Optimal control of sugarscape agent‐based model via a PDE approximation model

There is no standard framework for solving optimization problems for systems described by agent‐based models (ABMs). We present a method for constructing individual‐level controls that steer the population‐level dynamics of an ABM towards a desired state. Our method uses a system of partial differential equations (PDEs) with control functions to approximate the dynamics of the ABM with control. An optimal control problem is formulated in terms of the PDE model to mimic the optimization goal of the ABM. Mathematical theory is used to derive optimal controls for the PDE model, which are numerically approximated and transformed for use in the ABM. We use the Sugarscape ABM, a prototype ABM that includes agent and environmental heterogeneity and accumulation of agent resources over time. We present a PDE model that approximates well the spatial, temporal, and resource dynamics of the Sugarscape ABM. In both models, control represents taxation of agent wealth with the goal to maximize total taxes collected while minimizing the impact of taxation on the population over a finite time. Solutions to the optimal control problem yield taxation rates specific to an agent's location and current wealth. The use of optimal controls (generated by the PDE model) within the ABM performed better than other controls we evaluated, even though some error was introduced between the ABM and PDE models. Our results demonstrate the feasibility of using a PDE to approximate an ABM for control purposes and illustrate challenges that can arise in applying this technique to sophisticated ABMs. Copyright © 2016 John Wiley & Sons, Ltd.