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AGENT- BASED MODELING AND NETWORK DYNAMICS
Agent-Based Modeling
and Network Dynamics
Akira Namatame
National Defense Academy, Japan

Shu-Heng Chen
National Chengchi University, Taiwan

3
 3
Great Clarendon Street, Oxford, OX2 6DP,
United Kingdom
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It furthers the University’s objective of excellence in research, scholarship,
and education by publishing worldwide. Oxford is a registered trade mark of
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© Akira Namatame and Shu-Heng Chen 2016
The moral rights of the authors have been asserted
First Edition published in 2016
Impression: 1
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a retrieval system, or transmitted, in any form or by any means, without the
prior permission in writing of Oxford University Press, or as expressly permitted
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contained in any third party website referenced in this work.
Abstract

Social environments influence much of what people do. To be more precise, individual
behavior is often influenced by social relations with others. Social influence refers to the
behavioral change of individuals affected by other people. Individual behavior is often
governed by formal and informal social networks. Networks are created by individu-
als forming and maintaining relationships that, in turn, influence individual behavior.
Hence, considering individual behavior within the context of an explicit network struc-
ture gives us a model that helps to explain how people connect with their peers, and why
they become increasingly similar to their peers over time.
Agent-based modeling has grown out of many disparate scientific fields, including
computer science, physics, biology, economics, and other social sciences. In conjunction
with the increasing public interest in complex networks, there has been a coalescence
of scientific fields interested in agent-based approaches and network science. Each of
these fields brings important ideas to the discussion, and a comprehensive understanding
seems to require a synthesis of perspectives from all of them. These are ideas that have
traditionally been dispersed across multiple disciplines. Thus, understanding highly con-
nected individual behavior requires a set of ideas for reasoning about network structures,
strategic behavior, and feedback effects across large populations.
This text attempts to bridge such multidisciplinary approaches in the ultimate hope
that it might lead to a better understanding of complex social and economic problems.
By constructing agent-based models, we develop methods and tools useful for exploring
the deeper mechanisms underlying socioeconomic dynamics. We begin by extrapolating
theories of structure and behavior, two bodies of theory that will serve as the foundation
for agent-based network models. With this set of ideas in mind, we introduce some of the
main topics to be considered in the book, and the means by which these topics articulate
the mechanisms of socioeconomic dynamics.
This book also serves as an introduction for a general reader to socioeconomic sys-
tems. Its breadth and readability make it especially useful as a starting point for those
who wish to dig deeper into the socioeconomic systems from any academic background
and level. It is richly peppered with facts and simulation results aimed at situating the
models discussed within actual socioeconomic systems. Hardware developments will
soon make it possible to construct large-scale models, with agents numbering in the mil-
lions and hundreds of millions. It will be argued that the main impediment to creating
empirically relevant agents on this scale is our current lack of understanding regard-
ing the realistic behavior of agents. This epistemic bottleneck obfuscates efforts to write
the rules dictating agent behavior, which is the primary challenge faced by researchers
studying such models. Network theory is the study of network structures, whereas agent-
based model theory studies models of individual behavior in settings where the outcome
vi Abstract

depends on the behavior of others. The agent approach to networks is at the forefront
of such models.
The authors are deeply indebted to several people. The contributors were our friends
and close colleagues, along with colleagues known to us only by name, and the authors of
the books and papers to which we refer in the text. We thank those colleagues who pro-
vided stimulating academic discussion and debate provoked by the various readings and
ideas, including Professors Bikas K. Chakrabarti, Yuji Aruka, Dirk Helbing, Thomas
Lux, and Frank Schweitzer. We also thank our wonderful students at the National De-
fense Academy and National Chengchi University, who provided a quiet retreat from
the pressures of teaching and administration during the later editing stages.
Finally, we want to thank all of you who take the time to read this book. We will
be grateful if you gain as much from reading it and thinking about it as we have from
writing it.
Contents

1 Introduction 1
1.1 Agent-Based Modeling: A Brief Historical Review 1
1.2 Agent Network Dynamics 6
1.3 Outline of the Book 11
2 Network Awareness in Agent-based Models 15
2.1 Network Awareness 15
2.2 First-Generation Models: Lattices 16
2.3 Second-Generation Models: Graphs 38
2.4 Additional Notes 63
3 Collective Dynamics of Adaptive Agents 68
3.1 Collectives 68
3.2 Binary Choices with Externalities 71
3.3 Adaptive Choices with Reinforcement 78
3.4 Network Effects on Adaptive Choices 86
4 Agent-Based Models of Social Networks 91
4.1 Introduction 91
4.2 Game Theory of Network Formation 92
4.3 Network Game Experiments 97
4.4 Agent-Based Modeling 104
4.5 The Skyrms-Pemantle Model 105
4.6 The Zimmermann-Eguiluz Model 110
4.7 The Zschache Model 114
4.8 The Bravo-Squazzoni-Boero Model 119
4.9 Network-based Trust Games 124
4.10 Toward a General Model of Network Dynamics 132
4.11 Additional Notes 133
5 Agent-Based Diffusion Dynamics 135
5.1 Social Diffusion 135
5.2 Diffusion Models 137
5.3 Maximizing and Minimizing Diffusion Thresholds 146
5.4 Comparison of Diffusion in Networks 150
5.5 Key Agents in Diffusion 155
viii Contents

6 Agent-Based Cascade Dynamics 162

6.1 Social Contagion and Cascade Phenomena 162
6.2 Threshold Model 166
6.3 Cascade Dynamics in Networks 172
6.4 Optimizing Cascades in Networks 181
6.5 Cascade Dynamics with Stochastic Rule 191
7 Agent-Based Influence Dynamics 196
7.1 Mutual Influence and Consensus 196
7.2 Opinion Dynamics and Influence Network 199
7.3 Consensus Formation in Networks 207
7.4 Optimal Networks for Fast and Slow Consensus 212
7.5 Network Intervention with Stubborn Agents 222
8 Economic and Social Networks in Reality 230
8.1 Buyer–Seller Networks 230
8.2 Labor Market Network 234
8.3 World Trade Network 246
8.4 Summary 252
9 Agent-Based Modeling of Networking Risks 253
9.1 Networking Risks 253
9.2 Systemic Risks 257
9.3 Cascading Failures and Defense Strategies 266
9.4 Gain from Risk Sharing 274
10 Agent-Based Modeling of Economic Crises 286
10.1 Agent-Based Economics 286
10.2 Model Descriptions 289
10.3 Simulation and Results 295
10.4 Evolving Credit Networks 305

References 309
Index 323
1
Introduction

1.1 Agent-Based Modeling: A Brief Historical Review

1.1.1 From Equations to Networks
The book is about the integration of agent-based modeling and network science. Agent-
based modeling in social sciences has a long history, while in the early days it was
recognized by different terms in different disciplines, for example, individual-based mod-
eling in ecology (Grimm and Railsback, 2005), actor-based modeling in sociology (Macy
and Willer, 2002), and interaction-based modeling in social economics (Durlauf and
Young, 2004). In many disciplines, before the advent of agent-based modeling, the dom-
inant approach in modeling social phenomena was equation-based modeling, frequently
characterized by differential equations or systems of differential equations.
The famous examples are the Lokta-Volterra equation in ecology, the Kermack-
McKendric equation, more popularly known as the SIR (standing for susceptible-
infected-recovered) model in epidemics, and the Bass equation in marketing (Bass,
1969). Those equations describe a dynamic or evolutionary process in a space. The
Lokta-Volterra equation describes the evolution of the population of different species in
an ecological system, such as in the Amazon River, in the Sub-Saharan Desert, or in the
Chernobyl nuclear disaster area. On the other hand, the Kermack-McKendric equation
describes the diffusion of the epidemics or pandemics from one single individual to a
large part of society. The Bass equation is the application of the Kermack-McKendric
equation to the diffusion of new products or technology. While these processes can be
meaningfully pictured in a spatial context, the spatial concern is often assumed away or
abstracted away by the much simpler equation-based modeling. Therefore, it leaves a
general question for social scientists: can a space-free thinking be good enough? A pos-
sibly negative answer to this question is the reason that we see the burgeoning and the
development of the agent-based modeling methodology in social sciences.
What distinguishes agent-based modeling from the conventional equation-based
modeling lies in the spatial factor or the geographical specificity. However, the signif-
icance of the spatial concern is not limited to just spatial mobility or transportation
(Liedtke, 2006). The spatial specificity turns out to be another attribute of agents, which
not only introduces a heterogeneity of agents in a natural way, but also helps define and

Agent-Based Modeling and Network Dynamics. First Edition. Akira Namatame and Shu-Heng Chen.
© Akira Namatame and Shu-Heng Chen 2016. Published in 2016 by Oxford University Press.
2 Introduction

operate various interaction rules. Hence, the ultimate goal of including the spatial factor
in agent-based modeling is to enable us to have an explicit expression of the feasible
interactions among heterogeneous agents.
Hence, through various spatial models, interaction and heterogeneity (including in-
teraction platforms and prototypes) as the essences of agent-based models are neatly
encapsulated. Once we have come to this realization, it is not hard to see that spatial
modeling is too limited for capturing various interactions interesting social scientists;
after all, many social interactions are beyond the common sense of the Euclidean ge-
ometry. Social scientists need a more extended notion of distance, neighborhood, and
locality than the Euclidean geometry can offer. Therefore, to enhance the expressive
power of our experiences with interactions, a more general geometry (map) for social
locations, rather than just the physical locations, of various agents is indispensable. How-
ever, compared to a map of a campus, a city, or a country, maps regarding humans, from
a genome map of humans to a genealogic tree of a family, are harder to draw and re-
quire lots of creative thinking. Yet the map reflecting a general social structure, a specific
group of people, or even just an individual’s surrounding is more demanding.
Graphs and networks are currently the tools typically used to make these otherwise
very difficult maps partially visualizable, as if we have a social network represented by
a mathematic graph or its various hierarchical and multi-level extensions. The basic
constitutes of the graph, i.e., nodes and links, can be endowed with more flexible in-
terpretations so that the constructed graph or network can powerfully represent various
geometries of social relations (Chen, 2006).

1.1.2 Networks as Checkerboards: Cellular Automata

When did we see the first application of agent-based modeling in social sciences? This
question can be debatable, but few will doubt that the checkerboard model proposed by
Sakoda (1971) and Schelling (1971) is one of the origins.1 It is then clear to see that
spatial specificity, as an essential element of agent-based modeling, was already there.
Alternatively put, right from the beginning of the literature on agent-based modeling
in social sciences and humanities, the network element was already there, and the first
network employed in this literature is the checkerboard or the lattice model.
In fact, the checkerboard model was much earlier known as cellular automata in math-
ematics and computer science (see more in Section 2.4). In 1975, Albin first introduced
cellular automata to economics and social sciences (Albin, 1975). It then became clear
that what can be considered as the earliest integration of agent-based modeling with
networks is this cellular automata tradition (the CA tradition) (Chen, 2012). As will
be reviewed in this book, the CA tradition has accompanied the early development of
agent-based models throughout the last two decades. Specifically, it has been applied

1 Both of these articles are published in the inception issue of the Journal of Mathematical Sociology in
1971. After 40 years, the journal has a special issue as a celebration of the four-decade-long research on the
micro–macro link in sociology (Raub, Buskens, and Van Assen, 2011).
 Agent-Based Modeling: A Brief Historical Review 3

to generate a new class of models, known as spatial games, which gives one of the il-
lustrations of the significance of spatial structure or social structure in social behavior
(Nowak, 2006).

