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Agent-based computational economics (ACE) is the area of computational economics that studies economic processes, including whole economies, as dynamic systems of interacting agents. As such, it falls in the paradigm of complex adaptive systems.〔• W. Brian Arthur, 1994. "Inductive Reasoning and Bounded Rationality," ''American Economic Review'', 84(2), pp. (406-411 ). • Leigh Tesfatsion, 2003. "Agent-based Computational Economics: Modeling Economies as Complex Adaptive Systems," ''Information Sciences'', 149(4), pp. (262-268 ).〕 In corresponding agent-based models, the "agents" are "computational objects modeled as interacting according to rules" over space and time, not real people. The rules are formulated to model behavior and social interactions based on incentives and information.〔Scott E. Page (2008). "agent-based models," ''The New Palgrave Dictionary of Economics'', 2nd Edition. (Abstract ).〕 Such rules could also be the result of optimization, realized through use of AI methods (such as Q-learning and other reinforcement learning techniques)〔Richard S. Sutton and Andrew G. Barto, Reinforcement Learning: An Introduction, The MIT Press, Cambridge, MA, 1998 ()〕 The theoretical assumption of mathematical optimization by agents in equilibrium is replaced by the less restrictive postulate of agents with bounded rationality ''adapting'' to market forces.〔• John H. Holland and John H. Miller (1991). "Artificial Adaptive Agents in Economic Theory," ''American Economic Review'', 81(2), pp. ( 365-370 ) p. 366. • Thomas C. Schelling (1978 ()). ''Micromotives and Macrobehavior'', Norton. (Description ), (preview ). • Thomas J. Sargent, 1994. ''Bounded Rationality in Macroeconomics'', Oxford. (Description ) and chapter-preview 1st-page (links. )〕 ACE models apply numerical methods of analysis to computer-based simulations of complex dynamic problems for which more conventional methods, such as theorem formulation, may not find ready use.〔• Kenneth L. Judd, 2006. "Computationally Intensive Analyses in Economics," ''Handbook of Computational Economics'', v. 2, ch. 17, Introduction, p. 883. . • _____, 1998. ''Numerical Methods in Economics'', MIT Press. Links to (description ) and (chapter previews ).〕 Starting from initial conditions specified by the modeler, the computational economy evolves over time as its constituent agents repeatedly interact with each other, including learning from interactions. In these respects, ACE has been characterized as a bottom-up culture-dish approach to the study of economic systems.〔• Leigh Tesfatsion (2002). "Agent-Based Computational Economics: Growing Economies from the Bottom Up," ''Artificial Life'', 8(1), pp.55-82. (Abstract ) and pre-pub ( PDF ). • _____ (1997). "How Economists Can Get Alife," in W. B. Arthur, S. Durlauf, and D. Lane, eds., ''The Economy as an Evolving Complex System, II'', pp. 533-564. Addison-Wesley. Pre-pub (PDF ).〕 ACE has a similarity to, and overlap with, game theory as an agent-based method for modeling social interactions.〔• Joseph Y. Halpern (2008). "computer science and game theory," ''The New Palgrave Dictionary of Economics'', 2nd Edition. (Abstract ). • Yoav Shoham (2008). "Computer Science and Game Theory," ''Communications of the ACM'', 51(8), pp. (75-79 ). • Alvin E. Roth (2002). "The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics," ''Econometrica'', 70(4), pp. (1341–1378 ).〕 But practitioners have also noted differences from standard methods, for example in ACE events modeled being driven solely by initial conditions, whether or not equilibria exist or are computationally tractable, and in the modeling facilitation of agent autonomy and learning.〔Tesfatsion, Leigh (2006), "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," ch. 16, ''Handbook of Computational Economics'', v. 2, part 2, ACE study of economic system. (Abstract ) and pre-pub (PDF ).〕 The method has benefited from continuing improvements in modeling techniques of computer science and increased computer capabilities. The ultimate scientific objective of the method is to "test theoretical findings against real-world data in ways that permit empirically supported theories to cumulate over time, with each researcher’s work building appropriately on the work that has gone before."