Markov Chain Aggregation for Agent-Based Models (Understanding Complex Systems) - Hardcover

Banisch, Sven

 
9783319248752: Markov Chain Aggregation for Agent-Based Models (Understanding Complex Systems)
Hardcover
ISBN 10: 3319248758 ISBN 13: 9783319248752
Publisher: Springer, 2016

Synopsis

This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the updating rule and governs the dynamics at a Markovian level, plays a crucial part in the analysis of “voter-like” models used in population genetics, evolutionary game theory and social dynamics. The book demonstrates that the problem of aggregation in ABMs - and the lumpability conditions in particular - can be embedded into a more general framework that employs information theory in order to identify different levels and relevant scales in complex dynamical systems

"synopsis" may belong to another edition of this title.

From the Back Cover

This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the updating rule and governs the dynamics at a Markovian level, plays a crucial part in the analysis of “voter-like” models used in population genetics, evolutionary game theory and social dynamics. The book demonstrates that the problem of aggregation in ABMs - and the lumpability conditions in particular - can be embedded into a more general framework that employs information theory in order to identify different levels and relevant scales in complex dynamical systems

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2016
Language
English
ISBN 10 
3319248758
ISBN 13 
9783319248752
Binding
Hardcover
Edition number
1
Number of pages
209

Other Popular Editions of the Same Title

9783319796918: Markov Chain Aggregation for Agent-Based Models (Understanding Complex Systems)

Featured Edition

ISBN 10:  3319796917 ISBN 13:  9783319796918
Publisher: Springer, 2018
Softcover