900 resultados para Stochastic agent-based models


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Se utiliza un modelo de innovaciones sesgadas para estudiar los efectos de cambios exógenos en la oferta laboral. En un contexto de innovaciones sesgadas, a medida que las economías acumulan capital, el trabajo se hace relativamente más escaso y más caro, por este motivo, hay incentivos para adoptar tecnologías ahorradoras de trabajo. Del mismo modo un cambio en la oferta laboral afecta la abundancia de factores y sus precios relativos. En general, una reducción de la oferta laboral, hace que el trabajo sea más caro y genera incentivos para cambio tecnológico ahorrador de trabajo. Así, el efecto inicial que tiene el cambio en la oferta laboral sobre los precios de los factores es mitigado por el cambio tecnológico. Finalmente, los movimientos en la remuneración a los factores afectan las decisiones de ahorro y, por lo tanto, la dinámica del crecimiento. En este trabajo se exploran las consecuencias de una reducción de la oferta laboral en dos contextos teóricos diferentes: un modelo de agentes homogéneos y horizonte infinito y un modelo de generaciones traslapadas.

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Los aportes teóricos y aplicados de la complejidad en economía han tomado tantas direcciones y han sido tan frenéticos en las últimas décadas, que no existe un trabajo reciente, hasta donde conocemos, que los compile y los analice de forma integrada. El objetivo de este proyecto, por tanto, es desarrollar un estado situacional de las diferentes aplicaciones conceptuales, teóricas, metodológicas y tecnológicas de las ciencias de la complejidad en la economía. Asimismo, se pretende analizar las tendencias recientes en el estudio de la complejidad de los sistemas económicos y los horizontes que las ciencias de la complejidad ofrecen de cara al abordaje de los fenómenos económicos del mundo globalizado contemporáneo.

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La computación evolutiva y muy especialmente los algoritmos genéticos son cada vez más empleados en las organizaciones para resolver sus problemas de gestión y toma de decisiones (Apoteker & Barthelemy, 2000). La literatura al respecto es creciente y algunos estados del arte han sido publicados. A pesar de esto, no hay un trabajo explícito que evalúe de forma sistemática el uso de los algoritmos genéticos en problemas específicos de los negocios internacionales (ejemplos de ello son la logística internacional, el comercio internacional, el mercadeo internacional, las finanzas internacionales o estrategia internacional). El propósito de este trabajo de grado es, por lo tanto, realizar un estado situacional de las aplicaciones de los algoritmos genéticos en los negocios internacionales.

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La gestió de l'aigua residual és una tasca complexa. Hi ha moltes substàncies contaminants conegudes però encara moltes per conèixer, i el seu efecte individual o col·lgectiu és difícil de predir. La identificació i avaluació dels impactes ambientals resultants de la interacció entre els sistemes naturals i socials és un assumpte multicriteri. Els gestors ambientals necessiten eines de suport pels seus diagnòstics per tal de solucionar problemes ambientals. Les contribucions d'aquest treball de recerca són dobles: primer, proposar l'ús d'un enfoc basat en la modelització amb agents per tal de conceptualitzar i integrar tots els elements que estan directament o indirectament involucrats en la gestió de l'aigua residual. Segon, proposar un marc basat en l'argumentació amb l'objectiu de permetre als agents raonar efectivament. La tesi conté alguns exemples reals per tal de mostrar com un marc basat amb agents que argumenten pot suportar diferents interessos i diferents perspectives. Conseqüentment, pot ajudar a construir un diàleg més informat i efectiu i per tant descriure millor les interaccions entre els agents. En aquest document es descriu primer el context estudiat, escalant el problema global de la gestió de la conca fluvial a la gestiódel sistema urbà d'aigües residuals, concretament l'escenari dels abocaments industrials. A continuació, s'analitza el sistema mitjançant la descripció d'agents que interaccionen. Finalment, es descriuen alguns prototips capaços de raonar i deliberar, basats en la lògica no monòtona i en un llenguatge declaratiu (answer set programming). És important remarcar que aquesta tesi enllaça dues disciplines: l'enginyeria ambiental (concretament l'àrea de la gestió de les aigües residuals) i les ciències de la computació (concretament l'àrea de la intel·ligència artificial), contribuint així a la multidisciplinarietat requerida per fer front al problema estudiat. L'enginyeria ambiental ens proporciona el coneixement del domini mentre que les ciències de la computació ens permeten estructurar i especificar aquest coneixement.

