Application of the Methods of Stochastic Micro Dynamics to the Research of Stability in the Systems of Economic Exchange

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Abstract


The paper is devoted to the research of stability in the systems of economic exchange with the use of the stochastic micro dynamics methods (SMDM) based on the direct computer simulation of the processes progressing in the system. SMDM are derived from the molecular dynamics methods and are supposed to be used for the research of the systems which consist of a great number of particles of non-physical nature. For the simulation of economic system we have chosen agent simulation. Because of the stochastic component in the system which appears in the agent’s behaviour there was need to use Monte Carlo method to get reliable results of the simulation. The paper presents the formal model of the economic system which was the main test subject of the research work and results of its computer simulation with the different sets of input parameters. The results presented in the paper are supposed to be used for the future research of the multi-agent systems which components have non-physical origin.

A Y Popkov

Institute for Systems Analysis of the Russian Academy of Sciences

Email: apopkov@isa.ru

D S Novikova

Peoples’ Friendship University of Russia

Email: dsnovikova@rambler.ru
Department of Information Technologies

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Copyright (c) 2014 Попков А.Ю., Новикова Д.С.

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