?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4982%2F&rft.title=A+Homotopy+Method+for+Equilibrium+Programming+under+Uncertainty&rft.creator=Rosa%2C+C.H.&rft.description=We+consider+a+homotopy+method+for+solving+stochastic+Nash+equilibrium+models.+The+algorithm+works+by+following%2C+via+a+predictor-corrector+method%2C+the+one-dimensional+manifold+of+the+homotopy+constructed+to+connect+the+systems+of+equations+describing+the+solution+set+of+the+scenario+equilibrium+model+(no+nonanticipativity+constraints)+and+the+stochastic+equilibrium+model.+The+predictor+and+corrector+phases+of+this+homotopy+method+require+the+usual+solutions+of+large+linear+systems%2C+a+computationally+expensive+task%2C+which+we+render+less+difficult+through+our+use++of+Jacobi+techniques+designed+to+take+advantage++of+the+problem's+near+separability+across+scenarios.&rft.publisher=WP-96-044&rft.date=1996-04&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4982%2F1%2FWP-96-044.pdf&rft.identifier=++Rosa%2C+C.H.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1541.html%3E++(1996).++A+Homotopy+Method+for+Equilibrium+Programming+under+Uncertainty.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-96-044+++++