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Six large-bodied, ≥ 120 g, woodpecker species are listed as near-threatened to critically endangered by the International Union for Conservation of Nature (IUCN). The small population paradigm assumes that these populations are likely to become extinct without an increase in numbers, but the combined influences of initial population size and demographic rates, i.e., annual adult survival and fecundity, may drive population persistence for these species. We applied a stochastic, stage-based single-population model to available demographic rates for Dryocopus and Campephilus woodpeckers. In particular, we determined the change in predicted extinction rate, i.e., proportion of simulated populations that went extinct within 100 yr, to concomitant changes in six input parameters. To our knowledge, this is the first study to evaluate the combined importance of initial population size and demographic rates for the persistence of large-bodied woodpeckers. Under a worse-case scenario, the median time to extinction was 7 yr (range: 1–32). Across the combinations of other input values, increasing initial population size by one female induced, on average, 0.4%–3.2% (range: 0%–28%) reduction in extinction rate. Increasing initial population size from 5–30 resulted in extinction rates < 0.05 under limited conditions: (1) all input values were intermediate, or (2) Allee effect present and annual adult survival ≥ 0.8. Based on our model, these species can persist as rare, as few as five females, and thus difficult-to-detect, populations provided they maintain ≥ 1.1 recruited females annually per adult female and an annual adult survival rate ≥ 0.8. Athough a demographic-based population viability analysis (PVA) is useful to predict how extinction rate changes across scenarios for life-history attributes, the next step for modeling these populations should incorporate more easily acquired data on changes in patch occupancy to make predictions about patch colonization and extinction rates.

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A semi-distributed model, INCA, has been developed to determine the fate and distribution of nutrients in terrestrial and aquatic systems. The model simulates nitrogen and phosphorus processes in soils, groundwaters and river systems and can be applied in a semi-distributed manner at a range of scales. In this study, the model has been applied at field to sub-catchment to whole catchment scale to evaluate the behaviour of biosolid-derived losses of P in agricultural systems. It is shown that process-based models such as INCA, applied at a wide range of scales, reproduce field and catchment behaviour satisfactorily. The INCA model can also be used to generate generic information for risk assessment. By adjusting three key variables: biosolid application rates, the hydrological connectivity of the catchment and the initial P-status of the soils within the model, a matrix of P loss rates can be generated to evaluate the behaviour of the model and, hence, of the catchment system. The results, which indicate the sensitivity of the catchment to flow paths, to application rates and to initial soil conditions, have been incorporated into a Nutrient Export Risk Matrix (NERM).

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Systems Engineering often involves computer modelling the behaviour of proposed systems and their components. Where a component is human, fallibility must be modelled by a stochastic agent. The identification of a model of decision-making over quantifiable options is investigated using the game-domain of Chess. Bayesian methods are used to infer the distribution of players’ skill levels from the moves they play rather than from their competitive results. The approach is used on large sets of games by players across a broad FIDE Elo range, and is in principle applicable to any scenario where high-value decisions are being made under pressure.

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Current feed evaluation systems for dairy cattle aim to match nutrient requirements with nutrient intake at pre-defined production levels. These systems were not developed to address, and are not suitable to predict, the responses to dietary changes in terms of production level and product composition, excretion of nutrients to the environment, and nutrition related disorders. The change from a requirement to a response system to meet the needs of various stakeholders requires prediction of the profile of absorbed nutrients and its subsequent utilisation for various purposes. This contribution examines the challenges to predicting the profile of nutrients available for absorption in dairy cattle and provides guidelines for further improved prediction with regard to animal production responses and environmental pollution. The profile of nutrients available for absorption comprises volatile fatty acids, long-chain fatty acids, amino acids and glucose. Thus the importance of processes in the reticulo-rumen is obvious. Much research into rumen fermentation is aimed at determination of substrate degradation rates. Quantitative knowledge on rates of passage of nutrients out of the rumen is rather limited compared with that on degradation rates, and thus should be an important theme in future research. Current systems largely ignore microbial metabolic variation, and extant mechanistic models of rumen fermentation give only limited attention to explicit representation of microbial metabolic activity. Recent molecular techniques indicate that knowledge on the presence and activity of various microbial species is far from complete. Such techniques may give a wealth of information, but to include such findings in systems predicting the nutrient profile requires close collaboration between molecular scientists and mathematical modellers on interpreting and evaluating quantitative data. Protozoal metabolism is of particular interest here given the paucity of quantitative data. Empirical models lack the biological basis necessary to evaluate mitigation strategies to reduce excretion of waste, including nitrogen, phosphorus and methane. Such models may have little predictive value when comparing various feeding strategies. Examples include the Intergovernmental Panel on Climate Change (IPCC) Tier II models to quantify methane emissions and current protein evaluation systems to evaluate low protein diets to reduce nitrogen losses to the environment. Nutrient based mechanistic models can address such issues. Since environmental issues generally attract more funding from governmental offices, further development of nutrient based models may well take place within an environmental framework.

