Towards Agentic Agent-based Models: Feasibility, Performance, and Statistical Model Checking

Agent-based models (ABMs) rely on simple, explicit and reproducible rules for individual decision making, while complex collective behavior emerges from interactions among agents. Recent advances in large language models (LLMs) make it tempting to replace, enrich, or perturb these rules with LLM-based agentic capabilities. However, this raises a methodological question: how does introducing LLM-driven decisions affect the reliability, computational cost, and behavior of ABM simulations? We investigate this for Mesa ABM models, a popular Python library for ABMs, analyzed by statistical model checking. Building on Mesa's integration with the statistical model checker MultiVeStA, we extend the classical Schelling segregation model with a hybrid population: ordinary agents classify neighbors using the standard symbolic rule, while one agent delegates this task to an LLM through tool calls. The LLM-enabled agent receives natural-language descriptions of neighboring agents and invokes tools that increment counters of similar/different neighbors; these counters determine its happiness according to the original Schelling dynamics. This provides a minimal but controlled setting where the semantic, operational, and computational behavior of LLM-based decisions can be studied inside an otherwise standard ABM. We report preliminary experiments with locally served LLMs of different sizes, showing that smaller models may fail simple semantic classification experiments or become operationally unusable during repeated tool-call generation, while larger tested models pass these preliminary checks. We discuss how statistical model checking can estimate classical ABM observables and quantify the impact of introducing agentic LLM components into simulation models.

Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Macroeconomic ABM

Agent-based models (ABMs) are increasingly used in macroeconomics, but their analysis still often relies on ad hoc Monte Carlo campaigns with heterogeneous statistical effort across parameter settings. We show how statistical model checking (SMC), implemented through MultiVeStA, can provide a principled analysis layer for a realistic macroeconomic ABM without rewriting the simulator in a dedicated formalism. Our case study is the heuristic-switching Keynes+Schumpeter(K+S) model, analysed hrough a transient sensitivity campaign over one-parameter sweeps, two macro observables (unemployment and GDP growth), and one auxiliary micro-level probe (market share) on the post-warmup phase of a 600-step horizon. The analysis is driven by reusable temporal queries, observable-specific precision targets, and confidence-based stopping rules that automatically determine the simulation effort required by each configuration. Results show a clear contrast across parameter families: macro-financial and structural sweeps produce the strongest transient effects, whereas several heuristic-rule sweeps remain much weaker under the same precision policy. More broadly, the paper shows that SMC can support reproducible and informative quantitative analysis of substantively rich economic ABMs, while making uncertainty estimates and simulation cost explicit parts of the reported results.