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Agent-Based Modeling and Simulation PDF

328 Pages·2014·5.934 MB·English
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Agent-based Modeling and Simulation TheOREssentialsseries Serieseditor:SimonJETaylor,BrunelUniversity,UK. The OR Essentials series presents a unique cross-section of high quality research work fundamental to understanding contemporary issues and research across a range of Operational Research (OR) topics. It brings together some of the best research papers from the esteemed Operational Research Society and its associated journals, also publishedbyPalgraveMacmillan. ORdealswiththeuseofadvancedanalyticalmethodstosupportbetterdecisionmaking. Asamultidisciplinaryfield,ithasstronglinkstomanagementscience,decisionscience, computer science and has practical applications in areas such as engineering, manufacturing,commerce,healthcareanddefence. ORhaslong-standinghistoricalroots.However,asamoderndisciplineitarguablystarted duringWorldWarIIwhenmathematicaltechniqueswerebeingdevelopedtosupport thewareffort.Nowitiscommonplaceandakeydisciplinetaughtinuniversitiesacross the world, at undergraduate and postgraduate levels. There are several international societiesdedicatedtotheadvancementofOR(e.g.theOperationalResearchSocietyand INFORMS – TheInstitutefor OperationsResearchand theManagementSciences)and therearemanyhighqualitypeer-reviewjournalsdedicatedtothetopic. TheOREssentialsbooksareavitalreferencetoolforstudents,academics,andindustry practitioners, providing easy access to top research papers on the most cutting-edge topicswithinthefieldofOperationalResearch. Titlesinclude: SimonJETaylor(editor) AGENT-BASEDMODELINGANDSIMULATION Forthcomingtitlesinclude: RogerForder(editor) OR,DEFENCEANDSECURITY TheOREssentialsseries SeriesStandingOrderISBN978–1–137–45360–0 You can receive future title in this series as they are published by placing a standing order.Pleasecontactyourbookselleror,incaseofdifficulty,writetousattheaddress belowwithyournameandaddress,thetitleoftheseriesandtheISBNquotedabove. CustomerServicesDepartment,MacmillanDistributionLtd,Houndmills, Basingstoke,HampshireRG216XS,England. Agent-based Modeling and Simulation Editedby Simon JE Taylor BrunelUniversity,UK Selection,introduction,andeditorialmatter©SimonJETaylor2014 Individualchapters©OperationalResearchSociety2014 Softcover reprint of the hardcover 1st edition 2014 978-1-137-45362-4 Allrightsreserved.Noreproduction,copyortransmissionofthispublicationmaybe madewithoutwrittenpermission. Noportionofthispublicationmaybereproduced,copiedortransmittedsavewith writtenpermissionorinaccordancewiththeprovisionsoftheCopyright,Designs andPatentsAct1988,orunderthetermsofanylicencepermittinglimitedcopying issuedbytheCopyrightLicensingAgency,SaffronHouse,6–10KirbyStreet, LondonEC1N8TS. Anypersonwhodoesanyunauthorizedactinrelationtothispublicationmaybe liabletocriminalprosecutionandcivilclaimsfordamages. Theauthorshaveassertedtheirrightstobeidentifiedastheauthorsofthisworkin accordancewiththeCopyright,DesignsandPatentsAct1988. Firstpublished2014by PALGRAVEMACMILLAN PalgraveMacmillanintheUKisanimprintofMacmillanPublishersLimited, registeredinEngland,companynumber785998,ofHoundmills,Basingstoke, HampshireRG216XS. PalgraveMacmillanintheUSisadivisionofStMartin’sPressLLC, 175FifthAvenue,NewYork,NY10010. PalgraveMacmillanistheglobalacademicimprintoftheabovecompanies andhascompaniesandrepresentativesthroughouttheworld. Palgrave®andMacmillan®areregisteredtrademarksintheUnitedStates,theUnited Kingdom,Europeandothercountries. ISBN 