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Evolutionäre Optimierungsverfahren und ihr Einsatz in der ökonomischen Forschung

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Author Info
Clemens, Christiane
Riechmann, Thomas

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Abstract

Dieser Beitrag bietet eine Einführung in eine Gruppe moderner Algorithmen, den sogenannten evolutionären Optimierungsverfahren. Anhand eines einfachen Beispiels wird die grundsätzliche Funktionsweise dieser Algorithmen skizziert. Darüberhinaus wird ein Überblick über die Anwendungsmöglichkeiten dieser Verfahren innerhalb der ökonomischen Forschung - insbesondere im Bereich der Modellierung von Lernprozessen - gegeben.

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Paper provided by Universität Hannover, Wirtschaftswissenschaftliche Fakultät in its series Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover with number dp-195.

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Length: 24 pages
Date of creation: Jun 1996
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Handle: RePEc:han:dpaper:dp-195

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  1. Holland, John H & Miller, John H, 1991. "Artificial Adaptive Agents in Economic Theory," American Economic Review, American Economic Association, vol. 81(2), pages 365-71, May. [Downloadable!] (restricted)
  2. Beaumont, Paul M & Bradshaw, Patrick T, 1995. "A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models," Computational Economics, Springer, vol. 8(3), pages 159-79, August.
  3. Lucas, Robert E, Jr, 1986. "Adaptive Behavior and Economic Theory," Journal of Business, University of Chicago Press, vol. 59(4), pages S401-26, October. [Downloadable!] (restricted)
  4. Arifovic, Jasmina & Eaton, Curtis, 1995. "Coordination via Genetic Learning," Computational Economics, Springer, vol. 8(3), pages 181-203, August.
    Other versions:
  5. repec:fth:simfra:92-17 is not listed on IDEAS
  6. Ramon Marimon & Ellen McGrattan, 1993. "On Adaptive Learning in Strategic Games," Economics Working Papers 24, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
  7. Arthur, W Brian, 1993. "On Designing Economic Agents That Behave Like Human Agents," Journal of Evolutionary Economics, Springer, vol. 3(1), pages 1-22, February.
  8. Jack Hirshleifer, 1977. "Economics from a Biological Viewpoint," UCLA Economics Working Papers 087, UCLA Department of Economics. [Downloadable!]
  9. Marks, R E, 1992. "Breeding Hybrid Strategies: Optimal Behaviour for Oligopolists," Journal of Evolutionary Economics, Springer, vol. 2(1), pages 17-38, March.
  10. Eaton, C. & White, W.D., 1992. "Image Building," Discussion Papers dp92-17, Department of Economics, Simon Fraser University.
    Other versions:
    • B. Curtis Eaton & William D. White, 2008. "Image Building," Working Papers 2008-30, Department of Economics, University of Calgary, revised 28 Jan 2008. [Downloadable!]
  11. Hirshleifer, Jack, 1977. "Economics from a Biological Viewpoint," Journal of Law & Economics, University of Chicago Press, vol. 20(1), pages 1-52, April.
  12. Arifovic, Jasmina, 1994. "Genetic algorithm learning and the cobweb model," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 3-28, January. [Downloadable!] (restricted)
  13. Kiyotaki, Nobuhiro & Wright, Randall, 1989. "On Money as a Medium of Exchange," Journal of Political Economy, University of Chicago Press, vol. 97(4), pages 927-54, August. [Downloadable!] (restricted)
  14. Marimon, Ramon & McGrattan, Ellen & Sargent, Thomas J., 1990. "Money as a medium of exchange in an economy with artificially intelligent agents," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 329-373, May. [Downloadable!] (restricted)
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  15. Birchenhall, Chris, 1995. "Modular Technical Change and Genetic Algorithms," Computational Economics, Springer, vol. 8(3), pages 233-53, August.
  16. Tesfatsion, Leigh S., 2003. "How to Get Alife," Staff General Research Papers 10546, Iowa State University, Department of Economics. [Downloadable!]
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  1. Riechmann, Thomas, 1997. "Learning and Behavoiral Stability - An Economic Interpretation of Genetic Algorithms," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-209, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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