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A very prominent and influential user of the word 'agent' is Gerard  
Debreu.  In my copy of _Theory of Value: An Axiomatic Analysis of  
Economic Equilibrium_ (New Haven: Yale University Press, 1959), p.75, 
in the chapter entitled "Equilibrium," Debreu writes: 
 
"A state of the economy E is a specification of the action of each  
agent, i.e., for each consumer (resp. producer) a specification of  
his consumption xi (resp. production yi) in the commodity space." 
 
Perhaps a study of Debreu's references will yield earlier uses. 
 
Bruce Larson 
University of North Carolina at Asheville 
 
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