Approved for public release; distribution in unlimited. / This thesis uses an agent-based simulation model named EINSTein to perform an exploratory study on the feasibility of using Littoral Combat Ships (LCSs) to augment or replace the current defenses of Expeditionary Strike Groups (ESG). Specifically, LCS's ability to help defend an ESGs in an anti-access scenario against a high-density small boat attack is simulated. Numbers of CRUDES (CRUiser, DEStroyer, Frigate) ships are removed and LCSs are added to the ESG force structure in varying amounts to identify force mixes that minimize ship losses. In addition, this thesis explores various conceptual capabilities that might be given to LCS. For example, helicopter/Unmanned Combat Aerial Vehicles (helo/UCAVs), Stealth technology, close-in high volume firepower, and 50+ knot sprint capability. Using graphical analysis, analysis of variance, and large-sample comparison tests we find that being able to control aircraft is the most influential factor for minimizing ship losses. Stealth technology is another significant factor, and the combination of the two is highly effective in reducing ship losses. Close-in high volume firepower is effective only when interacting with helo/UCAVs or stealth. 50+ knot sprint capability is potentially detrimental in this scenario. An effective total sum of CRUDES ships and LCS is between five and seven platforms. / http://hdl.handle.net/10945/855 / Lieutenant, United States Navy

This thesis introduces a financial simulation model covering two related financial domains: Mobile Payments and Retail Stores systems.   The problem we address in these domains is different types of fraud. We limit ourselves to isolated cases of relatively straightforward fraud. However, in this thesis the ultimate aim is to introduce our approach towards the use of computer simulation for fraud detection and its applications in financial domains. Fraud is an important problem that impact the whole economy. Currently, there is a lack of public research into the detection of fraud. One important reason is the lack of transaction data which is often sensitive. To address this problem we present a mobile money Payment Simulator (PaySim) and Retail Store Simulator (RetSim), which allow us to generate synthetic transactional data that contains both: normal customer behaviour and fraudulent behaviour.    These simulations are Multi Agent-Based Simulations (MABS) and were calibrated using real data from financial transactions. We developed agents that represent the clients and merchants in PaySim and customers and salesmen in RetSim. The normal behaviour was based on behaviour observed in data from the field, and is codified in the agents as rules of transactions and interaction between clients and merchants, or customers and salesmen. Some of these agents were intentionally designed to act fraudulently, based on observed patterns of real fraud. We introduced known signatures of fraud in our model and simulations to test and evaluate our fraud detection methods. The resulting behaviour of the agents generate a synthetic log of all transactions as a result of the simulation. This synthetic data can be used to further advance fraud detection research, without leaking sensitive information about the underlying data or breaking any non-disclose agreements.   Using statistics and social network analysis (SNA) on real data we calibrated the relations between our agents and generate realistic synthetic data sets that were verified against the domain and validated statistically against the original source.   We then used the simulation tools to model common fraud scenarios to ascertain exactly how effective are fraud techniques such as the simplest form of statistical threshold detection, which is perhaps the most common in use. The preliminary results show that threshold detection is effective enough at keeping fraud losses at a set level. This means that there seems to be little economic room for improved fraud detection techniques.   We also implemented other applications for the simulator tools such as the set up of a triage model and the measure of cost of fraud. This showed to be an important help for managers that aim to prioritise the fraud detection and want to know how much they should invest in fraud to keep the loses below a desired limit according to different experimented and expected scenarios of fraud.

[pt] Simulações de Ambientes Virtuais (VES) são um tipo especial de simulação, normalmente utilizado para implementar jogos ou jogos sérios com representação em espaço virtual e utilizando a técnicas de avanço do tempo de simulação para o próximo evento ou dirigida por tempo. Um exemplo de uso é a aplicação em simulações de apoio a Jogos de Guerra. O uso de Simulações Baseadas em Sistemas Multiagentes (MABS) para implementar VES é adequado devido a possibilidade de modelar e implementar o sistema com ênfase nos atores e seus comportamentos dinâmicos. Contudo, quando os agentes da simulação passam a controlar o avanço do tempo de simulação de forma individualizada, surge uma situação semelhante á simulação paralela, o que implica na necessidade de tratar questões como disputa por recursos computacionais pelos agentes, atrasos em tempo de execução e a perda de consistência da própria simulação. A situação torna-se mais complicada em sistemas desenvolvidos com Java, devido a particularidades desta tecnologia. Este trabalho apresenta uma abordagem para controlar estes atrasos em tempo de execução e assim apoiar o desenvolvimento de VES utilizando MABS com Java. / [en] Virtual Environment Simulations (VES) are a special type of simulation, often used to implement games and serious games with virtual space representation and using both the next-event or stepped–time simulation time advance approach. An example of serious games is the simulation used to support War Games. Multiagent Based Simulation (MABS) are suitable to implement these simulations because of their ability to handle with complexity and individual actors modeling. However, when agents are responsible for advance their own simulation time, a situation similar to a parallel simulation arises. This implies in treat issues such as delays in performing scheduled actions (i.e tardiness) and its consequences in the virtual space representations. This situation is worst in Java based MABS, because of Java technology particularities. This work presents an approach to tame this tardiness and help the development of these cited VES using agent oriented paradigm.

