?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%2F5012%2F&rft.title=A+Decomposition+Technique+for+Equilibrium+Programming+under+Uncertainty&rft.creator=Rosa%2C+C.H.&rft.description=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%2C+two+goods%2C+and+two+scenarios.&rft.publisher=WP-96-013&rft.date=1996-01&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F5012%2F1%2FWP-96-013.pdf&rft.identifier=++Rosa%2C+C.H.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1541.html%3E++(1996).++A+Decomposition+Technique+for+Equilibrium+Programming+under+Uncertainty.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-96-013+++++