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Robert Lempert

Publications and source records attributed to Robert Lempert.

2 recordsLinked to original sources

Robust reasoning with agent-based modeling.

Agent-based modeling (ABM) is a powerful representational formalism that has wide utility for modeling nonlinear systems. For ABM to achieve its potential as a scientific tool, our ability to build models that embody our knowledge must be complemented by rigorous means for making inferences using such models. Due to nonlinearity, this rigor cannot in general be based solely on demonstrating that a model reliably predicts the outcomes of available physical measurements. In this paper we describe an alternative approach to robust reasoning based on the concept of ensembles of alternative models. Ensembles of models can be defined that plausibly span classes of systems including the system of interest. Research methodologies for searching and sampling from such ensembles can be used to support plausible conclusions about invariant properties of ensembles of ABMs and hence of the classes of systems they represent. Notable among these are approaches that implement a competition between ensembles of problem formulations or challenges and conclusions robust to these challenges. This approach is demonstrated using examples drawn from our research.

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Agent-based modeling as organizational and public policy simulators.

Agent-based models are an increasingly powerful tool for simulating social systems because they can represent important phenomenon difficult to capture in other mathematical formalisms. But, agent-based models have provided only limited support for policy-making because their distinctive abilities are often most useful in situations where the future is unpredictable. In such situations, the traditional analytic methods for applying simulation models to support decision-making are least effective. Fortunately, new analytic approaches for decision-making under conditions of deep uncertainty--emphasizing large ensembles of model-created scenarios and adaptive policies evaluated with the criteria of robustness, rather than with optimality or efficiency--can unleash the full potential of agent-based policy simulators.

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