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Simulation has become a standard tool in statistics because it may be the only tool available for analysing some classes of probabilistic models. We review in this paper simulation tools that have been specifically derived to address…

Computation · Statistics 2011-05-25 Christian P. Robert

The (contextual) multi-armed bandit problem (MAB) provides a formalization of sequential decision-making which has many applications. However, validly evaluating MAB policies is challenging; we either resort to simulations which inherently…

Machine Learning · Computer Science 2019-08-22 Jules Kruijswijk , Petri Parvinen , Maurits Kaptein

This paper presents a new artificial market simulation platform, PAMS: Platform for Artificial Market Simulations. PAMS is developed as a Python-based simulator that is easily integrated with deep learning and enabling various simulation…

Computational Finance · Quantitative Finance 2023-09-20 Masanori Hirano , Ryosuke Takata , Kiyoshi Izumi

Multi-agent motion planning (MAMP) is an important problem for autonomous systems with multiple agents. In this work we propose a two-step method for finding optimized and kinematically feasible solutions to MAMP problems. The first step…

Robotics · Computer Science 2026-05-05 Anja Hellander , Kristoffer Bergman , Daniel Axehill

Simulating trajectories of virtual crowds is a commonly encountered task in Computer Graphics. Several recent works have applied Reinforcement Learning methods to animate virtual agents, however they often make different design choices when…

Machine Learning · Computer Science 2022-09-21 Ariel Kwiatkowski , Vicky Kalogeiton , Julien Pettré , Marie-Paule Cani

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

A series of examples of computational models is provided, where the model aim is to interpret numerical results in terms of internal states of agents minds. Two opposite strategies or research can be distinguished in the literature. First…

Physics and Society · Physics 2014-08-26 Krzysztof Kulakowski , Piotr Gronek , Antoni Dydejczyk

Multi-agent systems (MAS) may encounter uncertainties in the form of unexpected environmental conditions, sub-optimal system configurations, and unplanned interactions between autonomous agents. The number of combinations of such…

Software Engineering · Computer Science 2022-05-12 Abigail C. Diller , Erik M. Fredericks

The agent-based modeling and simulation (ABMS) paradigm has been used to analyze, reproduce, and predict phenomena related to many application areas. Although there are many agent-based platforms that support simulation development, they…

Artificial Intelligence · Computer Science 2020-06-17 Fernando Santos , Ingrid Nunes , Ana L. C. Bazzan

Multi-Agent Systems (MAS) are notoriously complex and hard to verify. In fact, it is not trivial to model a MAS, and even when a model is built, it is not always possible to verify, in a formal way, that it is actually behaving as we…

Logic in Computer Science · Computer Science 2023-06-19 Angelo Ferrando , Vadim Malvone

Observations are an essential component of the simulation based studies on artificial-evolutionary systems (AES) by which entities are identified and their behavior is observed to uncover higher-level "emergent" phenomena. Because of the…

Neural and Evolutionary Computing · Computer Science 2018-08-13 Janardan Misra

Simulation is a useful tool in situations where training data for machine learning models is costly to annotate or even hard to acquire. In this work, we propose a reinforcement learning-based method for automatically adjusting the…

Machine Learning · Computer Science 2019-05-15 Nataniel Ruiz , Samuel Schulter , Manmohan Chandraker

Optimizing numerical systems and mechanism design is crucial for enhancing player experience in Massively Multiplayer Online (MMO) games. Traditional optimization approaches rely on large-scale online experiments or parameter tuning over…

Artificial Intelligence · Computer Science 2025-12-03 Ran Zhang , Kun Ouyang , Tiancheng Ma , Yida Yang , Dong Fang

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

Optimization and Control · Mathematics 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

A trend across most areas where simulation-driven development is used is the ever increasing size and complexity of the systems under consideration, pushing established methods of modeling and simulation towards their limits. This paper…

Numerical Analysis · Mathematics 2019-09-04 Gerald Schweiger , Henrik Nilsson , Josef Schoeggl , Wolfgang Birk , Alfred Posch

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf

Performing analysis, optimization and control using simulations of many-particle systems is computationally demanding when no macroscopic model for the dynamics of the variables of interest is available. In case observations on the…

Numerical Analysis · Mathematics 2017-12-25 Felix Dietrich , Gerta Köster , Hans-Joachim Bungartz

Agent-based computational economics (ACE) - while adopted comparably widely in other domains of managerial science - is a rather novel paradigm for management accounting research (MAR). This paper provides an overview of opportunities and…

General Economics · Economics 2020-11-09 Friederike Wall , Stephan Leitner

This article proposes a methodology to model and simulate complex systems, based on IRM4MLS, a generic agent-based meta-model able to deal with multi-level systems. This methodology permits the engineering of dynamic multi-level agent-based…

Multiagent Systems · Computer Science 2013-11-21 Jean-Baptiste Soyez , Gildas Morvan , Daniel Dupont , Rochdi Merzouki

Understanding the principles of real-world biological multi-agent behaviors is a current challenge in various scientific and engineering fields. The rules regarding the real-world biological multi-agent behaviors such as team sports are…

Artificial Intelligence · Computer Science 2021-06-22 Keisuke Fujii