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研究生: 李家瑋
論文名稱: 比較遺傳演算法與強化學習: 以代理人基彩券市場為例
指導教授: 陳樹衡
王智賢
何淮中
學位類別: 碩士
Master
系所名稱: 社會科學學院 - 經濟學系
Department of Economics
論文出版年: 2005
畢業學年度: 93
語文別: 中文
論文頁數: 141
中文關鍵詞: 遺傳演算法強化學習學習理論彩券
外文關鍵詞: genetic algorithms, reinforcement learning, learning theory, lottery
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  • 在代理人基計算建模(agent-based computational modeling)被拿來廣泛應用的同時,多數學者發現模擬的結果會高度取決於人工適應性個體的設計方式或者是個體的學習方法上,所以如何挑選合適的演算法就成為我們應用代理人基計算建模時首要面臨的課題。

    本文挑選了兩個常出現於文獻當中但是卻甚少一起比較的演算法,分別是遺傳演算法(genetic algorithms)與強化學習(reinforcement learning)。我們透過將演算法與學習理論(learning theory)結合的方式,歸納出這兩個高使用頻率的演算法各自有其適合描述的個體行為以及議題,最後並套用到代理人基彩券市場當中,而模擬的結果也證實符合真實彩券市場上多數人學習特性(個人式學習)的強化學習比起遺傳演算法更能完整地捕捉彩券市場上的特性。


    1. 緒論
    1.1 從理論到真實
    1.2 捕捉真實的新方法
    1.3 研究動機
    1.4 本文架構

    2. 文獻回顧
    2.1 關於RL
    2.1.1 Mookherjee and Sopher實驗中的發現
    2.1.2 Erev and Roth以及Camerer and Ho的驗證
    2.1.3 Feltovich的實驗發現
    2.2 關於GA
    2.2.1 Arifovic的蛛網模型
    2.2.2 Vriend的古諾模型
    2.3 小結

    3. 演算法的比較
    3.1 RL的運算流程
    3.2 GA的運算流程
    3.3 心理學的學習理論
    3.3.1 行為主義學習理論
    3.3.2 認知學習理論
    3.3.3 折中主義學習理論
    3.4 學習理論與演算法的結合
    3.4.1 RL與行為主義學習理論
    3.4.2 MGA與認知學習理論
    3.4.3 SGA與社會學習理論
    3.5 各演算法下個體的學習行為
    3.6 小結

    4. 模型與實驗設計
    4.1 代理人基彩券市場
    4.1.1 彩券市場設計
    4.1.2 代理人工程
    4.1.3 編碼方式
    4.1.4 演化流程
    4.2 實驗設計
    4.2.1 參數設定

    5. 實驗結果
    5.1 市場總體結果分析
    5.1.1 稅率與稅收
    5.1.2 主觀認知機率與彩券支出比例
    5.1.3 獎金順移與銷售量
    5.1.4 自我意識選號
    5.1.5 後悔厭惡
    5.2 GA與RL所隱含的學習意義
    5.3 小結

    6. 結論與未來研究方向
    6.1 結論
    6.2 未來研究方向

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