Fuzzy local linear approximation-based sequential design

When approximating complex high-fidelity black box simulators with surrogate models, the experimental design is often created sequentially. LOLA-Voronoi, a powerful state of the art method for sequential design combines an Exploitation and Exploration algorithm and adapts the sampling distribution to provide extra samples in non-linear regions. The LOLA algorithm estimates gradients to identify interesting regions, but has a bad complexity which results in long computation time when simulators are high-dimensional. In this paper, a new gradient estimation approach for the LOLA algorithm is proposed based on Fuzzy Logic. Experiments show the new method is a lot faster and results in experimental designs of comparable quality

A new fuzzy set merging technique using inclusion-based fuzzy clustering

This paper proposes a new method of merging parameterized fuzzy sets based on clustering in the parameters space, taking into account the degree of inclusion of each fuzzy set in the cluster prototypes. The merger method is applied to fuzzy rule base simplification by automatically replacing the fuzzy sets corresponding to a given cluster with that pertaining to cluster prototype. The feasibility and the performance of the proposed method are studied using an application in mobile robot navigation. The results indicate that the proposed merging and rule base simplification approach leads to good navigation performance in the application considered and to fuzzy models that are interpretable by experts. In this paper, we concentrate mainly on fuzzy systems with Gaussian membership functions, but the general approach can also be applied to other parameterized fuzzy sets

Traveller Behaviour: Decision making in an unpredictable world

This paper discusses the nature and consequences of uncertainty in transport systems. Drawing on work from a number of fields, it addresses travellers’ abilities to predict variable phenomena, their perception of uncertainty, their attitude to risk and the various strategies they might adopt in response to uncertainty. It is argued that despite the increased interest in the representation of uncertainty in transport systems, most models treat uncertainty as a purely statistical issue and ignore the psychological aspects of response to uncertainty. The principle theories and models currently used to predict travellers’ response to uncertainty are presented and number of alternative modelling approaches are outlined. It is argued that the current generation of predictive models do not provide an adequate basis for forecasting response to changes in the degree of uncertainty or for predicting the likely effect of providing additional information. A number of alternative modelling approaches are identified to deal with travellers’ acquisition of information, the definition of their choice set and their choice between the available options. The use of heuristic approaches is recommended as an alternative to more conventional probabilistic methods

A Spatial Agent-Based Model of N-Person Prisoner's Dilemma Cooperation in a Socio-Geographic Community

The purpose of this paper is to present a spatial agent-based model of N-person prisoner's dilemma that is designed to simulate the collective communication and cooperation within a socio-geographic community. Based on a tight coupling of REPAST and a vector Geographic Information System, the model simulates the emergence of cooperation from the mobility behaviors and interaction strategies of citizen agents. To approximate human behavior, the agents are set as stochastic learning automata with Pavlovian personalities and attitudes. A review of the theory of the standard prisoner's dilemma, the iterated prisoner's dilemma, and the N-person prisoner's dilemma is given as well as an overview of the generic architecture of the agent-based model. The capabilities of the spatial N-person prisoner's dilemma component are demonstrated with several scenario simulation runs for varied initial cooperation percentages and mobility dynamics. Experimental results revealed that agent mobility and context preservation bring qualitatively different effects to the evolution of cooperative behavior in an analyzed spatial environment.Agent Based Modeling, Cooperation, Prisoners Dilemma, Spatial Interaction Model, Spatially Structured Social Dilemma, Geographic Information Systems

Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory

One of Keynes' core issues in his liquidity preference theory is how fundamental uncertainty affects the propensity to hold money as a liquid asset. The paper critically assesses various formal representations of fundamental uncertainty and provides an argument for a more boundedly rational approach to portfolio choice between liquidity and risky assets. The choice is made on the basis of individual beliefs which are subject to mental representations of the underlying economic structure. Self-consciousness arises when the agent is aware of the fact that beliefs are dispersed among agents due to the absence of a "true" model. Responding to this fact by increasing liquidity preference is rationalized by the higher ex post performance of choice. Moreover, we analyze the case that the portfolio is partially financed by debt. It is explored how fundamental uncertainty affects the volume of the portfolio and hence money and credit demand as well as the probability of debt failures.liquidity preference, portfolio choice, self-confidence, self-consciousness, fundamental uncertainty, bounded rationality, Keynes, Knight