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Resource allocation is an important issue in cognitive radio systems. It can be done by carrying out negotiation among secondary users. However, significant overhead may be incurred by the negotiation since the negotiation needs to be done frequently due to the rapid change of primary users' activity. In this paper, a channel selection scheme without negotiation is considered for multi-user and multi-channel cognitive radio systems. To avoid collision incurred by non-coordination, each secondary user learns how to select channels according to its experience. Multi-agent reinforcement leaning (MARL) is applied in the framework of Q-learning by considering opponent secondary users as a part of the environment. The dynamics of the Q-learning are illustrated using Metrick-Polak plot. A rigorous proof of the convergence of Q-learning is provided via the similarity between the Q-learning and Robinson-Monro algorithm, as well as the analysis of convergence of the corresponding ordinary differential equation (via Lyapunov function). Examples are illustrated and the performance of learning is evaluated by numerical simulations.