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The postpartum period is a sensitive time due to the presence and demands of the developing infant. The care provided by a mother to her infant during this period may be compromised if she is suffering from postnatal depression or postpartum psychosis. Evidence has been emerging which suggests that postnatal depression and postpartum psychoses have adverse effects on the quality of the mother-infant relationship and also on the infants subsequent cognitive and emotional development. Presented is a review of the literature relating to how these conditions impact on parenting and infant outcomes, what measures are in place to detect these conditions and evidence-based models of best clinical practice are proposed.

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Space applications demand the need for building reliable systems. Autonomic computing defines such reliable systems as self-managing systems. The work reported in this paper combines agent-based and swarm robotic approaches leading to swarm-array computing, a novel technique to achieve self-managing distributed parallel computing systems. Two swarm-array computing approaches based on swarms of computational resources and swarms of tasks are explored. FPGA is considered as the computing system. The feasibility of the two proposed approaches that binds the computing system and the task together is simulated on the SeSAm multi-agent simulator.

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Space applications demand the need for building reliable systems. Autonomic computing defines such reliable systems as self-managing systems. The work reported in this paper combines agent-based and swarm robotic approaches leading to swarm-array computing, a novel technique to achieve self-managing distributed parallel computing systems. Two swarm-array computing approaches based on swarms of computational resources and swarms of tasks are explored. FPGA is considered as the computing system. The feasibility of the two proposed approaches that binds the computing system and the task together is simulated on the SeSAm multi-agent simulator.

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The deployment of Quality of Service (QoS) techniques involves careful analysis of area including: those business requirements; corporate strategy; and technical implementation process, which can lead to conflict or contradiction between those goals of various user groups involved in that policy definition. In addition long-term change management provides a challenge as these implementations typically require a high-skill set and experience level, which expose organisations to effects such as “hyperthymestria” [1] and “The Seven Sins of Memory”, defined by Schacter and discussed further within this paper. It is proposed that, given the information embedded within the packets of IP traffic, an opportunity exists to augment the traffic management with a machine-learning agent-based mechanism. This paper describes the process by which current policies are defined and that research required to support the development of an application which enables adaptive intelligent Quality of Service controls to augment or replace those policy-based mechanisms currently in use.

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Space applications demand the need for building reliable systems. Autonomic computing defines such reliable systems as self-managing systems. The work reported in this paper combines agent based and swarm robotic approaches leading to swarm-array computing, a novel technique to achieve autonomy for distributed parallel computing systems. Two swarm-array computing approaches based on swarms of computational resources and swarms of tasks are explored. FPGA is considered as the computing system. The feasibility of the two proposed approaches that binds the computing system and the task together is simulated on the SeSAm multi-agent simulator.

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Brand competition is modelled using an agent based approach in order to examine the long run dynamics of market structure and brand characteristics. A repeated game is designed where myopic firms choose strategies based on beliefs about their rivals and consumers. Consumers are heterogeneous and can observe neighbour behaviour through social networks. Although firms do not observe them, the social networks have a significant impact on the emerging market structure. Presence of networks tends to polarize market share and leads to higher volatility in brands. Yet convergence in brand characteristics usually happens whenever the market reaches a steady state. Scale-free networks accentuate the polarization and volatility more than small world or random networks. Unilateral innovations are less frequent under social networks.

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The work reported in this paper is motivated towards handling single node failures for parallel summation algorithms in computer clusters. An agent based approach is proposed in which a task to be executed is decomposed to sub-tasks and mapped onto agents that traverse computing nodes. The agents intercommunicate across computing nodes to share information during the event of a predicted node failure. Two single node failure scenarios are considered. The Message Passing Interface is employed for implementing the proposed approach. Quantitative results obtained from experiments reveal that the agent based approach can handle failures more efficiently than traditional failure handling approaches.