1.1.3 From Networks to Agents: Autonomous Agents

Although the CA model gave the initial impetus for the early development of agent-based
models, this spatial or network concern had only limited effect on further development of
them. One of the reasons is that the lattice (checkerboard) structure is not an appealing
interaction platform for many other applications, and the second reason is that in late
1980s, various tools for constructing artificial agents become available, which inevitably
placed more research focuses on agents rather than on networks.
Among these tools, computational intelligence is the one which has the greatest influ-
ence (Chen, 2008). Computational intelligence is a consortium of fuzzy logic, artificial
neural networks, evolutionary computation, and swarm intelligence. These tools are lin-
guistically, neuroscientifically, and biologically oriented; they together give a powerful
engine to develop a stronger notion of artificial adaptive agents, known as autonomous
agents. In addition to this, learning models from psychology and decision science, such
as reinforcement learning, decision trees, and fast-and-frugal heuristics, also contribute
quite significantly to this development (Chen, 2013). Hence, what we have seen from
the late 1980s and throughout the 1990s is the efforts focusing on the design of artificial
adaptive agents, who are able to learn, adapt, and interact with others. This certainly
levels up the functionality of agents or automata in lattice models and formally dis-
tinguishes agents in the agent-based models from atoms in the statistical-mechanical
models. Nevertheless, interactions in this new stream of agent-based model became
space-free or network-free.
The models of artificial adaptive agents or autonomous agents care less of how inter-
action happens but more on how it ends. For example, social learning or social influence
is one of the most frequently-seen social interactions; in evolutionary computation it is
normally implemented in the vein of the selection principle or the survival-of-the-fittest
principle. Unlike replicate dynamics in which imitation or reproduction is done on the
population base, in evolutionary computation it is implemented on the individual base
(the agent base) through various selection schemes, such as the roulette wheel selec-
tion or the tournament selection. Interactions operated with these schemes only depend
exclusively on a kind of random bumping without reference to any social structure.
Therefore, implicitly, it requires either a fully-connected network or a random network,
depending on whether the link is weighted or binary.

1.1.4 From Agents to Networks: Network Science

Coming to the twenty-first century, while a large group of agent-based models is still
space-free or network-free, the fast development of network science has contributed to
“bringing back” the network structure to the agent-based models. The modern network
science begins in 1998 when the small-world network (the Watts-Stogatz network) was
4 Introduction

proposed (Watts and Strogatz, 1998); in the following year, 1999, the scale-free network
(the Barabási-Albert network) was proposed (Barabasi and Albert, 1999). The essence
of these two contributions and many follow-up studies suggest some generation proced-
ures of networks and formalize the research questions on the formation of networks or
the dynamics and evolution of networks. It then becomes clear that this issue can be
accessible for agent-based models.
In fact, the two proposed network generation procedures, either the Watts-Stogatz
one or the Barabási-Albert one, can both be given an agent-based interpretation. For
social scientists, the only question is whether the behavioral rule (the linkage or the con-
nection rule) assumed for the agents (the nodes) are socially or economically sensible.
The answer to this question distinguishes the social and economic networks from other
physical or mathematical networks. Economists, for example, will be more interested in
knowing under what circumstance randomly rewiring or randomly connecting can be
a boundedly rational behavior. Clearly, if agents can choose the connection based on
their free-will, they would tend to consider each such connection as a welfare-enhancing
opportunity. If so, random connection in general is not economically sensible. On the
other hand, the preferential attachment in the Barabási-Albert model may be satisfied
with a sound economic behavioral principle, such as the herding effect or information
cascade; nonetheless, without a concrete context, no network formation rules can be
sensible justified.

1.1.5 Networks and Games

The game-theoretic approach for network formation attempts to provide a general
framework to understand the emergence of various network topologies from a viewpoint
of deliberating economic calculations (Jackson and Wolinsky, 1996). However, its devel-
opment relies on very stringent assumptions, specifically, perfect information on costs
of links and values of the networks, which largely restricts its usefulness and relevance,
apart from providing minimum theoretical light.
On the other hand, if we treat network formation rules individually and leave them
to evolve over time, then it is immediately clear that agent-based models can make
themselves available as an alternative network-generating mechanism. Therefore, in the
2000s, the integration of agent-based modeling and network science has a new dimen-
sion. In addition to making the network topology an additional attribute of agents and as
part of the interaction rules, as seen in the checkerboard or lattice model, there is room
for developing agent-based models of networks. As said in the very beginning, this book
is about the integration and it will cover both of these dimensions, to be further detailed
in Section 1.2.
While the purpose of this book is provide an integration of agent-based modeling and
the network science, in many parts of the book, we try to bring together networks and
games. This is probably one of the most exciting progresses in agent-based modeling
over the last three decades. Certainly, it does not mean that without agent-based
modeling these two research areas cannot be tied together, but, as we shall see in
this book, agent-based modeling does allow us to explore the richness of the space
 Agent-Based Modeling: A Brief Historical Review 5

synergizing networks and games. On the one hand, agent-based modeling advances our
understanding of the effect of network topologies on game-like strategic behavior, and,
on the other hand, it advances our understanding of the formation of various network
topologies through the lens of the game-theoretic approach.
Let us illustrate this point with prosocial behavior, a long-standing research subject.
Why do people choose to cooperate, to be kind, even under the presence of the high
temptation to defect?2 Despite various possible competitive explanations offered before
the early 1980s, social structure in the manifestation of spatial configurations and network
topologies has never been considered as an option. In this book, we shall see how a
substantial progress in spatial reciprocity or network reciprocity has been made since the
early 1990s (Albin, 1992; Nowak and May, 1992).
In this line of research, two major types of games are involved: one is the prisoner’s
dilemma game and the other is the public goods game. The two games are used be-
cause the former has sometimes been understood as a pairwise game only, and the latter
is introduced as an effort to extend the two-person pairwise network games into truly
N-person network games.3
The ignorance of N-person prisoner’s dilemma games makes the development of the
literature on the network games seemingly less coherent; after all, the switch from the
two-person prisoner’s dilemma game to the N-person public goods game is not smooth
and inevitably leave a hole. Nevertheless, the progress made over the last two to three
decades is not just to show that network topologies can be cooperation-enhanced, but
also to pinpoint what make them matters. A pile of literature indicates that clustering is
the key. The route from the regular network (lattice), to small-world network, to scale-
free network, then further to degree distribution, to degree–degree correlation, and then
to discovery of clustering in various forms, from triangles to cliques, makes this scientific
navigation almost like a scenic drive specifically for those young talents.

1.1.6 Networks and Markets

Earlier we mentioned that the integration of agent-based modeling and network science
had a new face after the late 1990s, because the formation algorithms were proposed by

2 For example, in the preface of the book Evil Genes, Jim Phelps wrote,
“. . . [Humans] are remarkably good. This is not just a wishful statement. Sophisticated brain
science . . . shows how deeply our tendency to trust and cooperate with others is rooted in
brain anatomy and function–even when such behaviors place us at direct personal risk.” (Oakley
(2007), p. 20).
3 This can be quite evidently seen in many similar passages as in the following quotation.
“However, the prisoner’s dilemma game is different from the public good games in the sense that
the former describes pairwise interactions but the latter are played by groups of individuals. (Rong,
Yang, and Wang (2010), p.1; Italics added.)”
What has been overlooked by a substantial amount of the literature is the existence of the N-person prisoner’s
dilemma game, in which the public good game can be shown as a special case of the N-person prisoner’s
dilemma game. For a formal definition of the N-person prisoner’s dilemma game, the interested reader is
referred to Coleman (2014, Section 8.7). The payoff matrix defined there is more general than the usual
public good game. In economics, the N-person prisoner’s dilemma game has been used to model oligopolistic
competition (Chen and Ni, 2000).
6 Introduction

physicists and, later on, extended by agent-based social scientists (Skyrms and Pemantle,
2000; Eguiluz et al., 2005). While the latter studies are initially motivated by the social
relations characterized by games, empirical studies accumulated earlier provide another
impetus for reflecting on the network formation processes (Granovetter, 1973; Kranton
and Minehart, 2001; Montgomery, 1991). Instead of addressing game-theoretical ques-
tions, the empirically-inspired studies attempt to address network formation in each
domain of real life, such as networks in markets, from goods-and-service markets and
labor markets to financial markets. Agent-based models of these empirical networks are
developed in the 2000s in parallel to the agent-based models of network games. They
together consolidate both the theoretical and empirical foundations of the integration of
agent-based modeling and network science.

1.2 Agent Network Dynamics

On the one hand, our thoughts, feelings, and actions depend to a considerable degree
on social context. That is, our social environment influences much of what we do,
think, and feel. On the other hand, our behavior contributes to the social environment
of which we are a part. Social interdependence is defined by the interactions among
individuals in a society, and it can be understood to exist when one individual’s behavior
depends on another’s. Social interdependence is a fundamental way by which individu-
als are connected. Social interdependence concerns not only individual strategies and
interactive patterns that facilitate or inhibit cooperation, but also the formation of social
structures, the emergence of solidarity, mutual assistance networks, power structures,
and trust networks.
Most individual interactions with the rest of the world happen at the local, rather
than the global, level. People tend not to care as much about the entire population’s de-
cisions as they do about the decisions made by their friends and colleagues. At work,
for example, individuals are likely to choose technology that is compatible with the
technology used by those with whom they collaborate directly, regardless of whether
it is universally popular. When such phenomena are analyzed, the underlying social
network can be considered at two different levels: at one level, the network is a rel-
atively amorphous collection of individuals, and particular effects are perceived as
forming part of an aggregate; at another level, however, the network has a fine structure
and an individual’s behavior is partly determined by that individual’s neighbors in the
network.
What we can observe is a growing awareness and adoption of a new innovation that
is visible as an aggregate across an entire society. What are the underlying mechanisms
that lead to such success? Standard refrains are often invoked in such situations: the
rich get richer, winners take all, a small advantage is magnified in a critical mass, and new
ideas go viral. Nevertheless, the rich do not always get richer, and initial advantages do
not always lead to success. To understand how this diffusion process works, and how it
is manifest in the interconnected actions of massive numbers of individuals, we need to
study the network dynamics of connected behavior. Simple rules concerning individual
 Agent Network Dynamics 7

