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Q learning in the minority game
Journal article

Q learning in the minority game

M Andrecut, M K Ali and M. K. M. Ali
Physical review. E, Statistical, nonlinear, and soft matter physics, Vol.64(6), pp.1-4
01/12/2001
PMID: 11736314

Abstract

Physical Sciences Physics Physics, Fluids & Plasmas Physics, Mathematical Science & Technology
We present a numerical investigation of the minority game model, where the dynamics of the agents is described by the Q-leaming algorithm. The numerical results show that the Q-leaming 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.

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