Research Article Details
| Article ID: | A38267 |
| PMID: | 11736314 |
| Source: | Phys Rev E Stat Nonlin Soft Matter Phys |
| Title: | Q learning in the minority game. |
| Abstract: | 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. |
| DOI: | 10.1103/PhysRevE.64.067103 |
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