A global optimization heuristic for estimating agent based models
type: Item
instance of: scholarly article
title: A global optimization heuristic for estimating agent based models
zbMATH Open document ID: 1429.65123
DOI: 10.1016/S0167-9473(02)00214-1
published in: Computational Statistics and Data Analysis
publication date: 2008-11-04T00:00:00Z
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5361778
zbMATH Keywords: global optimization
zbMATH Keywords: threshold accepting
zbMATH Keywords: simplex algorithm
zbMATH Keywords: agent based models
zbMATH Keywords: indirect estimation
zbMATH Keywords: validation
author: Manfred Gilli
author: Peter Winker
describes a project that uses: fminsearch
MaRDI profile type: Publication
cites work: On the convergence of ``threshold accepting''
cites work: Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
cites work: Optimization by Simulated Annealing
cites work: Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
cites work: Agent-based computational finance: Suggested readings and early research
cites work: A Simplex Method for Function Minimization
cites work: Handbook of applied optimization
cites work: Recent developments and trends in global optimization
cites work: Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation
cites work: Introduction (to the special issue: Agent-based computational economics)
cites work: Introduction to the special issue on agent-based computational economics
cites work: Optimization heuristics in econometrics. Applications of threshold accepting
full work available at URL: s0167-9473(02)00214-1
OpenAlex ID: W2079940549
Recommended article: Agent-based optimization
Recommended article: Estimation of agent-based models using sequential Monte Carlo methods
Recommended article: A consensus-based model for global optimization and its mean-field limit
Recommended article: Bayesian estimation of agent-based models
Recommended article: Estimation of ergodic agent-based models by simulated minimum distance
Recommended article: Solving heterogeneous-agent models by projection and perturbation
Recommended article: A method for solving and estimating heterogeneous agent macro models
Recommended article: Q4475522
description: scientific article; zbMATH DE number 5361778