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Chaos in Learning a Simple Two Person Game

Yuzuru Sato, Eizo Akiyama () and J. Farmer

Working Papers from Santa Fe Institute

Abstract: 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.

Keywords: Game theory; learning; Nash equilibrium; chaos; rationality; Hamiltonian dynamics (search for similar items in EconPapers)
Date: 2001-09
New Economics Papers: this item is included in nep-evo and nep-mic
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:wop:safiwp:01-09-049

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