900 resultados para Stochastic agent-based models


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The behaviours of autonomous agents may deviate from those deemed to be for the good of the societal systems of which they are a part. Norms have therefore been proposed as a means to regulate agent behaviours in open and dynamic systems, and may be encoded in electronic contracts in order to specify the obliged, permitted and prohibited behaviours of agents that are signatories to such contracts. Enactment and management of electronic contracts thus enables the use of regulatory mechanisms to ensure that agent behaviours comply with the encoded norms. To facilitate such mechanisms requires monitoring in order to detect and explain violation of norms. In this paper we propose a framework for monitoring that is to be implemented and integrated into a suite of contract enactment and management tools. The framework adopts a non-intrusive approach to monitoring, whereby the states of a contract with respect to its contained norms can be inferred on the basis of messages exchanged. Specifically, the framework deploys agents that observe messages sent between contract signatories, where these messages correspond to agent behaviours and therefore indicate whether norms are, or are in danger of, being violated.

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The behaviours of autonomous agents may deviate from those deemed to be for the good of the societal systems of which they are a part. Norms have therefore been proposed as a means to regulate agent behaviours in open and dynamic systems, where these norms specify the obliged, permitted and prohibited behaviours of agents. Regulation can effectively be achieved through use of enforcement mechanisms that result in a net loss of utility for an agent in cases where the agent's behaviour fails to comply with the norms. Recognition of compliance is thus crucial for achieving regulation. In this paper we propose a generic architecture for observation of agent behaviours, and recognition of these behaviours as constituting, or counting as, compliance or violation. The architecture deploys monitors that receive inputs from observers, and processes these inputs together with transition network representations of individual norms. In this way, monitors determine the fulfillment or violation status of norms. The paper also describes a proof of concept implementation and deployment of monitors in electronic contracting environments.

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The behaviours of autonomous agents may deviate from those deemed to be for the good of the societal systems of which they are a part. Norms have therefore been proposed as a means to regulate agent behaviours in open and dynamic systems, where these norms specify the obliged, permitted and prohibited behaviours of agents. Regulation can effectively be achieved through use of enforcement mechanisms that result in a net loss of utility for an agent in cases where the agent’s behaviour fails to comply with the norms. Recognition of compliance is thus crucial for achieving regulation. In this paper we propose a generic architecture for observation of agent behaviours, and recognition of these behaviours as constituting, or counting as, compliance or violation. The architecture deploys monitors that receive inputs from observers, and processes these inputs together with transition network representations of individual norms. In this way, monitors determine the fulfillment or violation status of norms. The paper also describes a proof of concept implementation and deployment of monitors in electronic contracting environments.

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Patient recruitment for clinical trials is expensive and has been a significant challenge, with many trials not achieving their recruitment goals. One method that shows promise for improving recruitment is the use of interactive prompts that inform practitioners of patient eligibility for clinical trials during consultation. This paper presents the ePCRN-IDEA recruitment system, which utilises an agent-based infrastructure to enable real-time recruitment of patients. In essence, whenever patients enter a clinic, the system compares their details against eligibility criteria, which define the requirements of active clinical trials. If a patient is found to be eligible, a prompt is raised to notify the user. In this way, it becomes possible for recruitment to take place quickly in a cost effective manner, whilst maintaining patient trust through the involvement of their own health care practitioner.

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A intenção deste trabalho é explorar dinâmicas de competição por meio de “simulação baseada em agentes”. Apoiando-se em um crescente número de estudos no campo da estratégia e teoria das organizações que utilizam métodos de simulação, desenvolveu-se um modelo computacional para simular situações de competição entre empresas e observar a eficiência relativa dos métodos de busca de melhoria de desempenho teorizados. O estudo também explora possíveis explicações para a persistência de desempenho superior ou inferior das empresas, associados às condições de vantagem ou desvantagem competitiva

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We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic Mirror Descent algorithm and obtain con dence intervals on both the optimal values and optimal solutions. Numerical simulations show that our con dence intervals are much less conservative and are quicker to compute than previously obtained con dence intervals for SMD and that the multistep Stochastic Mirror Descent algorithm can obtain a good approximate solution much quicker than its nonmultistep counterpart. Our con dence intervals are also more reliable than asymptotic con dence intervals when the sample size is not much larger than the problem size.

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In this paper, we analyze the rural-urban migration phenomenon as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach which builds a computational agent-based model. Agents are placed on a lattice and the connections among them are described via an Ising-like model. Simulations on this computational model show some emergent properties that are common in developing economies, such as a transitional dynamics characterized by continuous growth of urban population, followed by the equalization of expected wages between rural and urban sectors (Harris-Todaro equilibrium condition), urban concentration and increasing of per capita income. (c) 2005 Elsevier B.V. All rights reserved.

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The Harris-Todaro model of the rural-urban migration process is revisited under an agent-based approach. The migration of the workers is interpreted as a process of social learning by imitation, formalized by a computational model. By simulating this model, we observe a transitional dynamics with continuous growth of the urban fraction of overall population toward an equilibrium. Such an equilibrium is characterized by stabilization of rural-urban expected wages differential (generalized Harris-Todaro equilibrium condition), urban concentration and urban unemployment. These classic results obtained originally by Harris and Todaro are emergent properties of our model.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Wireless LAN technology, despite the numerous advantages it has over competing technologies, has not seen widespread deployment. A primary reason for markets not adopting this technology is its failure to provide adequate security. Data that is sent over wireless links can be compromised with utmost ease. In this project, we propose a distributed agent based intrusion detection and response system for wireless LANs that can detect unauthorized wireless elements like access points, wireless clients that are in promiscuous mode etc. The system reacts to intrusions by either notifying the concerned personnel, in case of rogue access points and promiscuous nodes, or by blocking unauthorized users from accessing the network resources.

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Wireless LANs are growing rapidly and security has always been a concern. We have implemented a hybrid system, which will not only detect active attacks like identity theft causing denial of service attacks, but will also detect the usage of access point discovery tools. The system responds in real time by sending out an alert to the network administrator.

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Classical Pavlovian fear conditioning to painful stimuli has provided the generally accepted view of a core system centered in the central amygdala to organize fear responses. Ethologically based models using other sources of threat likely to be expected in a natural environment, such as predators or aggressive dominant conspecifics, have challenged this concept of a unitary core circuit for fear processing. We discuss here what the ethologically based models have told us about the neural systems organizing fear responses. We explored the concept that parallel paths process different classes of threats, and that these different paths influence distinct regions in the periaqueductal gray - a critical element for the organization of all kinds of fear responses. Despite this parallel processing of different kinds of threats, we have discussed an interesting emerging view that common cortical-hippocampal-amygdalar paths seem to be engaged in fear conditioning to painful stimuli, to predators and, perhaps, to aggressive dominant conspecifics as well. Overall, the aim of this review is to bring into focus a more global and comprehensive view of the systems organizing fear responses.

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In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.