Results 21 to 30 of about 1,365,709 (331)
Quantitative Economics, 2020 This paper describes a method for solving heterogeneous agent models with aggregate risk and many idiosyncratic states formulated in discrete time. It extends the method proposed by Reiter (2009) and complements recent work by Ahn, Kaplan, Moll, Winberry,
Christian Bayer, R. Luetticke
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Global and local reduced models for interacting, heterogeneous agents [PDF]
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2021 Large collections of coupled, heterogeneous agents can manifest complex dynamical behavior presenting difficulties for simulation and analysis. However, if the collective dynamics lie on a low-dimensional manifold, then the original agent-based model may be approximated with a simplified surrogate model on and near the low-dimensional space where the ...
Thomas N. Thiem +4 more
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AGENT-BASED MODELLING: STATE AND PROSPECTS
Вестник Российского экономического университета имени Г. В. Плеханова, 2018 The article describes the current condition of agent modeling – a new direction in imitation modeling, which is very important as a tool of researching complicated heterogeneous decentralized socio-economic systems.
Eduard A. Lebedyuk
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Block-Recursive Equilibria in Heterogenous-Agent Models [PDF]
SSRN Electronic Journal, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Dynamical selection of Nash equilibria using reinforcement learning: Emergence of heterogeneous mixed equilibria. [PDF]
PLoS ONE, 2018 We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include potentially segregated states where an agent population can ...
Robin Nicole, Peter Sollich
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Estimating proportion of noise traders and asset prices
Business Review, 2019 This paper provides empirical evidence of the presence, proportion and trading behavior of noise traders in the U.S. equity market (S&P500 index). A simple methodology is used to estimate the heterogeneous agent asset pricing model involving noise ...
Mirza Faizan Ahmed
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CPT: Pharmacometrics & Systems Pharmacology, 2022 Mathematical models in oncology aid in the design of drugs and understanding of their mechanisms of action by simulation of drug biodistribution, drug effects, and interaction between tumor and healthy cells.
Van Thuy Truong +5 more
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Sensors, 2022 This paper investigates the adaptive fault-tolerant formation control scheme for heterogeneous multi-agent systems consisting of unmanned aerial vehicles (UAVs) and unmanned surface vehicles (USVs) with actuator faults, parameter uncertainties and ...
Shangkun Liu +3 more
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Scaling limits for continuous opinion dynamics systems [PDF]
, 2009 Scaling limits are analyzed for stochastic continuous opinion dynamics systems, also known as gossip models. In such models, agents update their vector-valued opinion to a convex combination (possibly agent- and opinion-dependent) of their current value ...
Como, Giacomo, Fagnani, Fabio
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Complexity, 2017 The energy domain is still dominated by equilibrium models that underestimate both the dangers and opportunities related to climate change. In reality, climate and energy systems contain tipping points, feedback loops, and exponential developments.
Auke Hoekstra +2 more
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