Chaos in Learning a Simple Two Person Game
We investigate the problem of learning to play a generalized rock-paper-scissors game. Each player attempts to improve her average score by adjusting the frequency of the three possible responses. For the zero-sum case the learning process displays Hamiltonian chaos. The learning trajectory can be simple or complex, depending on initial conditions. For the non-zero-sum case it shows chaotic transients. This is the first demonstration of chaotic behavior for learning in a basic two person game. As we argue here, chaos provides an important self-consistency condition for determining when adaptive players will learn to behave as though they were fully rational.
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|Date of creation:||Sep 2001|
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Web page: http://www.santafe.edu/sfi/publications/working-papers.html
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