Policy evaluation by analysing population emergent behaviour with a microsimulation and multi agent based model.
Karandeep Singh BrarMazhar SajjadChang-Won AhnPublished in: ISAMSR (2015)
Keyphrases
- agent based models
- policy evaluation
- complex systems
- agent based modelling
- least squares
- temporal difference
- simulation model
- monte carlo
- multi agent
- reinforcement learning
- variance reduction
- model free
- policy iteration
- function approximation
- semi parametric
- financial markets
- machine learning
- learning algorithm
- small world
- markov decision processes
- dynamical systems
- markov decision problems
- video sequences