behavior can result in complex properties at the aggregate level. So-called emergent
behavior at the macroscopic level influences individual behavior and interactions at the
microscopic level.
We are interested in answering the following questions: How do agents, who interact
and adapt to each other, produce the aggregate outcomes of interest? How do we identify
the micro behavior that contributes to consistency in the behavior of interest at the mac-
roscopic level? These questions raise other questions about how socioeconomic systems
work and how they can be made to work better. To answer these questions, we may need
to precisely identify the micro behavior that produces the macroscopic behavior of inter-
est. People constantly interact with each other in different ways for different purposes.
Somehow, these individual interactions exhibit a degree of coherence at the macroscopic
level, suggesting that aggregates have structure and regularity. The individuals involved
may have a limited view of the whole system, but their activities are coordinated to a large
degree, often exhibiting so-called emergent properties—properties to the system that do
not exist in its individual components. Emergent properties are not only the result of
individual behavior; they are also the result of the interactions among them.
This approach to social networks formalizes the description of networks of relations
in a society. In social networks, individuals can be represented as nodes, and relations or
information flows between individuals can be represented as links. These links represent
different types of relations between individuals, including the exchange of information,
the transfer of knowledge, collaboration, and mutual trust. Social networks depend on
social relationships, which, in turn, shape the relations between individuals. Networks
are constituted individuals who form and maintain mutual relationships that, in turn,
influence individual behavior. In this way, individual behavior is subject to an explicit
network structure that conforms to a model that can help us understand how people are
connected to their peers, and why they come to resemble them over time.
Individual behavior is often governed by these formal and informal social networks.
To be more precise, individual behavior is often influenced by the social network of
which the individual is a part. For instance, when we form an opinion about a political
issue, we are likely to be influenced by the opinions of our friends, family, and col-
leagues. Moreover, we tend to influence the political opinions held by many of them
as well. Social influence refers to the behavioral change in individuals insofar as others
affect it in a network. Social influence is an intuitive and recognized phenomenon in
social networks. The degree of social influence depends on several factors, such as the
strength of relationships between people in the network, the network distance between
users, temporal effects, and the characteristics of the network and the individuals in it.
Much sociological research has been devoted to showing how various forms of social in-
fluence shape individual action (Marsden and Friedkin, 1993). One fundamental point
is that, in a network setting, we should evaluate individual actions not in isolation, but
with the expectation that the network will react to what people do. This means that there
is considerable subtlety to the interplay of causes and effects. Moreover, the influence
of the network is present regardless of whether its members are aware of the network.
In a large and tightly interconnected group, the individuals comprising it will often re-
spond in complex ways that are apparent only at the level of the entire population, even
8 Introduction

though these effects may come from implicit networks that are not directly apparent to
the individual.
In many cases, the topic of interest depends on certain topological properties of net-
works. The majority of recent studies involve the following two key lines of research:
the first involves determining the values of important topological properties in a network
that evolves over time, and the second involves evaluating the effects of these properties
on network functions. Important processes take place within a social network, such as
the diffusion of opinions and innovations, and these processes are mostly influenced by
the topological properties of the social network. In turn, the opinions and practices of
individual agents exhibit a clear impact on the network’s topology, as when, for example,
conflicting opinions lead to the breakup of a social interaction.
The specific pattern of connections defines the network’s topology. For many ap-
plications, it is unnecessary to model the exact topology of a given real-world network.
Social networks are not always rigid structures imposed on us. Often, we have consider-
able control over our personal social relations. Our friends may influence us in forming
our political opinions, for instance, but we are also to a large extent free to choose our
friends. Moreover, it is likely that these same opinions are a factor in choosing our
friends. Thus, social networks and individual behavior within social networks develop
interdependently–they coevolve, in other words. Hence, our political opinions coevolve
according to our social network and our individual characteristics, a process that holds
for many other types of opinions and behavior. With respect to social networks, a lot is
known about measuring their structural properties. Lately, such work has concentrated
on the rules of network formation and on the relation between the process of network
creation and the structure of the resulting network. However, little is known about the
dynamics of the processes occurring in networks, and to what degree these processes
depend on the network properties. Two questions are important here: What structure
can be expected to emerge in a social network, and how will behavior be distributed in
that network? These are central questions for social science and network science. Future
research is directed at understanding how the structure of a social network determines
the dynamics of various types of social processes occurring in the network.
The mutual relationship between the individual and the network results in the self-
organization of social systems. Social relations depend on and, in turn, influence the
relationships between individuals and groups within society. Of chief interest is the
manner by which the structure of a social network determines the dynamics of vari-
ous types of emergent properties occurring within that network. For emergence at the
social level, patterns of social interactions are critical. Much effort has been devoted to
understanding how the behavior of interacting agents is affected by the topology of these
interactions. Various models have been proposed to study how locally engendered rules
lead to the emergence of global phenomena. These topics are the predominant concern
of statistical physicists, and they have converged with the social sciences to form the
discipline of socio-physics (Ball, 2004).
Most networked systems seen in real life have associated dynamics, and the structural
properties of such networks must be connected to their dynamic behavior. In general,
each node in a network undergoes a dynamic process when coupled with other nodes.
 Agent Network Dynamics 9

The efficiency of a communication network depends on communication paths, and these

are dictated by the underlying network topology. In this way, the network structure de-
termines to a large extent the possibility of a coherent response. Thus, the topology of a
network remains static despite dynamic changes to the states of the nodes comprising it.
In this respect, one question of particular significance is whether there is any correla-
tion between the network’s resistance to small perturbations of dynamic variables and
the specific arrangement of the network’s connections. A network is said to be stable
when perturbations decay rapidly, such that they are unable to spread to the rest of the
network. Stability of this sort is necessary for networked systems to survive in the noisy
environment that characterizes the real world.
Here, the topology of the network itself is regarded as a dynamical system. It changes
in time according to specific, and often local, rules. Investigations in this area have re-
vealed that certain evolutionary rules give rise to peculiar network topologies with special
properties. The interplay between the topology and the network dynamics raises many
questions. It is clear that in most real-world networks, the evolution of the topology is
invariably linked to the state of the network, and vice versa. For example, consider a
traffic network. The topology of such a network influences its dynamic state, such as
the flow and density of each node and link. However, if traffic congestion is a common
occurrence for some links, it is probable that new links will be built to mitigate the traffic
on the congested links. A high load for a given node or link can also cause component
failures that have the potential to sever links or remove nodes from the network. On a
longer timescale, a high load is an incentive for the installation of additional connections
to alleviate the load. Consequently, a feedback loop between the state and topology of the
network is formed, and this feedback loop can lead to a complicated mutual interaction
between a time-varying network topology and the network dynamics. Certain topologi-
cal properties strongly impact the network dynamics, and topological network properties
should be derived from the dynamics according to which the networks are created. Until
recently, these two lines of network research were generally pursued independently. Even
where strong interaction and cross-fertilization are evident, a given model would either
describe the dynamics of a certain network or the dynamics on a certain network (Gil
and Zanette, 2006).
Agent network dynamics is another approach to the study of complex dynamic pro-
cesses. Agent networks are represented by graphs, where nodes represent agents, and
edges represent the relationships between them. Links can be directed or undirected,
and they can be weighted or unweighted. Agent networks can be used to create systems
that support the exchange of information in real communities, for instance. Agent sys-
tems are joined according to the network topology. Thus, the topology of the network
remains static while the states of agents change dynamically. Important processes stud-
ied within this framework include contact processes such as the spread of epidemics, the
diffusion of innovations, and opinion-formation dynamics. Studies of this sort reinforce
the notion that certain topological properties have a strong impact on the dynamics of
and on agent networks.
Much effort has been devoted to understanding how a model describing the behavior
of interacting agents is affected by the network of interactions. More recently, the focus
10 Introduction

has shifted to take into account the fact that many networks, and in particular social
networks, are dynamic in nature: links appear and disappear continually over time, and
across timescales. Moreover, such modifications to the network’s topology do not oc-
cur independently from the agents’ states, but rather as a feedback effect: the topology
determines the evolution of the agents’ opinions, and this, in turn, determines how the to-
pology is modified. That is, the network becomes adaptive. Under this framework, the
coevolution of an adaptive network of interacting agents is investigated to show how the
final state of the system depends on this coevolution. The direction of the research is cur-
rently aimed at understanding how the structure of agent networks determines network
dynamics of various types. The most promising models are those in which the network
structure determines the dynamic processes, and in which the dynamic processes corre-
spondingly shape the network structure. The first line of research is concerned with the
dynamics of networks. Here, the topology of the network itself is regarded as a dynam-
ical system. It changes over time according to specific, often local, rules. Investigations
in this area have revealed that certain evolutionary rules give rise to network topologies
with special properties. The second line of research, by contrast, concerns the dynamics
on networks (Gross and Blasius, 2008).
In agent networks, the network topology usually emerges as a result of the interac-
tions between agents. This approach is useful for determining whether the observable
phenomena are explained by the difference in the network topologies or by the differ-
ence in the dynamics of agents. Furthermore, agent-based models are used to explore
the evolution of networks. The hypothesis used here is that networked systems have
a topology that is characterized by the interactions of agents, and that, in addition,
the topology imposes some sort of influence on them. Fluctuations in the behavior of
agents invoked by the topology will alter the topology. Such a multi-level relationship
to the interaction between the agents and the global topology is called a micro–macro
loop.
Agent interactions also occur in structured networks. However, there is a relative lag
to the development of tools for modeling, understanding, and predicting dynamic-agent
interactions and behavior in complex networks. Even recent progress in complex net-
work modeling has not yet offered the capability of modeling dynamic processes among
agents who interact in networks. Computational modeling of dynamic agent interactions
in structured networks is important for understanding the sometimes counterintuitive
dynamics of such loosely coupled adaptive agents. Despite the multiplicity of concepts
used to describe these mechanisms, each mechanism affects the agent system at both
the microscopic and the macroscopic level. At the microscopic level, these mechanisms
help individual agents mitigate complexity and uncertainty. At the macroscopic level,
they facilitate coordination and cooperation among agents, and consequently affect the
success of the agent system as a whole. From an applied point of view, it is desirable
to collect an inventory of the microscopic dynamics at the individual level and to deter-
mine their corresponding effects at the macroscopic network level. Such an inventory
would provide researchers with specific guidelines concerning the phenomena observed
in socioeconomic systems.
 Outline of the Book 11

1.3 Outline of the Book

The foundations of this book are interdisciplinary. We turn to sociology and econom-
ics, network science, and agent-based modeling. These disciplines have made important
contributions and provided the mechanisms used to understand several socio-economic
problems. From sociology and economics, we draw on a broad set of theoretical frame-
works for studying the structure and dynamics of socioeconomic systems. From network
science, we derive the language for elucidating the complexity of network structures and
systems with interacting agents. From agent-based modeling, we glean models for the
strategic behavior of individuals who interact with each other and operate as members
of larger aggregates. This book is unique insofar as it is a focused effort to bring together
these traditions in the framework of agent-based modeling.

