Chaos in Learning a Simple Two Person Game

Sato Y, Akiyama E, Farmer JD

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