The paper is a pioneer work in mapping the methodological problems, which have been introduced into sociology by ABM (agent-based modeling) as an important innovation. It sheds light on the sources and the background of ABM, comparing the latter with EBM (equation-based modeling). It shows also the main characteristics of multi-agent models and their wide-scaled applicability. The author focuses especially on the systematization of basic methodological problems. He underlines the relationship between simulation and classical experiment, as well as the idealized character of multi-agent models and their effective applying in the development and testing of the sociological theory.