1.3.1 Foundation Chapters

Chapter 2 gives a historical review of the development of network-based agent-based
models. From lattices to graphs, we separate the development into two stages. We should
be able to see that the issues dealt with in these two stages can be completely the same,
and they are distinguished simply by our network thinking or our awareness of networks.
This chapter can be viewed as the foundation chapter of the whole book. It covers two
major parts, namely, the network-based discrete-choice models and the network-based
agent-based models. If the interaction of agents is the essence of agent-based models,
then the network-based discrete-choice models just inform us how these interactions
among agents are defined and operated by the underlying networks. The network-based
agent-based models are the agent-based models that explicitly specify the networks for
interactions. Since networks define interactions and affect decision-making, they and
network-based discrete-choice models are the two sides of the same coin. In a chron-
ological order, we demonstrate the network-based agent-based models via a number
of pioneering works. The purpose of these demonstrations is to enable us to see how
network topologies can affect the operation of various economic and social systems,
including residential segregation, pro-social behavior, oligopolistic competition, market
sentiment manipulation, sharing of public resources, market mechanism, marketing, and
macroeconomic stability. Cellular automata as the theoretical underpinnings of the com-
plex dynamics of these models are also introduced. This theoretical background is a
backbone for the undecidability and unpredictability properties of many other models
to be introduced in other chapters.
Based on the general understanding of the network-based agent-based models,
Chapter 3 presents the collective behavior of adaptive agents—that is, agents who coad-
apt to other agents. When agents coadapt to each other, the aggregate behavior is
extremely difficult to predict. What makes this interactive situation both interesting and
difficult to evaluate is that we must evaluate the aggregate outcome, and not merely
the way agents behave within the constraints of their own environments. The following
questions are confronted. How do interacting agents who coadapt to each other produce
certain aggregate outcomes, sometimes, also called the reverse engineering problem?
12 Introduction

How do we identify the microscopic behavior of agents who contribute to the regularities
observed at the macroscopic level?
In the network-based agent-based models, network topologies are exogenously given.
This leaves us an issue on how these network topologies are determined in the first
place. In other words, what is the network formation process of the economic and so-
cial networks? Chapter 4 address this fundamental question by introducing agent-based
models of social networks. This chapter considers agent-based models as formation al-
gorithms for networks. Such formation algorithms are distinguished from sociological,
socio-physical, and game-theoretical formation algorithms.
The chapter begins with a review of cooperative and non-cooperative game theory
of network formation, followed by a series of human subject experiments carried out in
light of game theory. The limitations of these models, in particular their empirical rel-
evance, are discussed, which naturally motivates the use of agent-based modeling as an
alternative approach to network formations. As we shall see in this chapter, the agent-
based models of social networks can be considered as an extension of the spatial games
and network games reviewed in Chapter 2. The difference is that games are no longer
played in a given network topology; instead, they become part of the determinants of net-
work formation. Different games with different strategic and adaptive behavior will lead
to different network topologies. This chapter reviews the work done using the friendship
game, the prisoner’s dilemma game, the stag hunt game, the public goods game, and
the trust game (the investment game). They together provide formal treatments to our
intuitive understanding on how human relation is shaped by various competitive and
cooperative opportunities. The chapter ends up with a brief remark on the multiplex
games and the evolved social networks.
If we take Chapters 2, 3, and 4 as the foundations of the exogeneity and the endo-
geneity of network topologies, then the following three chapters focus on the primary
interactions that either can be affected by the exogenous network topologies or can
endogenously shape the evolution of network topologies. These three focusing inter-
action processes are diffusion dynamics (Chapter 5), cascade dynamics (Chapter 6),
and influence dynamics (Chapter 7).

1.3.2 Primary Dynamics on and of Networks

Chapter 5 addresses agent-based diffusion dynamics. Powerfully influential information,
ideas, and opinions often spread quickly throughout society. Diffusion is a daily social
phenomenon of propagation within any society. In this chapter, we explore the diffusion
process. This line of inquiry is often formulated as epidemic diffusion. Whether certain
information succeeds in penetrating society depends primarily on the probability that
it will be passed from the individual who knows it to other interactive partners. Epi-
demic information-transmission dynamics are known as threshold phenomena. That is,
a probability threshold exists below which information will spread merely within a lim-
ited group and above which it will penetrate the whole society. Diffusion processes also
take place within social networks, and they are influenced by the topological properties
 Outline of the Book 13

of networks. This chapter investigates the particular network conditions that determine
whether information will penetrate the whole society.
Chapter 6 is concerned with agent-based cascade dynamics. Much social phenomena
differs from diffusion-like epidemics. Epidemic models are limited in that they treat the
relationships between all pairs of agents as equal. They do not account for the potential
effects of individual heterogeneity on decisions to behave in certain ways or to adopt
ideas. In this chapter, we consider a diffusion model for deliberate behavior. For each
agent there is a threshold for action, determined in part by the number of neighboring
agents who approve of the action. Such a threshold-based model can also be applied to
the study of diffusion in terms of innovation, cascading failures, and chains of failures.
Cascade dynamics are modeled as coordinated processes where each agent decides to
adopt a particular action based on the number or ratio of neighboring agents who already
have adopted it. The chain process of failures is discussed as another example of cascade
dynamics. The failure of one of the components can lead to a global failure, as in a chain
of bankruptcies.
Chapter 7 pertains to agent-based influence dynamics. The interaction between indi-
viduals does not merely involve sharing information; its function is to construct a shared
reality consisting of agreed-upon opinions. In consensus formation, individuals must in-
fluence one another to arrive at a common interpretation of their shared reality. One of
the main questions surrounding this idea concerns the possibility of a global consensus,
defined as the coincidence of internal states without the need for a central supervisory
authority. Social influence is a recognized phenomenon in social networks. The degree
of social influence depends on many factors, such as the strength of the relationships be-
tween people, the type of individuals in the network, the network distance between users,
the effects of time, and the characteristics of the network. We focus on the computational
aspects of analyzing social influence and describe the measurements and algorithms used
to interpret it. More specifically, we discuss the qualitative and quantitative measures
used to determine the level of influence in an agent network. Using agent-based mod-
eling and network analysis, we shed light on these issues and investigate the kinds of
connections that tend to foster mutual influence in egalitarian societies.

1.3.3 Applications
The last part of the book, consisting of three chapters, is mainly on the applications
of the agent-based modeling of economic and social networks to practical and chal-
lenging issues. They include the three prominent applications, the practical network
formation in different domains (Chapter 8), network risks (Chapter 9), and economic
growth (Chapter 10).
Chapter 8 is concerned with economic and social networks in reality. This chapter
focuses on the empirical aspect of networks, i.e., various economic and social networks
built using real data. In this chapter, we review three major market-oriented networks,
namely, the buyer–seller network, the labor contact network, and the world trade web.
Chapter 9 discusses agent-based models of networked risks. Networked systems
provide many benefits and opportunities. However, there are also negative aspects to
14 Introduction

networking. Systemic instability is said to exist in a system that will eventually lose
control, despite each component functioning properly. This chapter explores how the
complexity of networked systems contributes to the emergence of systemic instability.
An agent-based model can explain how the behavior of individual agents contributes
to our understanding of potential vulnerabilities and the paths through which risk can
propagate across agent networks. Various methodological issues related to managing
systemic risk and cascading failures are also discussed.
Chapter 10 is concerned with agent-based modeling of economic growth. This chap-
ter presents agent-based models as a means for studying the interactions between the
financial system and the real economy. Such a model can reproduce a wide array of em-
pirical regularities to fundamental economic activities as stylized facts. An agent-based
model will contribute to enriching our understanding of potential vulnerabilities and the
avenues by which economic crises propagate in economic and financial systems. Com-
bining agent-based modeling with network analysis can shed light on our understanding
of how the failure of a firm propagates through dynamic credit networks and leads to a
cascade of bankruptcies.
2
Network Awareness in Agent-based
Models

2.1 Network Awareness

The network awareness is a recent scientific phenomenon. The neologism network science
is just a decade old. However, the significance of networks in various human behaviors
and activities has a history as long as human history. Almost all solutions to real-world
problems involve the network element. The whole life of any individual, from cradle to
grave, is determined by his/her family ties, neighbors, classmates, friends, and colleagues.
This personal social net provides him/her with various opportunities and information,
which affects his/her choices, actions, and achievements in a substantial way.
From an individual level to a social level, networks remain important and, sometimes,
become even more important. The end of the period of the warring states and the great
unification of China by Qin Shihuang (260–210 BC) in year 221 BC was due to the hor-
izontal alliance strategy proposed by Qin’s important strategist, Zhang Yi, which helped
Qin break down the “network” of the other six states. Networks can promote war and
peace, and threaten or consolidate national security. Hence, regardless of our awareness
of networks, their influences have been already there; however, if we are aware of their
existence and influences, then we can be proactive to change the network topologies, as
Zhang Yi had done for Qin and China.
In fact, China has long already been aware of networks, but not just networks of hu-
mans, but networks of humans and their objects. This is known as Feng Shui (Rossbach,
1983; Webster, 2012). In Feng Shi, the focus is the layout of all articles or objects in
a space in which agents are situated. In our familiar terminology, these articles by their
attributes have to be placed properly so as to facilitate their “interactions” with agents.
If so, the welfare, fortune, business, health, and human relations of agents can be en-
hanced. Nowadays, Feng Shui still plays a pivotal role in Chinese architecture (Tam,
Tso, and Lam, 1999).
Different degrees of network awareness are also reflected in agent-based modeling.
At a lower degree, researchers are aware of the existence of networks and their impacts,
but are not much aware of how these networks are formed. At this stage, networks are

Agent-Based Modeling and Network Dynamics. First Edition. Akira Namatame and Shu-Heng Chen.
© Akira Namatame and Shu-Heng Chen 2016. Published in 2016 by Oxford University Press.
16 Network Awareness in Agent-based Models

taken as exogenous settings, as they are fixed or given (see this chapter 2). At a higher
degree, researchers go further to find the origins of these networks. At this stage, hu-
mans’ decisions on networking are taken into account, and networks are endogenously
generated. Generally, these networks may not have steady state and can evolve over time
(see Chapter 4).
The network awareness provides a simple taxonomy of the literature overarching
agent-based models and economic and social networks. The literature pertaining to the
former case (the exogenous treatment) is called network-based agent-based models (cov-
ered in this chapter), and the literature pertaining to the latter case (the endogenous
treatment) is called agent-based models of social networks (see Chapter 4). It is interesting
to see that these two streams of the literature do not develop in a parallel manner, maybe
partially due to the network awareness. It starts from the research questions on how net-
works or, more specifically, network topologies can affect the operation of the economy
or the society. The questions addressed include the effect of network topologies on finan-
cial security, effectiveness of macroeconomic regulation policy, marketing promotion,
market efficiency, coordination of social dilemma, and employment opportunities.
In principle, the network topology can be taken as an additional exogenous variable
and placed into all kinds of agent-based models that we have studied. For example, it
can be placed into agent-based financial markets to address the network effect on the
price efficiency. This doing is very natural because the interaction of agents is the core
element of agent-based models, which automatically imply the existence of an under-
pinning network to support interactions. Notwithstanding with this feature, we totally
concur on what Bargigli and Tedeschi (2014) have said, “. . . many contributions in the
field of AB modeling, as well as in other fields of economics, do not explicitly make
use of network concepts and measures. (Bargigli and Tedeschi (2014), p. 2; Italics,
added.)”

