Q learning in the minority game.
We present a numerical investigation of the minority game model, where the dynamics of the agents is described by the Q-learning algorithm. The numerical results show that the Q-learning dynamics is suppressing the "crowd effect," which is characteristic of the minority game with standard inductive dynamics, and it converges to a stationary state that is close to the optimal Nash equilibrium of the game.
Andrecut
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Department of Physics, University of Lethbridge, 4401 University Drive, Lethbridge, Alberta, T1K 3M4, Canada. mircea.andrecut@uleth.ca
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