  Generalization of the minority game to more than one market is considered. At
each time step every agent chooses one of its strategies and acts on the market
related to this strategy. If the payoff function allows for strong fluctuation
of utility then market occupancies become inhomogeneous with preference given
to this market where the fluctuation occured first. There exists a critical
size of agent population above which agents on bigger market behave
collectively. In this regime there always exists a history of decisions for
which all agents on a bigger market react identically.
