Aggregation and emergence in agent based models : a Markov chain approach

Detalhes bibliográficos
Autor(a) principal: Banisch, Sven
Data de Publicação: 2012
Outros Autores: Lima, Ricardo, Araújo, Tanya
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/4579
Resumo: We analyse the dynamics of agent-based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of microscopic observables that are useful for a precise understanding of the model dynamics. In this way the dynamics of collective variables may be studied, and a description of macro dynamics as emergent properties of micro dynamics, in particular during transient times, is possible.
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spelling Aggregation and emergence in agent based models : a Markov chain approachMarkov ChainsModel DynamicsMicroeconomicsMacroeconomicsWe analyse the dynamics of agent-based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of microscopic observables that are useful for a precise understanding of the model dynamics. In this way the dynamics of collective variables may be studied, and a description of macro dynamics as emergent properties of micro dynamics, in particular during transient times, is possible.ISEG - Departamento de EconomiaRepositório da Universidade de LisboaBanisch, SvenLima, RicardoAraújo, Tanya2012-07-25T13:15:37Z20122012-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/4579engBanisch, Sven, Ricardo Lima e Tanya Araújo. 2012. "Aggregation and emergence in agent based models : a Markov chain approach". Instituto Superior de Economia e Gestão. DE Working papers - nº 25-2012/DE/UECE0874-4548info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:35:33Zoai:www.repository.utl.pt:10400.5/4579Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T16:52:12.797845Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Aggregation and emergence in agent based models : a Markov chain approach
title Aggregation and emergence in agent based models : a Markov chain approach
spellingShingle Aggregation and emergence in agent based models : a Markov chain approach
Banisch, Sven
Markov Chains
Model Dynamics
Microeconomics
Macroeconomics
title_short Aggregation and emergence in agent based models : a Markov chain approach
title_full Aggregation and emergence in agent based models : a Markov chain approach
title_fullStr Aggregation and emergence in agent based models : a Markov chain approach
title_full_unstemmed Aggregation and emergence in agent based models : a Markov chain approach
title_sort Aggregation and emergence in agent based models : a Markov chain approach
author Banisch, Sven
author_facet Banisch, Sven
Lima, Ricardo
Araújo, Tanya
author_role author
author2 Lima, Ricardo
Araújo, Tanya
author2_role author
author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Banisch, Sven
Lima, Ricardo
Araújo, Tanya
dc.subject.por.fl_str_mv Markov Chains
Model Dynamics
Microeconomics
Macroeconomics
topic Markov Chains
Model Dynamics
Microeconomics
Macroeconomics
description We analyse the dynamics of agent-based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of microscopic observables that are useful for a precise understanding of the model dynamics. In this way the dynamics of collective variables may be studied, and a description of macro dynamics as emergent properties of micro dynamics, in particular during transient times, is possible.
publishDate 2012
dc.date.none.fl_str_mv 2012-07-25T13:15:37Z
2012
2012-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/4579
url http://hdl.handle.net/10400.5/4579
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Banisch, Sven, Ricardo Lima e Tanya Araújo. 2012. "Aggregation and emergence in agent based models : a Markov chain approach". Instituto Superior de Economia e Gestão. DE Working papers - nº 25-2012/DE/UECE
0874-4548
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv ISEG - Departamento de Economia
publisher.none.fl_str_mv ISEG - Departamento de Economia
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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