2.2 First-Generation Models: Lattices

While many agent-based economic models do not explicitly take networks into account,
one should not ignore the fact that agent-based models are originated from the biophys-
ical computational models, known as cellular automata (Hegselmann and Flache, 1998;
Chen, 2012). Some well-known cellular automaton models, such as John Conway’s game
of life (Adamatzky, 2010) or Stephen Wolfram’s elementary cellular automata (Wolfram,
1983, 1994), have been used by social scientists as spatial networks for their models. Two
earliest examples in the literature are James Sakoda’s social interaction models and Thomas
Schelling’s segregation models (Sakoda, 1971; Schelling, 1971). Their models are known
as the checkerboard model for social scientists before the names of cellular automata were
propagated, probably through Albin (1975) who first introduced the neologism to eco-
nomics. Therefore, it is fair to say that networks have been already explicitly used in the
agent-based social scientific models right from the beginning of the stream of the liter-
ature, much earlier than the advent of the literature on spatial games, specifically, spatial
prisoner’s dilemma games (Nowak and Sigmund, 2000).
 First-Generation Models: Lattices 17

We may characterize the first generation of the network-based agent-based models as

the models built upon lattices or checkerboards. The network is closely related to the
physical distance or geographical proximity, i.e., the neighborhood in the conventional
sense. In a regular two-dimensional lattice, with a radius of one, i.e., within a one-step
range, an agent can normally reach four neighbors (von Neumann Neighborhood) or eight
neighbors (Moore Neighborhood), depending on how a step is defined. The essence of
social economics is that agents’ preferences and decisions are not independent but are
generally influenced by other agents’ preferences and decisions (Durlauf and Young,
2004). When the lattices (networks) are introduced into the agent-based model, they
help us to specify a clear indication on this interdependence relationship, in particular
when the influence is subject to locality. A specific class of decision rules, known as the
neighborhood-based decision rules, can then be developed and operated in the agent-based
models.

2.2.1 Schelling’s Segregation Models

The neighborhood-based decision rule assumes that an agents’ decision (preference)
will under the influence of their neighbors. The Schelling segregation model is a good il-
lustration of this rule (Schelling, 1971). The major decision rule in the Schelling model is
a migration rule or a residential choice rule. Agents have to decide whether they should
stay put or migrate to somewhere else. In Schelling’s segregation model, this decision
is based on who are the neighbors or, more specifically, their ethnicity. Schelling con-
sidered two ethnic groups in his model, and the rule is simple, as follows. If agent i in
his community (neighborhood) Ni is “minority,” then agent i will decide to migrate;
otherwise, he will decide to stay. Notice that here the definition of majority or minority
is not necessary based on the usual division figure, 50%, but is determined by agents’
psychological perceptions; indeed, the tolerance capacity for the fraction of the unlike
people around us is, to some extent, psychological.
The network-based decision rule is then parameterized by a threshold, the migration
threshold or tolerance capacity, denoted by θ . If the migration threshold or the tolerance
capacity is set to 30%, then the agent will migrate if more than 30% of his neighbors
belong to the other ethnicity

1 (migrate), if fNi (t) > θi ,
ai (t) = (2.1)
0 (stay put), otherwise,

where

| {j : j ∈ Ni (t), j(x)  = i(x)} |

fNi (t) = . (2.2)
| Ni (t) |

In eqn. (2.2), i(x) gives the ethnical group of agent i, and “j(x)  = i(x)” means that
agents i and j have different ethnical groups. Hence, fNi (t) is the fraction of agent i’s
neighbors who do not share the same ethnical group as agent i.
18 Network Awareness in Agent-based Models

Indexing θ by i implies that agents may not be homogeneous in their thresholds;

some may have lower tolerance capacity, and some may have higher tolerance capacity.
Hence, introducing this heterogeneity can cause a wave of migration or a domino effect
of migration. Depending on the distribution of the threshold values, one may identify
a tipping point or critical point, at which a morphogenetic change in demographics can
occur (Schelling, 1972).
The Schelling model, as a pioneering agent-based model, has been extensively stud-
ied in the literature. The main result is that the emergence of segregation is a quite
robust result. As Banos (2012) has stated, “Schelling’s model of segregation is so ro-
bust that it is only weakly affected by the underlying urban structure: whatever the size
and shape of city, this undesired emerging phenomenon will happen. (Banos (2012),
p. 394)”. Hence, the first primary lesson from the network-based agent-based model is
the emergent structure of segregation.
The robustness of the segregation result provides a classic illustration for the robust-
ness check for agent-based models: a robustness check of a single simple model can be
so demanding and so extensive that it still has not been accomplished after two dozen
studies have been devoted to it.1 Rogers and McKane (2011) has proposed a generalized
analytical Schelling model to encompass a number of variants of the Schelling model.
Both Rogers and McKane (2011) and Banos (2012) can give readers a list of extensive
studies along the line initiated by Schelling.
Not all variants of the Schelling model are the first generation of network-based
agent-based models. As we shall see, the second-generation network-based models (see
Section 2.3) have been quickly extended to “advance” the Schelling model. Among those
variants belonging to the first generation, a research line on the sensitivity of the segre-
gation result deserves our attention (Sander, Schreiber, and Doherty, 2000; Wasserman
and Yohe, 2001; Laurie and Jaggi, 2003; Fossett and Dietrich, 2009). Basically, this re-
search line deals with a question that is well anticipated. The question can be presented
as follows. The standard Schelling model, relying on either the von Neumann neigh-
borhood or Moore neighborhood, only uses a radius of one to define the neighborhood.
What happens if this radius changes, say, from R = 1 to R = 5?
The base tone of these studies is that the degree of segregation increases with the vision.
A particularly illustrating example is demonstrated in Laurie and Jaggi (2003), Figures
2 and 3. These two figures compare the result of the case of R = 1, θ = 0.5 with that
of the case of R = 5, θ = 0.5. When the radius of the neighborhood increases from
one to five, we can see that the size of the clusters formed in the latter are much larger
and evident than those formed in the former. Something similar is also found in Sander,
Schreiber, and Doherty (2000) and Wasserman and Yohe (2001). However, Laurie and
Jaggi (2003) have carried out a thorough examination of the domain of the paramet-
ers. In addition to the parameter domain, called the unstable regime, where a society

1 We use the Schelling model to make this point explicit for a detouring reason. Robustness check is a virtue,
but it is equally important to know that robustness check may essentially know no bound. When a referee asks
an author to revise his paper by checking its robustness, a reasonable bound should be delineated. We, being
editors of journals for years, have the feeling that this awareness should be widely shared by the community.
 First-Generation Models: Lattices 19

invariably segregates and segregation increases as vision, R, increases, their simulations

also identify the stable regime, where the integrated societies are stable and segregation
decreases as vision increases. A narrow intermediate regime where a complex behavior
is observed is also founded. This complex pattern is also found in Fossett and Dietrich
(2009), “We do find important effects of the size or scale of neighborhoods involved in
agent vision: model-generated segregation outcomes vary in complex ways with agent
vision. . . . Thus, what is important is the scale of agent vision—that is, the number
of neighbors they “see”—not the particular spatial arrangement of those neighbors.
(Fossett and Dietrich (2009), 149; Italics added)”
This research, called the visionary variant of the Schelling model, is less well noticed
than other variants. The ignorance of this research line, not just limited to the few studies
cited here but the entire research idea, may lead us to claim the robustness of the segrega-
tion result in a premature way. When the segregation result is too robust, one may tend to
attribute the general failure of the integration policy to the prediction of “Schelling the-
ory.” Roughly speaking, the “shadow” of the negative result of the “Schelling theory”
may generate a pessimistic psychology toward the effectiveness of any policy toward
integration. It should not be, but it may be cautiously read in a form of fatalism.2
Under this circumstance, the result provided by Laurie and Jaggi (2003) gives us
a positive qualification to the negative side of the Schelling model and brings in a more
positive thinking of the policy, particularly, education of preference.3 “The central policy
implication of the study is an optimistic note: contrary to popular belief, rather mod-
est decreases in xenophobia and/or preferences for one’s own kind, when coupled with
increased vision, can lead to stable and integrated neighbourhoods. (Laurie and Jaggi
(2003), p. 2703).” We do not mean to involve ourselves in a debate on whether educa-
tion of preference can be sufficient for shaping an integration policy. The point that we
would like to make is that it is premature to claim the robustness of the segregation result
and use it to explain or forecast the effectiveness of an integration policy.
The agent-based model as a powerful tool for thought experiments can help us to
enhance our expressiveness of the concern for the issue under examination. The reason
that it is premature to make a claim on the robustness of segregation is simply because
many concerns related to the issue have not been incorporated into the model. Vision is
just an example, and preference is another example (Pancs and Vriend, 2007). However,
all of these models only consider homogeneous agents. Hence, R and θ are homogeneous

2 For example, Pancs and Vriend (2007) state, “This policy has failed in that integration simply did not
happen. The spatial proximity model provides a possible answer why this could have been expected. (Pancs
and Vriend (2007), p. 4).” Later on, they add,
“The stark conclusion is that a wide class of preferences for integration results in extreme seg-
regation. Any integration policy must be based on a good understanding of the mechanisms
underlying this result. The analysis suggests that education of preferences is not sufficient to achieve
integration.” (Pancs and Vriend, 2007, p. 5)
3 As well shown in Laurie and Jaggi (2003), Figure 7, when θ = 0.7, an integrated society eventually emerges
if R is large enough. More interestingly, this integration also happens for the case of θ = 0.65 in a nonlinear
way: initially the society segregates with an increase in R, but up to a point (R = 4), the society increasingly
integrates with an increase in R.
20 Network Awareness in Agent-based Models

in all agents. For a next step of research, we echo the remark made by Banos (2012),
“Carefully introducing heterogeneity in agent-based models, both at the level of agents’
attributes and behaviors but also in the way we define agents’ environment is therefore
a key issue the community should handle more vigorously, in order to improve our
understanding of the ‘real-world dynamics of the city’. (Banos (2012), p. 405)”
As a concrete example, one can allow for agents’ heterogeneity in the size of neigh-
borhoods, characterized by different radius. This relaxation can be motivated by the
possibility that the perception of neighborhood is psychological and subjective. It there-
fore differs from agent to agent. To incorporate this possibility into the model, we can
conveniently assume that agents are heterogeneous in their vision. Naturally, an agent
with a better vision can “see” a larger radius of agents as his neighbors, whereas an
agent with poor vision can only see the neighbors immediately around, for example, the
von Neumann neighborhood with a radius of one only. To the best of our knowledge,
this heterogeneous-agent extension of the Schelling model has not been attempted in the
literature.

