Learning to coordinate in a complex and nonstationary world.
We study analytically and by computer simulations a complex system of adaptive agents with finite memory. Borrowing the framework of the minority game and using the replica formalism we show the existence of an equilibrium phase transition as a function of the ratio between the memory lambda and the learning rates Gamma of the agents. We show that, starting from a random configuration, a dynamic phase transition also exists, which prevents agents from reaching optimal coordination. Furthermore, in a nonstationary environment, we show by numerical simulations that the phase transition becomes discontinuous.
Marsili
M
M
Istituto Nazionale per la Fisica della Materia, Unità di Trieste-SISSA, I-34014 Trieste, Italy.
Mulet
R
R
Ricci-Tersenghi
F
F
Zecchina
R
R
D005716:Game Theory; D006801:Humans; D007858:Learning; D008568:Memory; D008962:Models, Theoretical; D012917:Social Adjustment