Understanding Complex Systems

Markov Chain Aggregation for Agent-Based Models

Authors: Banisch, Sven

  • Introduces and describes a new approach for modelling certain types of complex dynamical systems
  • Self-contained presentation and introductory level
  • Useful as advanced text and as self-study guide
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eBook $69.99
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  • ISBN 978-3-319-24877-6
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Hardcover $89.99
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  • ISBN 978-3-319-24875-2
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About this book

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

Table of contents (10 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-319-24877-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $89.99
price for USA
  • ISBN 978-3-319-24875-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Markov Chain Aggregation for Agent-Based Models
Authors
Series Title
Understanding Complex Systems
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-24877-6
DOI
10.1007/978-3-319-24877-6
Hardcover ISBN
978-3-319-24875-2
Series ISSN
1860-0832
Edition Number
1
Number of Pages
XIV, 195
Number of Illustrations and Tables
65 b/w illustrations, 18 illustrations in colour
Topics