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In philosophy and sociology, agency is the capacity of an agent (a person or other entity, human or any living being in general, or soul-consciousness in religion) to act in a world. The capacity to act does not at first imply a specific moral dimension to the ability to make the choice to act, and moral agency is therefore a distinct concept. In sociology, an agent is an individual engaging with the social structure. Notably, though, the primacy of social structure vs. individual capacity with regard to persons' actions is debated within sociology. This debate concerns, at least partly, the level of reflexivity an agent may possess.
Agency may either be classified as unconscious, involuntary behavior, or purposeful, goal directed activity (intentional action). An agent typically has some sort of immediate awareness of his physical activity and the goals that the activity is aimed at realizing. In ‘goal directed action’ an agent implements a kind of direct control or guidance over their own behavior.
Human agency 
Human agency is the capacity for human beings to make choices. It is normally contrasted to natural forces, which are causes involving only unthinking deterministic processes. In this respect, agency is subtly distinct from the concept of free will, the philosophical doctrine that our choices are not the product of causal chains, but are significantly free or undetermined. Human agency entails the claim that humans do in fact make decisions and enact them on the world. How humans come to make decisions, by free choice or other processes, is another issue.
The capacity of a human to act as an agent is personal to that human, though considerations of the outcomes flowing from particular acts of human agency for us and others can then be thought to invest a moral component into a given situation wherein an agent has acted, and thus to involve moral agency. If a situation is the consequence of human decision making, persons may be under a duty to apply value judgments to the consequences of their decisions, and held to be responsible for those decisions. Human agency entitles the observer to ask should this have occurred? in a way that would be nonsensical in circumstances lacking human decisions-makers, for example, the impact of comet Shoemaker-Levy on Jupiter.
In integral theory, particularly Ken Wilber, agency is one of the four main drives of an individual holon, along with communion, Eros, and Agape. The horizontal drive for self-preservation, autonomy, and wholeness. The drive to be a whole and not a part. Its complementary opposite is communion. Its pathological expression is alienation, repression, rigid autonomy, and hyperagency.
In philosophy 
In certain philosophical traditions (particularly those established by Hegel and Marx), human agency is a collective, historical dynamic, rather than a function arising out of individual behavior. Hegel's Geist and Marx's universal class are idealist and materialist expressions of this idea of humans treated as social beings, organized to act in concert. Also look at the debate, philosophically derived in part from the works of Hume, between determinism and indeterminacy.
In sociology 
Structure and agency forms an enduring core debate in sociology. Essentially the same as in the Marxist conception, "agency" refers to the capacity of individuals to act independently and to make their own free choices, whereas "structure" refers to those factors (such as social class, but also religion, gender, ethnicity, subculture, etc.) that seem to limit or influence the opportunities that individuals have.
See also 
Bandura, A. (2001). Social cognitive theory: An agentic perspective. Annual Review of Psychology, 52, 1-26. The Agency (1956). Describes the form of agency.
JUARRERO,Alicia (1999). Dynamics in Action: Intentional Behavior as a Complex System (MIT Prrss). Examines agency from the perspective of complexity theory. Reconceptualizes intentional causality in terms of whole-part context-sensitive constraints.
- Agency (philosophy) entry in the Internet Encyclopedia of Philosophy
- Agency (philosophy) at PhilPapers