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Optimization of behaviour strategies within the simulation model of a multi-agent socio-economic system
 
PIIS042473880027006-5-1
DOI10.31857/S042473880027006-5
Publication type Article
Status Published
Authors
Andranik Akopov 
Occupation: Chief Researcher Scholar
Affiliation:
Central Economics and Mathematics Institute, Russian Academy of Sciences
Russia
Address: Moscow, Russian Federation
Armen Beklaryan
Affiliation: National Research University Higher School of Economics
Address: Russian Federation, Moscow
Journal nameEkonomika i matematicheskie metody
EditionVolume 59 No. 3
Pages117-131
Abstract

This article presents a new simulation model of a multi-agent socio-economic system (MA-SES), in which individual, including interproduct interactions are implemented. Within the MA-SES, the models of agent-producers and agents-consumers behaviour with their objective functions are studied. In particular, producers follow their own production strategies by choosing the moments for introducing new fixed assets and labour resources. Consumers participate in barter and monetary deals by interacting with other agents. The states of readiness of agents-producers to introduce new fixed assets and labour resources, as well as the states of readiness of agents-consumers to complete barter and monetary deals are set up for each time moment using lognormal distributions with given characteristics, which are the control parameters of the system. Important bi-objective optimisation problems are formulated for ensembles of agents-producers and agents-consumers. A new parallel hybrid genetic algorithm (MORCGA-MOPSO) was developed, in particular, providing the possibility of seeking the Pareto-optimal solutions for maximising the average (over an ensemble of agents) profit and the total number of agent-producers’ buyers, as well as maximising the average utility and monetary savings of agents-consumers. The parameters of log-normal distributions that determine the states of interacting agents that make individual decisions are computed. The features of the behavioural strategies of producers and consumers are determined, which make possible to achieve an improvement in the values of the objective functions through controlling the dynamics of the input of production resources and choosing the preferred types of interproduct interactions, in particular, barter, monetary etc.

Keywordsmulti-agent socio-economic systems, simulation of economic processes, interproduct interactions, genetic algorithms, particle swarm optimization, multicriteria optimization
AcknowledgmentThe research was supported by Russian Science Foundation (project No. 23–21–00012).
Received06.08.2023
Publication date19.09.2023
Number of characters30431
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