1997 Graduate Workshop in Computational Economics

Reading List


Below is a list of readings we hope you can become familiar with before the workshop begins. The readings below highlight a number of topics that the workshop will focus on, and as such, do not represent the full spectrum of computational economics. Any comments or additions are welcome via email to miller@zia.hss.cmu.edu. Items designated with "(*)" are particularly recommended. In association with Amazon.com we have some direct links for purchasing some of the books.


Some Background Reading

David Kendrik, et al., ``A Survey of Computational Economics,'' Journal of Computational Economics (November, 1992). The NSF report from which this is derived, Research Opportunities in Computational Economics , is here .

(*) John H. Holland and John H. Miller, ``Artificial Adaptive Agents in Economic Theory,'' American Economic Review, Papers and Proceedings 81 (May, 1991):365--70.

(*) Larry Blume, ``Population Games,'' SFI Working paper, #96-04-022. Both postscript and acrobat versions are available at Population Games.

(*) Phil W. Anderson, ``More is Different,'' Science 177 (4 August, 1972):393--396.

(*) W. Brian Arthur, ``Inductive Reasoning and Bounded Rationality,'' American Economic Review, Papers and Proceedings, 84 (May, 1994):406--11.

Herbert Simon, The Sciences of the Artificial, MIT Press, Cambridge, MA., 1969.

Chris Langton, ``Artificial Life,'' in Artificial Life, C. Langton (ed), Addison-Wesley, 1989:1--47.

John H. Holland, ``Complex Adaptive Systems,'' Daedalus, 121 (Winter, 1992):17--30.

(*) Thomas Schelling, Micromotives and Macrobehavior, Norton, New York, 1978.

(*) Scott E. Page, ``Two Measures of Difficutly,'' forthcoming Economic Theory. Here is a postscript version, covers.ps .

Thomas Sargent, Bounded Rationality in Macroeconomics, Clarendon Press, Oxford, 1993.


Some Social Science Applications

(*) Robert Axelrod, ``An Evolutionary Approach to Norms,'' American Political Science Review, 80 (December, 1986):1095--1111.

Ramon Marimon, Ellen McGrattan, and Thomas Sargent ``Money as a Medium of Exchange in an Economy with Artificial Adaptive Agents,'' Journal of Economic Dynamics and Control, 14 (1990):329-73.

Steven N. Durlauf ``Multiple Equilibria and Persistence in Aggregate Fluctuations,'' American Economic Review, Papers and Proceedings, (May, 1991):70-74.

Jose A. Scheinkman and Michael Woodford, ``Self-Organized Criticality and Economic Fluctuations,'' American Economic Review, Papers and Proceedings, 84 (May, 1994):417--21.

(*) James Andreoni and John H. Miller, ``Auctions with Adaptive Artificial Agents,'' Journal of Games and Economic Behavior, 10 (1995):39-64.

(*) John H. Miller, ``The Coevolution of Automata in the Repeated Prisoner's Dilemma,'' Journal of Economic Behavior and Organization, 29 (January, 1996):87--112.

John H. Miller, ``Evolving Information Processing Organizations,'' working paper, 1995. Here is a postscript version, evolorg.ps .

(*) Ken Kollman, John H. Miller, and Scott Page, ``Adaptive Parties in Spatial Elections,'' American Political Science Review, 86 (December, 1992):929--37.

Ken Kollman, John H. Miller, and Scott E. Page, ``Political Parties and Electoral Landscapes,'' working paper, 1995. Here is a postscript version, kmp2.ps .

(*) Ken Kollman, John H. Miller, and Scott E. Page, ``Political Institutions and Sorting in a Tiebout Model,'' American Economic Review, (December, 1997). Here is an earlier postscript version, tiebout.ps .

John Rust, John H. Miller, and Richard Palmer, ``Characterizing Effective Trading Strategies: Insights from a Computerized Double Auction Tournament,'' Journal of Economic Dynamics and Control 18 (1994):61--96.

John Rust, John H. Miller, and Richard Palmer, ``Behavior of Trading Automata in a Computerized Double Auction Market,'' in The Double Auction Market: Institutions, Theories, and Evidence, D. Friedman and J. Rust (eds), Addison Wesley (1992):155--98.

Ido Erev and Alvin Roth, ``On the Need for Low rationality, Cognitive Game Theory: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria,'' U. of Pittsburgh, Working Paper, 1996.


Genetic Algorithms

Melanie Mitchell, ``Genetic Algorithms,'' in 1992 Lectures in Complex Systems, L. Nadel and D. Stein (eds), Addison Wesley, 1993:3--87.

Melanie Mitchell, An Introduction to Genetic Algorithms, MIT Press, 1996.

(*) John H. Holland, ``Genetic Algorithms,'' Scientific American (July, 1992):66--72.

D.E. Goldberg, Genetic Algorithms in Search, Optimization and Learning (GASOL), Addison-Wesley, 1989 (chapters 1, 2, 3 (pp 75--87), 5).

J.R. Koza, Genetic Programming, MIT Press, 1992 (chapters 4, 5, 6, and any chapter of interest from 10--25).

John H. Holland, Adaptation in Natural and Artificial Systems, U. of Michigan Press, 1975 (reprinted, MIT Press, 1992).

(*) W. Daniel Hillis, ``Co-evolving Parasites Improve Simulated Evolution as an Optimization Procedure,'' Physica D 42 (1990):228--234.

Norman H. Packard, ``Evolving Bugs in a Simulated Ecosystem,'' in Artificial Life, C. Langton (ed), Addison-Wesley 1989, pp 141--55.


Simulated Annealing and Rugged Landscapes

S. Kirkpatrick, C.D. Gelatt, Jr., M.P. Vecchi, ``Optimization by Simulated Annealing,'' Science 220 (13 May 1983):671--680.

(*) Stuart Kauffman, ``Adaptation on Rugged Fitness Landscapes,'' in D. Stein (ed.), Lectures in the Sciences of Complexity, SFI Studies in the Sciences of Complexity, Addison-Wesley, 1989, pp 527--618.

Stuart Kauffman, ``Principles of Adaptation in Complex Systems,'' in D. Stein (ed.), Lectures in the Sciences of Complexity, SFI Studies in the Sciences of Complexity, Addison-Wesley, 1989, pp 619--712.


If you are interested in buying a book not listed above, feel free to search Amazon.com.




John H. Miller , miller@zia.hss.cmu.edu.