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Learning automata (LA) were recently shown to be valuable tools for designing Multi-Agent Reinforcement Learning algorithms and are able to control the stochastic games. In this paper, the concepts of stigmergy and entropy are imported into learning automata based multi-agent systems with the purpose of providing a simple framework for interaction and coordination in multi-agent systems and speeding up the learning process. The multi-agent system considered in this paper is designed to find optimal policies in Markov games. We consider several dummy agents that walk around in the states of the environment, make local learning automaton active, and bring information so that the involved learning automaton can update their local state. The entropy of the probability vector for the learning automata of the next state is used to determine reward or penalty for the actions of learning automata. The experimental results have shown that in terms of the speed of reaching the optimal policy, the proposed algorithm has better learning performance than other learning algorithms.