提出通用双层框架ADAGE,让智能体和环境同步自适应。
ADAGE: A generic two-layer framework for adaptive agent based modelling
- 将双层自适应建模形式化为条件策略的斯塔克尔伯格博弈
- 统一处理政策设计、校准、情景生成等常见ABM任务
- 适用于复杂经济金融场景,解决传统ABM的动态适应难题
基于智能体的模型(ABMs)在模拟复杂、非均衡场景方面具有重要价值。然而,长期面临卢卡斯批判:智能体行为应随环境变化而调整;同时环境也会响应行为变化,形成复杂的双层自适应问题。近年将多智能体强化学习引入ABMs虽使智能体行为具备自适应性,但方法仍较零散,缺乏通用框架,且未同时处理环境层面的动态调整。本文提出通用双层框架ADAGE,将双层自适应问题建模为带有条件行为策略的斯塔克尔伯格博弈,通过求解一组耦合非线性方程实现统一建模。该框架可整合政策设计、校准、情景生成与鲁棒行为学习等以往视为独立的任务。我们在多个典型经济与金融环境中进行模拟,验证了该框架在解决传统ABM长期批判方面的有效性。
原文摘要 · Abstract (English)
Agent-based models (ABMs) are valuable for modelling complex, potentially out-of-equilibria scenarios. However, ABMs have long suffered from the Lucas critique, stating that agent behaviour should adapt to environmental changes. Furthermore, the environment itself often adapts to these behavioural changes, creating a complex bi-level adaptation problem. Recent progress integrating multi-agent reinforcement learning into ABMs introduces adaptive agent behaviour, beginning to address the first part of this critique, however, the approaches are still relatively ad hoc, lacking a general formulation, and furthermore, do not tackle the second aspect of simultaneously adapting environmental level characteristics in addition to the agent behaviours. In this work, we develop a generic two-layer framework for ADaptive AGEnt based modelling (ADAGE) for addressing these problems. This framework formalises the bi-level problem as a Stackelberg game with conditional behavioural policies, providing a consolidated framework for adaptive agent-based modelling based on solving a coupled set of non-linear equations. We demonstrate how this generic approach encapsulates several common (previously viewed as distinct) ABM tasks, such as policy design, calibration, scenario generation, and robust behavioural learning under one unified framework. We provide example simulations on multiple complex economic and financial environments, showing the strength of the novel framework under these canonical settings, addressing long-standing critiques of traditional ABMs.
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