Recentemente, pesquisadores têm se dedicado a investigar a similaridade entre os mundos virtuais e o que se sabe sobre o comportamento social do mundo real (YEE et al., 2009; JIANG et al., 2009; JONSSON, F., et al., 2011). Muitas relações têm se mostrado apropriadas, dando indicativos de que a atividade on-line pode constituir um verdadeiro laboratório para as ciências sociais. O intuito da pesquisa aqui apresentada é justamente contribuir para essa investigação. Realizamos esforços para identificar aspectos do mundo on-line análogos aos observados em sociedades do mundo real. Estamos especialmente interessados em avaliar, segundo a teoria de Durkheim (1893), qual tipo de solidariedade, mecânica ou orgânica, pode ser observada no mundo on-line. Outro foco de interesse é a existência dos laços fracos, descritos por Granovetter (1973), e sua função no mundo on-line. Elegemos uma guilda1 do jogo \"Zodiac Online\" como o objeto de nossa investigação. Esse jogo foi escolhido devido às suas características sociais e demográficas. Optamos por usar duas metodologias paralelas para proceder a nossa coleta de dados. A primeira destas sendo a netnografia, método análogo à etnografia porem adaptado ao mundo on-line. A segunda coleta de dados é feita automaticamente pelo servidor do jogo que iremos estudar: um registro de toda a atividade de cada jogador é gerado simultaneamente a cada interação realizada dentro do jogo. Com os dados coletados, desenhamos redes que representam as trocas de itens entre os membros da guilda em questão e procedemos então a uma análise das redes. Baseando-nos nesses procedimentos observamos uma tendência a solidariedade orgânica, embora nossos resultados não sejam conclusivos isso torna esse grupo online mais comparável a subcomunidades de mesma natureza do mundo real. Quanto aos laços fracos, pudemos observar sua ocorrência, mas, provavelmente devido ao tamanho e características do grupo observado, sua função parece ser diferente, e menos importante, do que aquela que espera-se observar no mundo real. / Recently, researchers have been devoting remarkable eefort to investigate the similarity between virtual worlds and what is known about the social behavior of the real world (YEE et al., 2009; JIANG et al., 2009; JONSSON, F., et al., 2011). Many relationships have been shown to be appropriate, giving indications that online activity may be a real laboratory for the social sciences. The purpose of the present research is precisely to contribute to this interest. We carry out efforts to identify aspects of the online world similar to those observed in the real world societies. We are especially interested in evaluating, according to Durkheims theory (1893), which kind of solidarity, mechanical or organic, can be seen in the online world. Another interesting point is the existence of weak ties, described by Granovetter (1973), and its role in the online world. We elected a guild game \"Zodiac Online\" as the object of our investigation. This game was chosen because of its social and demographic characteristics. We chose to use two parallel methodologies to make our data collection. The first of these being the netnography, analogous method put the ethnography adapted to the online world. The second data collection is done automatically by the game server you will study: a record of all activity is generated for each player simultaneously held every interaction within the game. We then proceed to Network analysis to elaborate this data. With the data collected, we design networks that represent the exchange of items between members of the guild in question and then proceed to an analysis of networks. Based on these procedures we observed a tendency to organic solidarity, although our results are not conclusive that makes this online group more comparable to subcommunities that display organic organizations of the same nature in the real world. As for weak ties, we could observe their occurrence, but probably due to the size and characteristics of the observed group, its function seems to be different, and less important than what it is expected to observe in the real world.