978-1-349-49773-7 ISBN 978-1-137-45364-8 (eBook) DOI 10.1057/9781137453648 Thisbookisprintedonpapersuitableforrecyclingandmadefromfullymanaged andsustainedforestsources.Logging,pulpingandmanufacturingprocessesare expectedtoconformtotheenvironmentalregulationsofthecountryoforigin. AcataloguerecordforthisbookisavailablefromtheBritishLibrary. AcatalogrecordforthisbookisavailablefromtheLibraryofCongress. TypesetbyMPSLimited,Chennai,India. Contents ListofFiguresandTables viii 1 Introducingagent-basedmodelingandsimulation 1 SimonJE Taylor 2 Tutorialonagent-basedmodelingandsimulation 11 CMMacalandMJNorth 3 Someinsightsintotheemergenceofagent-basedmodeling 32 BLHeathandRRHill 4 Anapplicationofagent-basedsimulationtothemanagementof hospital-acquiredinfection 45 YMeng,RDavies,KHardyandPHawkey 5 Anagent-basedsimulationapproachforthenewproductdiffusion ofanovelbiomassfuel 61 MGünther,CStummer,LMWakolbingerandMWildpaner 6 Agent-basedmodelingandsimulationofurbanevacuation:relative effectivenessofsimultaneousandstagedevacuationstrategies 78 XChenandFB Zhan 7 Towardsthedevelopmentofasimulatorforinvestigatingthe impactofpeoplemanagementpracticesonretailperformance 97 POSiebers,UAickelin,HCeliaandCWClegg 8 Amulti-agentsimulationofthepharmaceuticalsupplychain 133 GJetly,CLRossettiandRHandfield 9 Workflowschedulingusingmulti-agentsystemsinadynamically changingenvironment 155 MMerdan,TMoser,WSunindyo,SBifflandPVrba 10 Creditrisk:anagent-basedmodelofpost-creditdecisionactions andcreditlossesinbanks 185 SJonsson 11 Thedevelopmentofnewinfantrytacticsduringtheearly eighteenthcentury:acomputersimulationapproachtomodern militaryhistory 208 XRubio-Campillo,JMCelaandFXHCardona 12 Agenerictestingframeworkforagent-basedsimulationmodels 231 ÖGürcan,ODikenelliandCBernon v vi Contents 13 Successfulapproachesforteachingagent-basedsimulation 271 CMMacalandMJNorth 14 Discrete-eventsimulationisaliveandkicking! 291 SBrailsford Index 307 List of Figures and Tables Figures 2.1 Thestructureofatypicalagent-basedmodel,asinSugarscape (EpsteinandAxtell,1996) 14 2.2 Atypicalagent 16 2.3 Topologiesforagentrelationshipsandsocialinteraction 19 2.4 ARepastSimphonyagentbehaviourflowchart 26 4.1 Structureoftheagent-basedsimulationmodel 49 4.2 Resultsfromasinglerunofthesimulationapplyingthebasecase parameters 55 5.1 Overviewofsimulationentities 64 5.2 Timingofmasscommunication 71 5.3 Targetingexperts 71 5.4 Geographicallytargetedactivities 72 5.5 Pricingstrategies 73 6.1 Simulatedroadnetworksusedinthesimulationandthe divisionofthefourzonesintheaffectedarea:(a)gridroad network,(b)ringroadnetwork,(c)realroadnetwork.(Note: ellipse—hypotheticalaffectedarea,solidlines—roadnetworks, dashedlinesin(c)—zonedivisions) 83 6.2 Examplesoftrafficloadingpositions:(a)gridroadnetwork,(b)ring roadnetwork 86 6.3 Fritzschecar-followingdiagram(AfterFritzsche,1994) 88 6.4 Performanceoftheevacuationstrategiesonthegridroad network 91 6.5 Performanceoftheevacuationstrategiesontheringroad network 92 6.6 Performanceoftheevacuationstrategiesontherealroadnetwork 93 7.1 Conceptualmodeloftheretaildepartmentsimulationmodel 107 7.2 Conceptualmodelofourcustomeragents 108 7.3 Customer(left)andstaff(topright)agentlogicimplementationin AnyLogict 109 7.4 Diagramsforexperiment1 119 vii viii ListofFiguresandTables 7.5 Resultsfromexperiment2—Customerleavingstatesplit 125 7.6 Resultsfromexperiment2—Customersatisfaction(considering history,inpercentageoftotalcustomers) 126 7.7 Resultsfromexperiment2—Customersatisfaction(pervisit,in percentageoftotalvisits) 126 8.1 Interactioninpharmaceuticalsupplychain(arrowsrepresent bidsforthenewproduct) 