计量经济学
随机建模
随机微分方程
计算机科学
基于Agent的模型
数学优化
统计物理学
经济
数学
应用数学
统计
物理
人工智能
作者
Hazhir Rahmandad,John D. Sterman
出处
期刊:Management Science
[Institute for Operations Research and the Management Sciences]
日期:2008-03-19
卷期号:54 (5): 998-1014
被引量:737
标识
DOI:10.1287/mnsc.1070.0787
摘要
When is it better to use agent-based (AB) models, and when should differential equation (DE) models be used? Whereas DE models assume homogeneity and perfect mixing within compartments, AB models can capture heterogeneity across individuals and in the network of interactions among them. AB models relax aggregation assumptions, but entail computational and cognitive costs that may limit sensitivity analysis and model scope. Because resources are limited, the costs and benefits of such disaggregation should guide the choice of models for policy analysis. Using contagious disease as an example, we contrast the dynamics of a stochastic AB model with those of the analogous deterministic compartment DE model. We examine the impact of individual heterogeneity and different network topologies, including fully connected, random, Watts-Strogatz small world, scale-free, and lattice networks. Obviously, deterministic models yield a single trajectory for each parameter set, while stochastic models yield a distribution of outcomes. More interestingly, the DE and mean AB dynamics differ for several metrics relevant to public health, including diffusion speed, peak load on health services infrastructure, and total disease burden. The response of the models to policies can also differ even when their base case behavior is similar. In some conditions, however, these differences in means are small compared to variability caused by stochastic events, parameter uncertainty, and model boundary. We discuss implications for the choice among model types, focusing on policy design. The results apply beyond epidemiology: from innovation adoption to financial panics, many important social phenomena involve analogous processes of diffusion and social contagion.
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