Networks will continue to become increasingly heterogeneous as we move toward 5G. Meanwhile, the intelligent programming of the core network makes the available radio resource be more changeable rather than static. In such a dynamic and heterogeneous network environment, how to help terminal users select optimal networks to access is challenging. Prior implementations of network selection are usually applicable for the environment with static radio resources, while they cannot handle the unpredictable dynamics in 5G network environments. To this end, this paper considers both the fluctuation of radio resources and the variation of user demand. We model the access network selection scenario as a multiagent coordination problem, in which a bunch of rationally terminal users compete to maximize their benefits with incomplete information about the environment (no prior knowledge of network resource and other users’ choices). Then, an adaptive learning based strategy is proposed, which enables users to adaptively adjust their selections in response to the gradually or abruptly changing environment. The system is experimentally shown to converge to Nash equilibrium, which also turns out to be both Pareto optimal and socially optimal. Extensive simulation results show that our approach achieves significantly better performance compared with two learning and non-learning based approaches in terms of load balancing, user payoff and the overall bandwidth utilization efficiency. In addition, the system has a good robustness performance under the condition with non-compliant terminal users.