摘要： Although the multi-agent model has been used to analyze several economic and management problems, and the research results are regarded more profoundly, they all rely on certain scenarios. Once the scenarios are shifted to an unknown one, the results cannot be matched. In this paper, a new research method named exploratory computational experiment is introduced to resolve the problems coming from the social complex system, where individual's behaviors are irrational, diverse, and complex, and collective behavior is dynamical, complex, and critical. Firstly, the foundation of the computational experiment is introduced, then several important problems, how individuals make the decision under complex environment, how collective behavior have emerged when different conflicts co-exist, and how to evaluate collect behaviors, are analyzed. To specify this new method, two examples of how to design a scientific mechanism to make the traffic system more effective and how is the evolution law of giant components in scale-free networks if the parameters are changed continuously. The results show that multi-agent modeling based on irrational behaviors controlled by individual dynamical game radius and memory length limited can describe the social problem more accurately, the exploratory computational experiment can give us more profound conclusions.