139 8.2 Theproductlifecyclecurvefordifferenttypesofdrugs 140 8.3 Simplifiedschematicofsimulationflowinthemodel 142 8.4 Differentclassesandtheirinteraction 147 8.5 Productslaunchedbytop-30pharmacompanies(a)Simulation outputforthegameswithK-Steststatisticocriticalvalue; (b)ResultsderivedfromtheFDAOrangeBook1982–2006 149 8.6 Survivorsfromtop-30pharmacompanies(a)Simulationoutput forthegameswithK-Steststatisticocriticalvalue;(b)Results derivedfromCompustatdataforthelargepharmacompanies 1982–2006 150 8.7 (a)SimulationoutputforthegameswithK-Steststatisticocritical value;(b)MedianindustryROAfromCBOreport 151 9.1 Overviewsystemarchitecture(Merdanetal,2008) 162 9.2 Reschedulingtheagendaofafailedmachine 166 9.3 ScreenshotofSAWsimulation(Merdanetal,2008) 172 9.4 Resultsofexperimentswithoutmachine/conveyorfailures 173 9.5 Resultsofexperimentswithredundantconveyorsfailingand machinesfailingforashortperiodoftime 173 9.6 Resultsofexperimentswithredundantconveyorsfailingand machinesfailingforalongperiodoftime 174 9.7 Resultsofexperimentswithnon-redundantconveyorsfailing andmachinesfailingforashortperiodoftime 175 9.8 Resultsofexperimentswithnon-redundantconveyorsfailing andmachinesfailingforalongperiodoftime 176 9.9 ComparisonofCR-T 176 10.1 TheformalstructureoftheBankModel 188 10.2 Responsestoquestionsaboutinformationsourcesusedintheir last credit-grantingdecision 191 10.3 Responsestoquestionsaboutthemostusefulinformation sourcesusedintheirlastcredit-grantingdecision 191 ListofFiguresandTables ix 10.4 DistributionofinitialPDvalues 195 10.5 Expectedcreditloss(percentage)whenthebankershavethe optiontoterminatethecontractwithallfirmsinwhichthePPD exceedsthePPDlimit of0.10(Option3) 199 10.6 Expectedcreditloss(percentage)whenthebankershavethe optiontohalveexposuretofirmsinwhichthePPDexceedsthe PPDlimit of0.10(Option2) 200 10.7 Expectedcreditloss(percentage)whenthebankertakeno actionsoffirmsinwhichthePPDexceedsthePPDlimitof 0.10(Option1) 200 10.8 Simulationresultsfromallthreepost-creditdecisionaction options;meanofexpectedcreditlossesasapercentageofthe totalborrowingatdifferentlimitsforPPDlimits 201 10.9 Creditlosses(percentage)oftheBankandotherbanksinthe Swedishmarket(1998–2010) 203 11.1 SingleFiresystem.Thefigureportraysthedeploymentofa theoreticalbattalioninthreeranks,andthearrowpointstowards theenemy.Thenumberontherightistheorderoffire(inthis case,everysoldierfiresatthesametime) 210 11.2 FirebyRanks,followingthelegendofFigure11.1Thenumber istheorderoffire,andinthiscasethelastrankfiresfirst,followed bythemiddlerankandthentherankclosesttotheenemy 211 11.3 PlatoonFire.Asstatedbefore,thenumbershowstheorderof execution.Theranksaredividedintofourgroups,depictedinthe figurebydifferentpatterns.Intheory,allthesoldiersinagroup shouldfireatthesametime.Aswecansee,mostsoldiersinthe firstrankareleftinreserveaspartofthefourthgroup 211 11.4 ThisdiagramportraystheCatalansystem,asdefinedinFerrer’s drillingmanual.Theranksaredividedinto16sections,paired fromtheflanksoftheformationtothecentre 212 11.5 ResultofexecutingtheABMfor200timesteps(100s).Afterthree volleys,thenorthernbattlelinebeginstopanic,breakingthe formationinthezonethatreceivedmaximumstress(inthiscase thecentre).Theagent’scolourshowsitslevelofstress(thelower valuesarewhite;thehigheronesred) 219 11.6 Formationefficiencyinrelationtosoldierperformance.The entiresetofresultsisportrayedusingthreeaxes:theXaxis definestheaccuracyoftheRedside(1–25%);theZaxisdefines thecohesionrating(10–100%)andtheYaxisthenumberof victoriesoftheRedsideovertheBlueside 222

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