Les modèles multi-agents en économie, entre agents hétérogènes, approches bottom-up et changement de paradigme

Abstract

This paper presents an overview of how agent-based computational economics can contribute to the study of economic systems. It highlights the way these models can improve our understanding of social interactions and coordination mechanisms and bring to light the complex dependencies between the micro and the macro levels of a system. It starts by describing how agent-based economics and other quantitative methods differ and complement each other. It then explains how econophysics may provide an alternative theoretical framework for a new economic science. Finally, it underlines the role of these alternative tools in the understanding of specific markets such as financial, housing or fish markets. Modeling the specific aspects of heterogeneous agents and the rules driving their interactions reveals the fact that the functioning of markets strongly depends on their architecture, the characteristics of the good exchanged and the ecology of the agents.