〔• Leigh Tesfatsion (2006). "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," ch. 16, ''Handbook of Computational Economics'', v. 2, (831-880 ) sect. 5. (Abstract ) and pre-pub (PDF ). • Kenneth L. Judd (2006). "Computationally Intensive Analyses in Economics," ''Handbook of Computational Economics'', v. 2, ch. 17, pp. (881- ) 893. Pre-pub (PDF ). • Leigh Tesfatsion and Kenneth L. Judd, ed. (2006). ''Handbook of Computational Economics'', v. 2. (Description ) & and chapter-preview (links. )〕 The subject has been applied to research areas like asset pricing,〔B. Arthur, J. Holland, B. LeBaron, R. Palmer, P. Taylor (1997), 'Asset pricing under endogenous expectations in an artificial stock market,' in ''The Economy as an Evolving Complex System II'', B. Arthur, S. Durlauf, and D. Lane, eds., Addison Wesley.〕 competition and collaboration,〔Robert Axelrod (1997). ''The Complexity of Cooperation: Agent-Based Models of Competition and Collaboration'', Princeton. (Description ), (contents ), and (preview ).〕 transaction costs,〔Tomas B. Klosa and Bart Nooteboom, 2001. "Agent-based Computational Transaction Cost Economics," ''Journal of Economic Dynamics and Control'' 25(3–4), pp. 503–52. (Abstract. )〕 market structure and industrial organization and dynamics,〔• Roberto Leombruni and Matteo Richiardi, ed. (2004), ''Industry and Labor Dynamics: The Agent-Based Computational Economics Approach.'' World Scientific Publishing ISBN 981-256-100-5. (Description ) and chapter-preview (links ). • Joshua M. Epstein (2006). "Growing Adaptive Organizations: An Agent-Based Computational Approach," in ''Generative Social Science: Studies in Agent-Based Computational Modeling'', pp. 309 (- ) 344. (Description ) and (abstract ).〕 welfare economics,〔Robert Axtell (2005). "The Complexity of Exchange," ''Economic Journal'', 115(504, Features), pp. (F193-F210 ).〕 and mechanism design,〔• ''The New Palgrave Dictionary of Economics'' (2008), 2nd Edition: Roger B. Myerson "mechanism design." (Abstract. ) _____. "revelation principle." (Abstract. ) Tuomas Sandholm. "computing in mechanism design." (Abstract. ) • Noam Nisan and Amir Ronen (2001). "Algorithmic Mechanism Design," ''Games and Economic Behavior'', 35(1-2), pp. (166–196 ). • Noam Nisan ''et al''., ed. (2007). ''Algorithmic Game Theory'', Cambridge University Press. (Description ).〕 information and uncertainty,〔Tuomas W. Sandholm and Victor R. Lesser (2001). "Leveled Commitment Contracts and Strategic Breach," ''Games and Economic Behavior'', 35(1-2), pp. (212-270 ).〕 macroeconomics,〔• David Colander, Peter Howitt, Alan Kirman, Axel Leijonhufvud, and Perry Mehrling, 2008. "Beyond DSGE Models: Toward an Empirically Based Macroeconomics," ''American Economic Review'', 98(2), pp. (236 )-240. Pre-pub (PDF ). • Thomas J. Sargent (1994). ''Bounded Rationality in Macroeconomics'', Oxford. (Description ) and chapter-preview 1st-page (links ). • M. Oeffner (2009). '(Agent-based Keynesian Macroeconomics )'. PhD thesis, Faculty of Economics, University of Würzburg.〕 and Marxist economics.〔A. F. Cottrell, P. Cockshott, G. J. Michaelson, I. P. Wright, V. Yakovenko (2009), ''Classical Econophysics.'' Routledge, ISBN 978-0-415-47848-9.〕〔Leigh Tesfatsion (2006), "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," ch. 16, ''Handbook of Computational Economics'', v. 2, part 2, ACE study of economic system. (Abstract ) and pre-pub (PDF ).〕 ==Overview== The "agents" in ACE models can represent individuals (e.g. people), social groupings (e.g. firms), biological entities (e.g. growing crops), and/or physical systems (e.g. transport systems). The ACE modeler provides the initial configuration of a computational economic system comprising multiple interacting agents. The modeler then steps back to observe the development of the system over time without further intervention. In particular, system events should be driven by agent interactions without external imposition of equilibrium conditions.〔(Summary of methods ): ''Department of Economics, Politics and Public Administration, Aalborg University, Denmark'' website.〕 Issues include those common to experimental economics in general〔Vernon L. Smith, 2008. "experimental economics," ''The New Palgrave Dictionary of Economics'', 2nd Edition. (Abstract ).〕 and development of a common framework for empirical validation and resolving open questions in agent-based modeling.〔Giorgio Fagiolo, Alessio Moneta, and Paul Windrum, 2007. "A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems," ''Computational Economics'', 30, pp. (195 )–226.〕 ACE is an officially designated special interest group (SIG) of the Society for Computational Economics.〔(Society for Computational Economics ) website.〕 Researchers at the Santa Fe Institute have contributed to the development of ACE. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Agent-based computational economics」の詳細全文を読む スポンサード リンク
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