2.2.2 Spatia Games

The second application of the lattice model to economics and social sciences is the
spatial games, which is the predecessor of network games (to be reviewed in Section
2.3.2 and Section 4.4.1). In the spatial game, each agent i is placed in a lattice and
plays a game with each of his neighbors, j ( j ∈ Ni ). Part of the origin of the spatial
game can also be traced back to Schelling’s multi-person games.4 In Schelling’s origi-
nal setting of the multi-person game, there is neither lattice nor network. Albin (1992)
transforms Schelling’s multi-person game into a two-person game with multi-persons
(neighbors).5 Albin considered that these two-person variants “do identify properties
of significance in MPD and several other multi-person games described by Schelling
(1978). (Albin (1992), p. 193)” This is so because in the spatial game all agents simul-
taneously choose whether to cooperate or to defect, regardless of the specific neighbor
whom they encounter.
Let A be the action or strategy space, and A = {1, 0}, where “1” denotes the action
“cooperation” and “0” denotes the action “defection”. In addition, let X(t) be the set of
the choice that each agent makes at time t: X(t) = {ai (t)}, ai (t) ∈ A. A strategy of playing
the game can be formulated as follows. Let Ai (t) be the history of the actions taken by
agent i up to the time t, i.e., Ai (t) ≡ {ai (t), ai (t – 1), . . . ai (1)}. Let Aki (t) be the subset of
Ai (t), which only keeps the most recent k periods, Ai (t) ≡ {ai (t), ai (t–1), . . . , ai (t–k+1)}.
A strategy for agent i can then be defined as the following mapping:

fi : {Akj (t)}j∈{i}∪Ni → A. (2.3)

4 See the final chapter (Chapter 7) of Schelling (1978) (also see Dixit (2006)). In this section, Schelling
uses a number of multi-person games to illustrate that individual rational choices do not necessarily lead to the
most efficient results for the society as a whole.
5 We shall see these two different versions of games again in Section 4.9.
Another random document with
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And when the lamb heard this, it suffered Moses to take it up and lay
it upon his shoulders; and, carrying the lamb, he returned to the
flock.
Now whilst Moses walked, burdened with the lamb, there fell a voice
from heaven, “Thou, who hast shown so great love, so great
patience towards the sheep of man’s fold, thou art worthy to be
called to pasture the sheep of the fold of God.”[487]
 4. MOSES BEFORE PHARAOH.

One day that Moses was keeping sheep, his father-in-law, Jethro,
came to him and demanded back the staff that he had given him.
Then Moses cast the staff from him among a number of other rods,
but the staff ever returned to his hand as often as he cast it away.
Then Jethro laid hold of the rod, but he could not move it. Therefore
he was obliged to let Moses retain it. But he was estranged from
him.
Now Pharaoh was dead. And when the news reached Moses in
Midian, he gat him up, and set his wife Zipporah and his son
Gershom on an ass, and took the way of Egypt.
And as they were in the way, they halted in a certain place; and it
was cloudy, and cold, and rainy. Then they encamped, and Zipporah
tried to make a fire, but could not, for the wood was damp.
Moses said, “I see a fire burning at the foot of the mountain. I will go
to it, for there must be travellers there; and I will fetch a brand away
and will kindle a fire, and be warm.”
Then, he took his rod in his hand and went. But when he came near
the spot, he saw that the fire was not on the ground, but at the
summit of a tree; and the tree was a thorn. A thorn-tree was the first
tree that grew, when God created the herb of the field and the trees
of the forest. Moses was filled with fear, and he would have turned
and fled, but a voice[488] called to him out of the fire, “Moses, Moses!”
And he said, “Here am I.” And the voice said again, “Put off thy
shoes from off thy feet, for the place whereon thou standest is holy
ground.” This was the reason why he was bidden put off his shoes;
they were made of asses’ hide, and Moses had trodden on the dung
of his ass as he followed Zipporah and Gershom.
Then God gave Moses his commission to go into Egypt, and release
His captive people. But Moses feared, and said, “I am of slow lips
and tongue!” for he had burnt them, with his finger, when he took the
live coal before Pharaoh, as already related. But God said to him, “I
have given thee Aaron thy brother to speak for thee. And now, what
is this that thou hast in thy hand?”
Moses answered, “This is my rod.”
“And to what purpose dost thou turn it?”
“I lean on it when I am walking, and when I come where there is no
grass, I strike the trees therewith, and bring down the leaves to feed
my sheep withal.” And when he had narrated all the uses to which he
put the staff, God said to him, “With this staff shalt thou prevail
against Pharaoh. Cast it upon the ground.” And when he cast it
down, it was transformed into a serpent or dragon, and Moses
turned his back to run from it; but God said, “Fear not; take it up by
the neck;” and he caught it, and it became a rod in his hands. Then
said the Most Holy, “Put thy hand into thy bosom.” And he did so,
and drew it forth, and it was white, and shining like the moon in the
dark of night.
Then Moses desired to go back to Zipporah his wife, but the angel
Gabriel retained him, saying, “Thou hast higher duties to perform
than to attend on thy wife. Lo! I have already reconducted her to her
father’s house. Go on upon thy way to Pharaoh, as the Lord hath
commanded thee.”
The night on which Moses entered Egyptian territory, an angel
appeared to Aaron in a dream, with a crystal glass full of good wine
in his hand, and said, as he extended it to him:—
“Aaron, drink of this wine which the Lord sends thee as a pledge of
good news. Thy brother Moses has returned to Egypt, and God has
chosen him to be His prophet, and thee to be his spokesman. Arise,
and go forth to meet him!”
Aaron therefore arose from his bed and went out of the city to the
banks of the Nile, but there was no boat there by which he could
cross. Suddenly he perceived in the distance a light which
approached; and as it drew nearer he saw that it was a horseman. It
was Gabriel mounted on a steed of fire, which shone like the
brightest diamond, and whose neighing was hymns of praise, for the
steed was one of the cherubim.
Aaron at first supposed that he was pursued by one of Pharaoh’s
horsemen, and he would have cast himself into the Nile; but Gabriel
stayed him, declared who he was, mounted him on the fiery cherub,
and they crossed the Nile on his back.
There stood Moses, who, when he saw Aaron, exclaimed, “Truth is
come, Falsehood is passed.” Now this was the sign that God had
given to Moses, “Behold he cometh to meet thee.”[489] And they
rejoiced over each other.
But another account is this: Moses entered Memphis with his sheep,
during the night. Now Amram was dead, but his wife Jochebed was
alive. When Moses reached the door, Jochebed was awake. He
knocked at the door; then she opened, but knew him not, and asked,
“Who art thou?”
He answered, “I am a man from a far country; I pray thee lodge me,
and give me to eat this night.”
She took him in, and brought him some meat, and said to Aaron, “Sit
down and eat with the guest, to do him honour.” Aaron, in eating,
conversed with Moses and recognized him.
Then the mother and sister knew him also. And when the meal was
over, Moses acquitted himself of his mission to Aaron, and Aaron
answered, “I will obey the will of God.”[490]
Moses spent the night, and the whole of the following day, in relating
to his mother the things that had befallen him.
And on the second night, Moses and Aaron went forth to Pharaoh’s
palace. Now the palace had four hundred doors, a hundred on each
side, and each door was guarded by sixty thousand fighting men.
The angel Gabriel came to them and led them into the palace, but
not by the doors.
When they appeared before Pharaoh, they said: “God hath sent us
unto thee to bid thee let the Hebrews go, that they may hold a feast
in the wilderness.”
But Pharaoh said, “Who is the Lord, that I should obey His voice to
let Israel go? I know not the Lord, neither will I let Israel go.”[491]
Tabari tells a different story. Moses and Aaron sought admittance
during two years. Now Pharaoh gave himself out to be a god.
But Moses and Aaron, when they spake at the door with the porters,
said, “He is no god.” One day the jester of Pharaoh heard his master
read the history of his own life, and when he came to the passage
which asserted he was a god, the jester exclaimed, “Now this is
strange! For two years there have been two strangers at thy gate
denying thy divinity.”
When Pharaoh heard this, he was in a fury, and he sent and had
Moses and Aaron brought before him.
But to return to the Rabbinic tale. Moses and Aaron were driven out
from the presence of Pharaoh; and he said, “Who admitted these
men?” And some of the porters he slew, and some he scourged.
Then two lionesses were placed before the palace, to protect it, and
the beasts suffered no man to enter unless Pharaoh gave the word.
And the Lord spake to Moses and Aaron, saying, “When Pharaoh
talketh with you, saying, Give us a miracle, thou shalt say to Aaron,
Take thy rod and cast it down, and it shall became a basilisk serpent;
for all the inhabitants of the earth shall hear the voice of the shriek of
Egypt when I destroy it, as all creatures heard the shriek of the
serpent when I stripped it, and took from it its legs and made it lick
the dust after the Fall.”[492]
On the morrow, Moses and Aaron came again to the king’s palace,
and the lionesses would have devoured them. Then Moses raised
his staff, and their chains brake, and they followed him, barking like
dogs, into the house.[493]
When Moses and Aaron stood before the king, Aaron cast down the
rod before Pharaoh, and before his servants, and it became a
serpent, which opened its jaws, and it laid one jaw beneath the
throne, and its upper jaw was over the canopy above it; then the
servants fled from before it, and Pharaoh hid himself beneath his
throne, and the fear it caused him gave him bowel-complaint for a
week. Now before this Pharaoh was only moved once a week, and
this was the occasion of his being lifted up with pride, and giving
himself out to be a god.[494]
Pharaoh cried out from under the throne, “O Moses, take hold of the
serpent, and I will do what you desire.”[495]
Moses took hold of the serpent, and it became a rod in his hands.
Then Pharaoh crawled out from under his throne, and sat down upon
it. And Moses put his hand into his bosom, and when he drew it
forth, it shone like the moon.
The king sent for his magicians, and the chief of these were Jannes
and Jambres. He told them what Moses had done.
They said, “We can turn a thousand rods into serpents.”
Then the king named a day when Moses and Aaron on one side
should strive with Jannes and Jambres[496] and all the magicians on
the other; and he gave them a month to prepare for the contest.
On the day appointed—it was Pharaoh’s birthday—all the inhabitants
of Memphis were assembled in a great plain outside the city, where
lists were staked out, and the royal tent was spread for the king to
view the contest.
Moses and Aaron stood on one side and the magicians on the other.
The latter said, “Shall we cast our rods, or will you?”
Moses answered, “Do you cast your rods first.”
Then the magicians threw down a hundred ass-loads of rods, tied
the rods together with cords, and by their enchantment caused them
to appear to the spectators like serpents, leaping and darting from
one side of the arena to the other.
And all the people were filled with fear, and the magicians said, “We
have this day triumphed over Moses.”
Then the prophet of God cast his rod before Pharaoh, and it became
a mighty serpent. It rolled its tail round the throne of the king, and it
shot forth its head, and swallowed all the rods of the enchanters, so
that there remained not one.
After that all had disappeared, Moses took the serpent, and it
became a rod in his hand again, but all the rods of the magicians
had vanished.
And when the magicians saw the miracle that Moses had wrought,
they were converted, and worshipped the true God. But Pharaoh cut
off their hands and feet, and crucified them; and they died.
Pharaoh’s own daughter Maschita believed; and the king in his rage
did not spare her, but cast her into a fire, and she was burnt. Bithia
was also denounced to him, and she was condemned to the flames,
but the angel Gabriel delivered her. The Mussulmans say that he
consoled her by telling her that she would become the wife of
Mohammed in Paradise, after which he gave her to drink, and when
she had tasted, she died without pain.
Then Moses and Aaron met Pharaoh in the morning as he went by
the side of the river, and Moses said to the king, “The Lord of the
Hebrews hath sent me unto thee, saying, Let My people go, that they
may serve Me in the wilderness.”
But Pharaoh would not hearken to him. Then Aaron stretched out his
rod over the river, and it became blood.
All the water that was in the vessels also became blood, even the
spittle that was in the mouth of the Egyptians. The Rabbi Levi said
that by this means the Israelites realized large fortunes; for if an
Israelite and an Egyptian went together to the Nile to fetch water, the
vessel of the Egyptian was found to contain blood, but that of the
Israelite pure water; but if an Israelite brought water to the house of
an Egyptian and sold it, it remained water.[497]
But Pharaoh’s heart was hard; and seven days passed, after that the
Lord had smitten the river.
Then went Moses and Aaron to him. But the four hundred doors of
the palace were guarded by bears, lions, and other savage beasts,
so that none might pass, till they were satisfied with flesh. But Moses
and Aaron came up, collected them together, drew a circle round
them with the sacred staff, and the wild beasts licked the feet of the
prophets and followed them into the presence of Pharaoh.[498]
Moses and Aaron repeated their message to Pharaoh, but he would
not hearken to them, but drove them from his presence. Aaron
smote the river; but Moses on no occasion smote the Nile, for he
respected the river which had saved his life as a babe.[499] Then the
Lord brought frogs upon the land, and filled all the houses; they were
in the beds, on the tables, in the cups. And the king sent for Moses
and said: “Intreat the Lord, that He may take the frogs from me and
from my people.” So the Lord sent a great rain, and it washed the
frogs into the Red Sea.
The next plague was lice.[500]
The fourth plague was wild beasts.
The fifth was murrain.
The sixth was boils and blains upon man and beast.[501]
The seventh was hail and tempest. Now Job regarded the word of
Moses, and he brought his cattle within doors, and they were saved;
but Balaam regarded it not, and all his cattle were destroyed.[502]
The eighth was locusts; these the Egyptians fried, and laid by in
store to serve them for food; but when the west wind came to blow
the locusts away, it blew away also those that had been pickled and
laid by for future consumption.[503]
The ninth plague was darkness.
The tenth was the death of the first-born.
The Book of Jasher says that, the Egyptians having closed their
doors and windows against the plagues of flies, and locusts, and
lice, God sent the sea-monster Silinoth, a huge polypus with arms
ten cubits long, and the beast climbed upon the roofs and broke
them up, and let down its slimy arms, and unlatched all the doors
and windows, and threw them open for the flies and locusts and lice
to enter.[504]
But the Mohammedans give a different order to the signs:—(1) the
rod changed into a serpent; (2) the whitened hand; (3) the famine;
(4) a deluge, the Nile rose over the land so that every man stood in
water up to his neck; (5) locusts; (6) anommals,—these are two-
legged animals smaller than locusts; (7) blood; (8) frogs; (9) every
green thing throughout the land, all fruit, all grain, eggs, and
everything in the houses were turned to stone.[505]
After the plague of the darkness, Pharaoh resolved on a general
massacre of all the children of the Hebrews. The Mussulmans put
the temporary petrifaction of all in the land in the place of the
darkness. The Book of Exodus says that during the darkness “they
saw not one another, neither rose any from his place;” but the Arabs
say that they were turned to stone. Here might be seen a petrified
man with a balance in his hand sitting in the bazaar; there, another
stone man counting out money; and the porters at the palace were
congealed to marble with their swords in their hands.[506] But others
say that this was a separate plague, and that the darkness followed
it.
And now Gabriel took on him the form of a servant of the king, and
he went before him and asked him what was his desire.
“That vile liar Moses deserves death,” said Pharaoh.
“How shall I slay him?” asked Gabriel.
“Let him be cast into the water.”
“Give me a written order,” said the angel. Pharaoh did so.
Then Gabriel went to Moses and told him that the time was come
when he was to leave Egypt with all the people, for the measure of
the iniquity of Pharaoh was filled up, and the Lord would destroy him
with a signal overthrow.
 5. THE PASSAGE OF THE RED SEA.

