Agent-Based Models and Human Subject Experiments

This paper considers the relationship between agent-based modeling and economic decision-making experiments with human subjects. Both approaches exploit controlled ``laboratory'' conditions as a means of isolating the sources of aggregate phenomena. Research findings from laboratory studies of human subject behavior have inspired studies using artificial agents in ``computational laboratories'' and vice versa. In certain cases, both methods have been used to examine the same phenomenon. The focus of this paper is on the empirical validity of agent-based modeling approaches in terms of explaining data from human subject experiments. We also point out synergies between the two methodologies that have been exploited as well as promising new possibilities.agent-based models, human subject experiments, zero- intelligence agents, learning, evolutionary algorithms

Q-Strategy: A Bidding Strategy for Market-Based Allocation of Grid Services

The application of autonomous agents by the provisioning and usage of computational services is an attractive research field. Various methods and technologies in the area of artificial intelligence, statistics and economics are playing together to achieve i) autonomic service provisioning and usage of Grid services, to invent ii) competitive bidding strategies for widely used market mechanisms and to iii) incentivize consumers and providers to use such market-based systems. The contributions of the paper are threefold. First, we present a bidding agent framework for implementing artificial bidding agents, supporting consumers and providers in technical and economic preference elicitation as well as automated bid generation by the requesting and provisioning of Grid services. Secondly, we introduce a novel consumer-side bidding strategy, which enables a goal-oriented and strategic behavior by the generation and submission of consumer service requests and selection of provider offers. Thirdly, we evaluate and compare the Q-strategy, implemented within the presented framework, against the Truth-Telling bidding strategy in three mechanisms – a centralized CDA, a decentralized on-line machine scheduling and a FIFO-scheduling mechanisms

Evolutionary Tournament-Based Comparison of Learning and Non-Learning Algorithms for Iterated Games

Evolutionary tournaments have been used effectively as a tool for comparing game-playing algorithms. For instance, in the late 1970's, Axelrod organized tournaments to compare algorithms for playing the iterated prisoner's dilemma (PD) game. These tournaments capture the dynamics in a population of agents that periodically adopt relatively successful algorithms in the environment. While these tournaments have provided us with a better understanding of the relative merits of algorithms for iterated PD, our understanding is less clear about algorithms for playing iterated versions of arbitrary single-stage games in an environment of heterogeneous agents. While the Nash equilibrium solution concept has been used to recommend using Nash equilibrium strategies for rational players playing general-sum games, learning algorithms like fictitious play may be preferred for playing against sub-rational players. In this paper, we study the relative performance of learning and non-learning algorithms in an evolutionary tournament where agents periodically adopt relatively successful algorithms in the population. The tournament is played over a testbed composed of all possible structurally distinct 2×2 conflicted games with ordinal payoffs: a baseline, neutral testbed for comparing algorithms. Before analyzing results from the evolutionary tournament, we discuss the testbed, our choice of representative learning and non-learning algorithms and relative rankings of these algorithms in a round-robin competition. The results from the tournament highlight the advantage of learning algorithms over players using static equilibrium strategies for repeated plays of arbitrary single-stage games. The results are likely to be of more benefit compared to work on static analysis of equilibrium strategies for choosing decision procedures for open, adapting agent society consisting of a variety of competitors.Repeated Games, Evolution, Simulation

Deception in Optimal Control

In this paper, we consider an adversarial scenario where one agent seeks to achieve an objective and its adversary seeks to learn the agent's intentions and prevent the agent from achieving its objective. The agent has an incentive to try to deceive the adversary about its intentions, while at the same time working to achieve its objective. The primary contribution of this paper is to introduce a mathematically rigorous framework for the notion of deception within the context of optimal control. The central notion introduced in the paper is that of a belief-induced reward: a reward dependent not only on the agent's state and action, but also adversary's beliefs. Design of an optimal deceptive strategy then becomes a question of optimal control design on the product of the agent's state space and the adversary's belief space. The proposed framework allows for deception to be defined in an arbitrary control system endowed with a reward function, as well as with additional specifications limiting the agent's control policy. In addition to defining deception, we discuss design of optimally deceptive strategies under uncertainties in agent's knowledge about the adversary's learning process. In the latter part of the paper, we focus on a setting where the agent's behavior is governed by a Markov decision process, and show that the design of optimally deceptive strategies under lack of knowledge about the adversary naturally reduces to previously discussed problems in control design on partially observable or uncertain Markov decision processes. Finally, we present two examples of deceptive strategies: a "cops and robbers" scenario and an example where an agent may use camouflage while moving. We show that optimally deceptive strategies in such examples follow the intuitive idea of how to deceive an adversary in the above settings

Mutual benefits of two multicriteria analysis methodologies: A case study for batch plant design

This paper presents a MultiObjective Genetic Algorithm (MOGA) optimization framework for batch plant design. For this purpose, two approaches are implemented and compared with respect to three criteria, i.e., investment cost, equipment number and a flexibility indicator based on work in process (the so-called WIP) computed by use of a discrete-event simulation model. The first approach involves a genetic algorithm in order to generate acceptable solutions, from which the best ones are chosen by using a Pareto Sort algorithm. The second approach combines the previous Genetic Algorithm with a multicriteria analysis methodology, i.e., the Electre method in order to find the best solutions. The performances of the two procedures are studied for a large-size problem and a comparison between the procedures is then made

Hierarchical relational models for document networks

We develop the relational topic model (RTM), a hierarchical model of both network structure and node attributes. We focus on document networks, where the attributes of each document are its words, that is, discrete observations taken from a fixed vocabulary. For each pair of documents, the RTM models their link as a binary random variable that is conditioned on their contents. The model can be used to summarize a network of documents, predict links between them, and predict words within them. We derive efficient inference and estimation algorithms based on variational methods that take advantage of sparsity and scale with the number of links. We evaluate the predictive performance of the RTM for large networks of scientific abstracts, web documents, and geographically tagged news.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS309 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org