riechmanngoesasfarastosu
3、ggestthateveryeconomistwhousesacomputerformorethanmeretypewritingengagesincomputationaleconomics[356].Butifweemphasizetheaspectofcomputabilityofeconomicprob-lems,i.e.,problemsthatallowfornumericalresults,therootsofcom-putationaleconomicscouldeasilybedatedbackbeforecomputerswereactuallyusedbye
4、conomists.3Severalcontributionsinthishandbook1AttributedtoGell-Mann,1969Nobellaureateinphysicsandco-founderoftheSantaFeInstitute,citedbyPage[329].2Amongthoseare,forinstance,thenumericalcomputationofNashequilibria,de-terministicandstochasticsimulations,ornumericaldynamicprogrammingprob-lems.3N
5、agurney[316],aswellasKendrick[217],mentiontheearlycontributionstocomputationaleconomicsinthe1950iesbyKoopmans,Samuelson,orSolow.Infinance,theworkbyMarkowitzaboutefficientportfoliodiversificationneedstobementionedatthispoint[288,289].62TheRationaleforAgent-BasedModelingfocusonalgorithmsandnumerica
6、lmethodsforfindingNash-equilibriaorthesolutionstodynamicnonlinearsystemsofequations,yetsomeofthemweredevelopedevenbeforecomputerswere.Theaccesstocom-putertechnologyjustreducedthesometimesprohibitivecomputationalcostsofthesealgorithmsandallowedthemtobeusedforpracticalpur-poses.Withincomputation
7、aleconomics,thefieldofagent-basedmodelingorsimulation(ABM,ABS),sometimesalsocalledmicroscopicsimula-tion(MS,Levyetal.[248])oragent-basedcomputationaleconomics(ACE,Tesfatsion[420]),seemscurrentlytobethemostrapidlygrow-ingdiscipline.Thisisacknow