Recentemente, pesquisadores têm se dedicado a investigar a similaridade entre os mundos virtuais e o que se sabe sobre o comportamento social do mundo real (YEE et al., 2009; JIANG et al., 2009; JONSSON, F., et al., 2011). Muitas relações têm se mostrado apropriadas, dando indicativos de que a atividade on-line pode constituir um verdadeiro laboratório para as ciências sociais. O intuito da pesquisa aqui apresentada é justamente contribuir para essa investigação. Realizamos esforços para identificar aspectos do mundo on-line análogos aos observados em sociedades do mundo real. Estamos especialmente interessados em avaliar, segundo a teoria de Durkheim (1893), qual tipo de solidariedade, mecânica ou orgânica, pode ser observada no mundo on-line. Outro foco de interesse é a existência dos laços fracos, descritos por Granovetter (1973), e sua função no mundo on-line. Elegemos uma guilda1 do jogo \"Zodiac Online\" como o objeto de nossa investigação. Esse jogo foi escolhido devido às suas características sociais e demográficas. Optamos por usar duas metodologias paralelas para proceder a nossa coleta de dados. A primeira destas sendo a netnografia, método análogo à etnografia porem adaptado ao mundo on-line. A segunda coleta de dados é feita automaticamente pelo servidor do jogo que iremos estudar: um registro de toda a atividade de cada jogador é gerado simultaneamente a cada interação realizada dentro do jogo. Com os dados coletados, desenhamos redes que representam as trocas de itens entre os membros da guilda em questão e procedemos então a uma análise das redes. Baseando-nos nesses procedimentos observamos uma tendência a solidariedade orgânica, embora nossos resultados não sejam conclusivos isso torna esse grupo online mais comparável a subcomunidades de mesma natureza do mundo real. Quanto aos laços fracos, pudemos observar sua ocorrência, mas, provavelmente devido ao tamanho e características do grupo observado, sua função parece ser diferente, e menos importante, do que aquela que espera-se observar no mundo real. / Recently, researchers have been devoting remarkable eefort to investigate the similarity between virtual worlds and what is known about the social behavior of the real world (YEE et al., 2009; JIANG et al., 2009; JONSSON, F., et al., 2011). Many relationships have been shown to be appropriate, giving indications that online activity may be a real laboratory for the social sciences. The purpose of the present research is precisely to contribute to this interest. We carry out efforts to identify aspects of the online world similar to those observed in the real world societies. We are especially interested in evaluating, according to Durkheims theory (1893), which kind of solidarity, mechanical or organic, can be seen in the online world. Another interesting point is the existence of weak ties, described by Granovetter (1973), and its role in the online world. We elected a guild game \"Zodiac Online\" as the object of our investigation. This game was chosen because of its social and demographic characteristics. We chose to use two parallel methodologies to make our data collection. The first of these being the netnography, analogous method put the ethnography adapted to the online world. The second data collection is done automatically by the game server you will study: a record of all activity is generated for each player simultaneously held every interaction within the game. We then proceed to Network analysis to elaborate this data. With the data collected, we design networks that represent the exchange of items between members of the guild in question and then proceed to an analysis of networks. Based on these procedures we observed a tendency to organic solidarity, although our results are not conclusive that makes this online group more comparable to subcommunities that display organic organizations of the same nature in the real world. As for weak ties, we could observe their occurrence, but probably due to the size and characteristics of the observed group, its function seems to be different, and less important than what it is expected to observe in the real world.

In recent years, multi-agent traffic simulation has been widely used to accurately evaluate the performance of a road network considering individual and dynamic movements of vehicles under a virtual roadway environment. Given initial traffic demands and road conditions, the simulation is executed with multiple iterations and provides users with converged roadway conditions for the performance evaluation. For an accurate traffic simulation model, the driver's learning behavior is one of the major components to be concerned, as it affects road conditions (e.g., traffic flows) at each iteration as well as performance (e.g., accuracy and computational efficiency) of the traffic simulation. The goal of this study is to propose a realistic learning behavior model of drivers concerning their uncertain perception and interactions with other drivers. The proposed learning model is based on the Extended Belief-Desire-Intention (E-BDI) framework and two major decisions arising in the field of transportation (i.e., route planning and decision-making at an intersection). More specifically, the learning behavior is modeled via a dynamic evolution of a Bayesian network (BN) structure. The proposed dynamic learning approach considers three underlying assumptions: 1) the limited memory of a driver, 2) learning with incomplete observations on the road conditions, and 3) non-stationary road conditions. Thus, the dynamic learning approach allows driver agents to understand real-time road conditions and estimate future road conditions based on their past knowledge. In addition, interaction behaviors are also incorporated in the E-BDI framework to address influences of interactions on the driver's learning behavior. In this dissertation work, five major human interactions adopted from a social science literature are considered: 1) accommodation, 2) collaboration, 3) compromise, 4) avoidance, and 5) competition. The first three interaction types help to mimic information exchange behaviors between drivers (e.g., finding a route using a navigation system) while the last two interaction types are relevant with behaviors involving non-information exchange behaviors (e.g., finding a route based on a driver's own experiences). To calibrate the proposed learning behavior model and evaluate its performance in terms of inference accuracy and computational efficiency, drivers' decision data at intersections are collected via a human-in-the-loop experiment involving a driving simulator. Moreover, the proposed model is used to test and demonstrate the impact of five interactions on drivers' learning behavior under an en route planning scenario with real traffic data of Albany, New York, and Phoenix, Arizona. In this dissertation work, two major traffic simulation platforms, AnyLogic® and DynusT®, are used for the demonstration purposes. The experimental results reveal that the proposed model is effective in modeling realistic learning behaviors of drivers in conduction with interactions with other drivers.

