A self-referential agent-based model that consists of a large number of agents moving stochastically in a discrete bounded domain.

DOI10.1016/S0096-3003(02)00375-2zbMath1054.91057MaRDI QIDQ1399811

Nobuoki Eshima, Minoru Tabata

Publication date: 30 July 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

asymptotic behaviormaster equationSelf-referencestochastic agent-based model

Mathematics Subject Classification ID

Trade models (91B60)

Related Items

The behavior of stochastic agent-based models when the number of agents and the time variable tend to infinity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Synergetic economics. Time and change in nonlinear economics
• Chaos and socio-spatial dynamics
• The nonlinear integro-partial differential equation describing the logistic growth of human population with migration
• The Cauchy problem for the system of equations describing migration motivated by regional economic disparity
• The mathematical theory of dilute gases
• The behavior of solutions to the Cauchy problem for the master equation
• Concepts and models of a quantitative sociology. The dynamics of interacting populations
• An infinite continuous model which derives from a finite discrete model describing the time evolution of the density of firms.
• Blowing-up solutions to the Cauchy problem for the master equation
• The Cauchy problem for the nonlinear integro-partial differential equation in quantitative sociodynamics.
• Quantitative sociodynamics. Stochastic methods and models of social interaction processes. Transl. from the German by Richard Calek and Dirk Helbing
• Integral Representations of Invariant States on B* Algebras