The Israelites had made their preparations to depart out of Egypt a

month before the call came to escape.
And when all was ready, Moses called together the elders of the
people and said to them, “When Joseph died, he ordered his
descendants to take up his bones, or ever they went out of the land,
and to bear them to the cave of Machpelah, where lie the bones of
his father Jacob. Where are the bones of Joseph?”
The elders answered him, “We do not know.”
Now there was an old Egyptian woman, named Miriam, and she
believed in the Lord. She said to Moses, “I will show thee where is
the tomb of Joseph, if thou wilt swear unto me that thou wilt take me
with thee from Egypt, and that thou wilt ask the Most High to admit
me into Paradise.”
Moses said, “I will do these things that thou askest.”
Then the woman said, “The tomb of Joseph is in the middle of the
river Nile, which flows through Memphis, at such a spot.”
Moses prayed to God, and the water fell till the bed of the river was
left dry; and then he and the woman went into it, and came on the
tomb of Joseph; it was a sarcophagus of marble without joints.[507]
Moses made preparations for departure, and said to the children of
Israel, “God will destroy the Egyptians, and will give you their
precious things.”
Then every one among the Hebrews who had an Egyptian neighbour
said to him, if he was rich: “I am going to a feast in the country, I pray
thee lend me jewels of gold and silver to adorn my wife and
children.”
The Egyptians lent their precious things, and the Israelites by this
means found themselves possessed of borrowed jewels in great
abundance. Then Moses said, “We will leave Egypt this night when
the Egyptians are asleep. Let every housekeeper softly desert his
house, and bring with him his precious things, and meet outside the
town. And let every one slay a lamb, and sprinkle with the blood the
lintel and door-posts of the house, that the neighbours may know,
when they see the blood, that the house is empty.”
When the middle of the night was passed, the Israelites were
assembled outside Memphis, at the place which Moses had
appointed. Then the host was numbered, and it contained six
hundred thousand horsemen, not including those who were on foot,
the women, the children, and the aged. All who were under twenty
were accounted infants, and all who were over sixty were accounted
aged.
After that, Moses placed Aaron in command of the first battalion, and
he said to him, “March in the direction of the sea, for Gabriel has
promised to meet me on its shores.” At that time one branch of the
Nile (the Pelusiac branch) flowed into the Red Sea, which extended
over where is now sandy desert to Migdol.
Moses made the host follow Aaron, troop by troop, and tribe by tribe;
and he brought up the rear with a strong guard of picked men.
It was dawning towards the first day of the week when Israel
escaped out of Egypt.
And when day broke, behold, they were gone away. Then the
Egyptians came and told Pharaoh. He sent to search all the houses
of the Israelites, but they were all empty, only their lamps were left
burning. Pharaoh said, “We will pursue them.” The Egyptians said,
“They have borrowed our jewels; we must follow after them, and
recover what is our own.”
Now Moses had used craft touching these ornaments, in order that
the Egyptians might be constrained to follow. For if the Israelites had
gone without these, the Egyptians would have rejoiced at their
departure. But because they had borrowed of the Egyptians,
therefore the Egyptians went after them to recover their ornaments,
and by this means rushed into destruction.
And Israel marched all day through the wilderness protected by
seven clouds of glory on their four sides: one above them, that
neither hail nor rain might fall upon them, nor that they should be
burned by the heat of the sun; one beneath them, that they might not
be hurt by thorns, serpents, or scorpions; and one went before them,
to make the valleys even, and the mountains low, and to prepare
them a place of habitation.[508]
Also, when the morning dawned, there was not a house in all Egypt
in which there was not a first-born dead. And this delayed the people
from pursuing after the Israelites; for they were engaged in bewailing
their dead, and in digging graves for them. Thus they were not at
leisure to follow after their former slaves, till they had escaped clean
away.
Also that night was every metal image in Egypt molten, and every
idol of stone was broken, and every idol of clay was shattered, and
every idol of wood was dissolved to dust.[509]
The same day Pharaoh sent into all the cities of Egypt and collected
an army. When even was come the whole army was assembled
about the king, and Pharaoh said to Dathan and Abiram, who had
remained behind,[510] “The Israelites are few in number, they are
entangled in the land, the wilderness hath shut them in.” For all the
way was full of marshes and canals of water and desert tracts. “They
have acted wrongly by us, for they have carried away the ornaments
and jewels of our people; and Moses, by magic, has slain all our
first-born, so that there is not a house in which there is not one
dead.”
On the morrow—it was the second day of the week—the army was
reviewed, and Pharaoh numbered the host, and he had six hundred
chosen chariots, and two million foot soldiers, and five million
horsemen, and, in addition, there were one million seven hundred
thousand horses, and on these horses were black men.
When the sun rose on the third day, Pharaoh marched out of
Memphis, and he pursued for half a day with forced marches. At
noon, Pharaoh had come up with Moses, and the fore-front of
Pharaoh’s army thrust the rear-guard of the army of Moses. Then the
children of Israel cried unto the Lord, and they said to Moses,
“Because there were no graves in Egypt, hast thou taken us away to
die in the wilderness? Wherefore hast thou dealt thus with us, to
carry us forth out of Egypt?”
They were divided into four opinions. One set said, “Let us fling
ourselves into the sea.” Another set said, “Let us return and
surrender ourselves.” The third set said, “Let us array battle against
the Egyptians.” The fourth recommended, “Let us shout against
them, and frighten them away with our clamour.”[511]
And Moses said unto the people, “Fear ye not, stand still, and see
the salvation of the Lord. The Lord shall fight for you, and ye shall
hold your peace.”[512]
Then Moses raised his rod over the sea, and it divided, and let
twelve channels of dry land appear traversing it, one for each of the
twelve tribes. “When Moses had smitten,” says the Koran, “the sea
divided into twelve heaps, and left twelve ways through it, and each
heap was as a great mountain.”[513]
The Israelites hesitated to enter; for they said, “O Moses! the bottom
of this sea is black mud, and when we place our feet on it we shall
sink in and be swallowed up.”
But Moses prayed to God, and He sent a wind and the rays of the
sun, and the wind and the sun dried the mud, and it became as
sand.
Then Gabriel and Michael appeared to Moses, and said, “Pass on,
and lead the people through. As for us, we have orders to tarry for
Pharaoh.” So Moses galloped forward into the sea, crying, “In the
name of the merciful and glorious God!” and all the people went in
after him. But as they marched by twelve ways, and there were walls
of water between, they could not see each other, and they were in
fear; therefore Moses prayed to the Lord, and the Lord made the
water-heaps rise and arch over them like bowers, and shelter them
from the fire of the sun; and He made the watery walls so clear they
were as sheets of glass, and through them the columns of the
advancing army were visible to each other.
Moses traversed the sea in two hours, and he came forth with all the
people on the other side.
Then Pharaoh and his host came to the water’s side, but he feared
to enter in. Now Pharaoh was mounted on an entire horse of great
beauty. He reined in his steed and would not go forward, for he
thought that this was part of the enchantment of Moses.
But now Gabriel appeared mounted on a mare, and this was the
cherub Ramka.[514] And when the horse of Pharaoh saw the mare of
Gabriel, he plunged forward and followed the mare into the sea.
Then, when the Egyptian army saw their king enter fearlessly into
one of the channels, they also precipitated themselves into the ways
through the deep.
They advanced till they reached the middle of the Red Sea, and then
Gabriel reined in and turned and unfurled before Pharaoh the order
he had given for the destruction of Moses in the water, and it was
signed by Pharaoh and sealed with his own signet.
“See!” exclaimed the angel. “What thou wouldest do to Moses, that
shall be done to thee; for thou art but a man, thou who fightest
against God.”
Then the twelve heaps of water overwhelmed the host. But
Pharaoh’s horse was so fleet of foot that he outfled the returning
waters, and he brought the king to the shore. He would have been
saved, had not Gabriel smitten him on the face, and he fell back into
the sea and perished with the rest. Then said Miriam, as he sank,
“Sing ye to the Lord, for He hath triumphed gloriously; the horse and
his rider hath He thrown into the sea.”[515]
Another curious incident is related by Tabari. When the water
reached Pharaoh, and he knew that he must perish, he cried out, “I
believe in the God of Israel!” Gabriel, fearing lest Pharaoh should
repeat these words, and that God in His mercy should accept his
profession of faith, and pardon him, passed his wing over the bottom
of the sea, raised the earth, and threw it into the mouth of Pharaoh
so as to prevent him from swallowing again, and said, “Now thou
believest, but before thou wast rebellious; nevertheless, thou art
numbered with the wicked.”[516]
It was the ninth hour of the day when the children of Israel stood on
dry land on the further side of the sea.
On the morrow, the children of Israel assembled around Moses, and
said to him, “We do not believe that Pharaoh is drowned, for he had
peculiar power. He never suffered from headache, nor from fever,
nor from any sickness, and was internally moved but once a week.”
Then Moses clave the sea asunder with his rod, and they saw
Pharaoh and all his host dead at the bottom of the sea. The bodies
of the Egyptians were covered with armour and much gold and
silver, and on the corpse of Pharaoh were chains and bracelets of
gold. The children of Israel would have spoiled the dead, but Moses
forbade them, for he said, “It is lawful to spoil the living, but it is
robbery to strip the dead.” Nevertheless many of the Hebrews went
in and took from the Egyptians all that was valuable. Then God was
wroth, because they had disobeyed Moses, and the sea was
troubled, and for ten days it raged with fury, and even to this day the
water is not at rest where the Israelites committed this sin. And the
name of that place at this day is Bab el Taquath.[517]
 6. THE GIVING OF THE LAW.

