@techreport{iiasa5012,
           month = {January},
            type = {IIASA Working Paper},
           title = {A Decomposition Technique for Equilibrium Programming under Uncertainty},
         address = {IIASA, Laxenburg, Austria},
       publisher = {WP-96-013},
            year = {1996},
             url = {https://pure.iiasa.ac.at/id/eprint/5012/},
        abstract = {We consider a decomposition technique for solving monotone stochastic Nash equilibrium models based on scenarios and policy aggregation.  The algorithm works by splitting the large multi-scenario equilibrium programming problem into separable scenario equilibrium subproblems that are amenable to solution via mixed complementarity problem solvers.  We will consider preliminary numerical experience on a small stochastic trade model with two agents, two goods, and two scenarios.},
          author = {Rosa, C. H.}
}