• DocumentCode
    2019274
  • Title

    Evaluating the stochastic properties of agent society from economics´ perspective

  • Author

    Winoto, Pinata ; Tang, T.Y.

  • Author_Institution
    Dept. of Econ., Hong Kong Univ. of Sci. & Technol., China
  • Volume
    5
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    2905
  • Abstract
    In this paper, we describe the evaluation methodology for the stochastic agent-based simulation. We discuss the cause and consequences of stochastic properties in agent society and provide two methods frequently used in evaluating uncertain prospects, i.e., mean variance and stochastic dominance. An agent-based simulation is used as our test-bed
  • Keywords
    economic cybernetics; multi-agent systems; agent society; agent-based simulation; economics; mean variance; multi-agent systems; quantitative analysis; stochastic dominance; Aggregates; Analytical models; Computational modeling; Computer science; Computer simulation; Cost accounting; Multiagent systems; Stochastic processes; Stochastic systems; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Systems, Man, and Cybernetics, 2001 IEEE International Conference on
  • Conference_Location
    Tucson, AZ
  • ISSN
    1062-922X
  • Print_ISBN
    0-7803-7087-2
  • Type

    conf

  • DOI
    10.1109/ICSMC.2001.971951
  • Filename
    971951