The overarching research objective is to address the tightly-coupled interactions between the demand-side and supply-side components of the United States Commercial Air Transportation System (CATS) in a time-variant environment. A system-of-system perspective is adopted, where the scope is extended beyond the National Airspace System (NAS) level to the National Transportation System (NTS) level to capture the intermodal and multimodal relationships between NTS stakeholders. The Agent-Based Modeling and Simulation technique is employed where the NTS/NAS is treated as an integrated Multi-Agent System comprising of consumer and service provider agents representing the demand-side and supply-side components respectively. Successful calibration and validation of both model components against the observable real world data provided a CATS simulation tool where the aviation demand is estimated from socioeconomic and demographic properties of the population instead of merely based on enplanement growth multipliers. This valuable achievement enabled a 20-year outlook simulation study to investigate the implications of a global fuel price hike on the airline industry and the U.S. CATS at large. Simulation outcomes revealed insights into the airline competitive behaviors and the subsequent responses from transportation consumers.

abstract: Need-based transfers (NBTs) are a form of risk-pooling in which binary welfare exchanges occur to preserve the viable participation of individuals in an economy, e.g. reciprocal gifting of cattle among East African herders or food sharing among vampire bats. With the broad goal of better understanding the mathematics of such binary welfare and risk pooling, agent-based simulations are conducted to explore socially optimal transfer policies and sharing network structures, kinetic exchange models that utilize tools from the kinetic theory of gas dynamics are utilized to characterize the wealth distribution of an NBT economy, and a variant of repeated prisoner’s dilemma is analyzed to determine whether and why individuals would participate in such a system of reciprocal altruism. From agent-based simulation and kinetic exchange models, it is found that regressive NBT wealth redistribution acts as a cutting stock optimization heuristic that most efficiently matches deficits to surpluses to improve short-term survival; however, progressive redistribution leads to a wealth distribution that is more stable in volatile environments and therefore is optimal for long-term survival. Homogeneous sharing networks with low variance in degree are found to be ideal for maintaining community viability as the burden and benefit of NBTs is equally shared. Also, phrasing NBTs as a survivor’s dilemma reveals parameter regions where the repeated game becomes equivalent to a stag hunt or harmony game, and thus where cooperation is evolutionarily stable. / Dissertation/Thesis / Doctoral Dissertation Applied Mathematics 2018

abstract: The main objective of this research is to develop an integrated method to study emergent behavior and consequences of evolution and adaptation in engineered complex adaptive systems (ECASs). A multi-layer conceptual framework and modeling approach including behavioral and structural aspects is provided to describe the structure of a class of engineered complex systems and predict their future adaptive patterns. The approach allows the examination of complexity in the structure and the behavior of components as a result of their connections and in relation to their environment. This research describes and uses the major differences of natural complex adaptive systems (CASs) with artificial/engineered CASs to build a framework and platform for ECAS. While this framework focuses on the critical factors of an engineered system, it also enables one to synthetically employ engineering and mathematical models to analyze and measure complexity in such systems. In this way concepts of complex systems science are adapted to management science and system of systems engineering. In particular an integrated consumer-based optimization and agent-based modeling (ABM) platform is presented that enables managers to predict and partially control patterns of behaviors in ECASs. Demonstrated on the U.S. electricity markets, ABM is integrated with normative and subjective decision behavior recommended by the U.S. Department of Energy (DOE) and Federal Energy Regulatory Commission (FERC). The approach integrates social networks, social science, complexity theory, and diffusion theory. Furthermore, it has unique and significant contribution in exploring and representing concrete managerial insights for ECASs and offering new optimized actions and modeling paradigms in agent-based simulation. / Dissertation/Thesis / Ph.D. Industrial Engineering 2013

Industries such as trade, manufacturing and transportation have undergone significant changes due to the globalization concept. Sea ports play a very important role in building and strengthening the economies of countries worldwide. Due to the high rate of production, the work load has increased at the ports which resulted into financial as well as capacity problems. As a result of such problems, cost optimized and automated solutions are being developed and introduced at the ports. In the horizontal transport system of the sea ports, AGVs are one of those automated solutions used to transport containers from ships to yard and vice versa. Newer and more practices are being employed to make the efficient transportation of these AGVs. Numexia has recently introduced a new version of Cassette AGVs called Zero-Emission C-AGV. A conceptual model is developed for Zero-Emission C-AGVs and different layouts are evaluated using multi agent-based simulation. The greedy algorithm has been used for the efficient dispatching of jobs. The Simulation will carry out the dispatching of jobs for C-AGVs between quay area and yard using different layouts and scenarios for the unloading operation.