Approximate Analysis of Large Simulation-Based Games.

Game theory offers powerful tools for reasoning about agent behavior and incentives in multi-agent systems. Traditional approaches to game-theoretic analysis require enumeration of all possible strategies and outcomes. This often constrains game models to small numbers of agents and strategies or simple closed-form payoff descriptions. Simulation-based game theory extends the reach of game-theoretic analysis through the use of agent-based modeling. In the simulation-based approach, the analyst describes an environment procedurally and then computes payoffs by simulation of agent interactions in that environment. I use simulation-based game theory to study a model of credit network formation. Credit networks represent trust relationships in a directed graph and have been proposed as a mechanism for distributed transactions without a central currency. I explore what information is important when agents make initial decisions of whom to trust, and what sorts of networks can result from their decisions. This setting demonstrates both the value of simulation-based game theory—extending game-theoretic analysis beyond analytically tractable models—and its limitations—simulations produce prodigious amounts of data, and the number of simulations grows exponentially in the number of agents and strategies. I propose several techniques for approximate analysis of simulation-based games with large numbers of agents and large amounts of simulation data. First, I show how bootstrap-based statistics can be used to estimate confidence bounds on the results of simulation-based game analysis. I show that bootstrap confidence intervals for regret of approximate equilibria are well-calibrated. Next, I describe deviation-preserving reduction, which approximates an environment with a large number of agents using a game model with a small number of players, and demonstrate that it outperforms previous player reductions on several measures. Finally, I employ machine learning to construct game models from sparse data sets, and provide evidence that learned game models can produce even better approximate equilibria in large games than deviation-preserving reduction.PhDComputer Science and EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/113587/1/btwied_1.pd

Complexity in Foresight: experiences with INTERSECTIONS: an agent-based simulation workbench to help achieve adaptiveness in strategic planning

“Complexity in Foresight” is a new synthetic paradigm that crosses areas in strategic planning and the complexity sciences. It connects the fields of agent-based simulation and complex adapative systems, and provides the overall blueprint for the construction of a new generation of toolkits. The plan is ambitious: to help achieve adaptiveness in strategic planning. My proposal is to start the construction of an agent-based simulation workbench with the ingredients: would-be worlds, building-block approaches and learning-action networks. The workbench will be designed to support learning-action networks; the informal networks of scientists, policy-makers and stakeholders that have a critical role for sustainable development. Their interactions and learning will be facilitated by would-be worlds; agent-based simulation models that function as “laboratories”, which the used to generate crude images of transitional change. These images will be treated as thought experiments, designed to make it easier for the planners to switch between observable realities and possible realities. Building-block approaches help to organize the modeling, experimentation and learning processes in a very flexible way, so that the overall process becomes adaptive. In this thesis I present the “Framework for Synthesis” designed to facilitate a unifying process to the development and use of would-be worlds. I build tools and methods and integrate them into the “INTERSECTIONS” workbench. I apply different combinations of these tools and methods in two case studies. I evaluate the potential usefulness of the Framework for Synthesis to support learning-action networks. I present the Framework on the CD-ROM included with this thesis, so that the reader can interact with the tools and methods

Overview on agent-based social modelling and the use of formal languages

Transdisciplinary Models and Applications investigates a variety of programming languages used in validating and verifying models in order to assist in their eventual implementation. This book will explore different methods of evaluating and formalizing simulation models, enabling computer and industrial engineers, mathematicians, and students working with computer simulations to thoroughly understand the progression from simulation to product, improving the overall effectiveness of modeling systems.Postprint (author's final draft

Rational bidding using reinforcement learning: an application in automated resource allocation

The application of autonomous agents by the provisioning and usage of computational resources 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 resource provisioning and usage of computational resources, 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 framework for supporting consumers and providers in technical and economic preference elicitation and the generation of bids. Secondly, we introduce a consumer-side reinforcement learning bidding strategy which enables rational behavior by the generation and selection of bids. Thirdly, we evaluate and compare this bidding strategy against a truth-telling bidding strategy for two kinds of market mechanisms – one centralized and one decentralized

Cognitive modeling of social behaviors

To understand both individual cognition and collective activity, perhaps the greatest opportunity today is to integrate the cognitive modeling approach (which stresses how beliefs are formed and drive behavior) with social studies (which stress how relationships and informal practices drive behavior). The crucial insight is that norms are conceptualized in the individual mind as ways of carrying out activities. This requires for the psychologist a shift from only modeling goals and tasks —why people do what they do—to modeling behavioral patterns—what people do—as they are engaged in purposeful activities. Instead of a model that exclusively deduces actions from goals, behaviors are also, if not primarily, driven by broader patterns of chronological and located activities (akin to scripts). To illustrate these ideas, this article presents an extract from a Brahms simulation of the Flashline Mars Arctic Research Station (FMARS), in which a crew of six people are living and working for a week, physically simulating a Mars surface mission. The example focuses on the simulation of a planning meeting, showing how physiological constraints (e.g., hunger, fatigue), facilities (e.g., the habitat’s layout) and group decision making interact. Methods are described for constructing such a model of practice, from video and first-hand observation, and how this modeling approach changes how one relates goals, knowledge, and cognitive architecture. The resulting simulation model is a powerful complement to task analysis and knowledge-based simulations of reasoning, with many practical applications for work system design, operations management, and training