As long as Moses was with them, the Israelites did not venture to
make idols, but when God summoned Moses into the Mount to talk
with Him face to face, then they spake to Aaron that he should make
a molten god to go before them.
Aaron bade them break off their earrings and bracelets and give
them to him, for he thought that they would be reluctant to part with
their jewels. Nevertheless the people brought their ornaments to him
in great abundance, and one named Micah cast them into a copper
vessel; and when the gold was melted, he threw in a handful of the
sand which had been under the hoof of Gabriel’s horse, and there
came forth a calf, which ran about like a living beast, and bellowed;
for Sammael (Satan) had entered into it. “Here is your god that shall
go before you,” cried Micah; and all the people fell down and
worshipped the golden calf.[518]
And when Moses came down from the Mount and drew near to the
camp, and saw the calf, and the instruments of music in the hands of
the wicked, who were dancing and bowing before it, and Satan
among them dancing and leaping before the people, the wrath of
Moses was suddenly kindled, and he cast the tables of the
Commandments, which he had received from God in the Mount, out
of his hand and brake them at the foot of the mountain; but the holy
writing that was on them flew, and was carried away into the
heavens; and he cried, and said, “Woe upon the people who have
heard from the mouth of the Holy One, ‘Thou shalt not make to
thyself any image, a figure, or any likeness;’ and yet at the end of
forty days make a useless molten calf!”
And he took the calf which they had made, and burned it with fire,
and crushed it to powder, and cast it upon the face of the water of
the stream, and made the sons of Israel drink; and whoever had
given thereto any trinket of gold, the sign of it came forth upon his
nostrils.[519]
Of all the children of Israel only twelve thousand were found who had
not worshipped the calf.[520]
The Mussulmans say that the Tables borne by Moses were from ten
to twelve cubits in length, and were made, say some, of cedar wood,
but others say of ruby, others of carbuncle; but the general opinion is
that they were of sapphire or emerald;[521] and the letters were
graven within them, not on the surface, so that the words could be
read on either side. When the golden calf had been pounded to dust,
Moses made the Israelites drink water in which was the dust, and
those who had kissed the idol were marked with gilt lips. Thus the
Levites were able to distinguish them; and they slew of them twenty
and three thousand.[522]
It is a common tradition among the Jews that the red hair which is by
no means infrequently met with in the Hebrew race is derived from
this period; all those who had sinned and drank of the water lost their
black hair and it became red, and they transmitted the colour to their
posterity.
Another version of the story is as follows. Samiri (Micah), who had
fashioned the golden calf, was of the tribe of Levi. When Moses
came down from the Mount, he would have beaten Aaron, but his
brother said, “It is not I, it is Samiri who made the calf.” Then Moses
would have slain Samiri, but God forbade him, and ordered him
instead to place him under ban.
From that time till now, the man wanders, like a wild beast, from one
end of the earth to the other; every man avoids him, and cleanses
the earth on which his feet have rested; and when he comes near
any man, he cries out, “Touch me not!”
But before Moses drave Samiri out of the camp, he ground the calf
to powder, and made Samiri pollute it; then he mixed it with the
water, and gave it to the Israelites to drink. After Samiri had
departed, Moses interceded with God for the people. But God
answered, “I cannot pardon them, for their sin is yet in them, and it
will only be purged out by the draught they have drunk.”
When Moses returned to the camp, he heard a piteous cry. Many
Israelites with yellow faces and livid bodies cast themselves before
him, and cried, “Help! Moses, help! the golden calf consumes our
intestines; we will repent and die, if the Lord will pardon us.”
Some, really contrite, were healed. Then a black cloud came down
on the camp, and all those who were in it fought with one another
and slew one another; but upon the innocent the swords had no
power. Seven thousand idolaters had been slain, when Moses,
hearing the cry of the women and children, came and prayed; and
the cloud vanished, and the sword rested.[523]
According to some, the complaint caused by swallowing the dust of
the calf was jaundice, a complaint which has never ceased from
among men since that day. Thus the calf brought two novelties into
the world, red hair and jaundice.
And Moses went up again into the Mount, and took with him seventy
of the elders. And he besought the Lord, “Suffer me, O Lord, to see
Thee!”[524] But the Lord answered him, “Thinkest thou that thou canst
behold Me and live?” And He said, “Look at this mountain; I will
display Myself to this mountain.”
Then the mountain saw God, and it dissolved into fine dust. So
Moses knew that it was not for him to see God, and he repented that
he had asked this thing.[525] After that he went with the seventy elders
to Sinai, and a cloud, white and glistening, came down and rested on
the head of Moses, and then descended and wholly enveloped him,
so that the seventy saw him not; and when he was in the cloud, he
received again the Tables of the Commandments, and he came forth
out of the cloud. But they murmured that they had not also received
the revelation. Then the cloud enveloped them also, and they heard
all the words that had been spoken to Moses; and after that they
said, “Now we believe, because we have heard with our own ears.”
Then the wrath of God blazed forth, and a thundering was heard so
great and terrible that they fainted and died. But Moses feared, and
he prayed to God, and God restored the seventy men to life again,
and they came down the Mount with him.[526]
And it was at this time that the face of Moses shone with the
splendour which had come upon him from the brightness of the glory
of the Lord’s Shekinah in the time of His speaking with him. And
Aaron and all the sons of Israel saw Moses, and, behold, the glory of
his face was dazzling, so that they were afraid to come near to him.
And Moses called to them, and Aaron, and all the princes of the
congregation; and he taught them all that the Lord had spoken to
him on Mount Sinai. And when Moses spoke with them, he had a veil
upon his face; and when he went up to speak with the Lord, he
removed the veil from his countenance until he came forth.[527]
This was the reason why the face of Moses shone. He saw the light
which God had created, whereby Adam was enabled to see from
one end of the earth to the other. God showed this light now to
Moses, and thereby he was able to see to Dan.[528]
When Moses went up into the Mount, a cloud received him, and bore
him into heaven. On his way, he met the door-keeper Kemuel, chief
of twelve thousands of angels of destruction; they were angels of
fire; and he would have prevented Moses from advancing: then
Moses pronounced the Name in twelve letters, revealed to him by
God from the Burning Bush, and the angel and his host recoiled
before that word twelve thousand leagues. But some say that Moses
smote the angel, and wounded him.
A little further, Moses met another angel; this was Hadarniel, who
had a terrible voice, and every word he uttered split into twelve
thousand lightnings; he reigned six hundred thousand leagues
higher than Kemuel. Moses, in fear, wept at his voice, and would
have fallen out of the cloud, had not God restrained him. Then the
prophet pronounced the Name of seventy-two letters, and the angel
fled.
Next he came to the fiery angel Sandalfon, and he would have fallen
out of the cloud, but God held him up. Then he reached the river of
flame, called Rigjon, which flows from the beasts which are beneath
the Throne, and is filled with their sweat; across this God led him.[529]
It is asserted by the Rabbis that Moses learnt the whole law in the
forty days that he was in the Mount, but as he descended from the
immediate presence of God, he entered the region where stood the
angels guarding the Mount, and when he saw the Angel of Fear, the
Angel of Sweat, the Angel of Trembling, and the Angel of Cold
Shuddering, he was so filled with consternation, that he forgot all that
he had learnt.
Then God sent the Angel Jephipha, who brought back all to his
remembrance; and, armed with the law, Moses passed the ranks of
all the angels, and each gave him some secret or mystery; one the
art of mixing simples, one that of reading in the stars, another that of
compounding antidotes, a fourth the secret of name, or the Kabalistic
mystery.[530]
It is said by the Mussulmans, that when the law was declared to the
children of Israel by Moses, they refused to receive it; then Mount
Sinai rose into the air, and moved above them, and they fled from it;
but it followed them, and hung over their heads ready to crush them.
And Moses said, “Accept the law, or the mountain will fall on you and
destroy you.”
Then they fell on their faces and placed the right side of the brow
and right cheek against the ground and looked up with the left eye at
the mountain that hung above them, and said, “We will accept the
law.” This is the manner in which the Jews to this day perform their
worship, says Tabari; they place the brow and right cheek and eye
upon the ground, and turn the left cheek and eye to heaven, and in
this position they pray.[531]