Mathematics of Complex Systems - Part 1: Agent-based modeling

Master 2 Economics of Global Risks
Murat Yildizoglu
http://yildizoglu.fr
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Synopsis of the course

Chapter 0: Introduction: Economy as a complex adaptive system - Slides
Chapter 1: How economics usually model the economy? - Slides
Chapter 2: Shortcomings of the standard approach and a potential alternative - Slides
Chapter 3: An introduction to NetLogo - Slides - Example NetLogo program (Right-click+ Save the link as…)



Evaluation project 2017/18: Cournot oligopoly with best-reply learning




Resources on NetLogo:

NetLogo official web site
NetLogo Documentation
Dictionary of NetLogo
Quick Introduction to NetLogo par Luis R. Izquierdo
Tutoriels en vidéo sur YouTube par Gabriel Wurzer

Main references

Arthur, W. Brian, Durlauf, Steven, & Lane, David A. 1997. The Economy as an Evolving Complex System II. Reading: MA: Addison-Wesley.

Bonabeau, E., 2002, Agent-based modeling: Methods and techniques for simulating human systems, Proceedings of National Academy of Sciences, 3, 7280-7287.

Bousquet, F, C. LePage, 2004, Multi-agent simulations and ecosystem management: a review, Ecological Modelling, 176, 313–332.

Holland, John H. 1996. Hidden Order. How Adaptation Builds Complexity. Reading (MA): Addison-Wesley.

Miller, John H., & Page, Scott E. 2007. Complex Adaptive Systems. Princeton University Press.

Railsback, Steven F., & Grimm, Volker. 2012. Agent-based and Individual-based Modeling. A practical introduction. Princeton University Press.

Schelling, Thomas C. 2006. Micromotives and Macrobehavior. W.W. Norton.

Wilensky, Uri, & Rand, William. 2015. An introduction to Agent-based Modeling. Modeling natural, social, and engineered complex systems with NetLogo. MIT Press.