info:oai:pure.iiasa.ac.at:5012info:ofi/fmt:xml:xsd:oai_dc https://pure.iiasa.ac.at/id/eprint/5012/ A Decomposition Technique for Equilibrium Programming under Uncertainty Rosa, C.H. 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. WP-96-013 1996-01 Monograph NonPeerReviewed text en https://pure.iiasa.ac.at/id/eprint/5012/1/WP-96-013.pdf Rosa, C.H. <https://pure.iiasa.ac.at/view/iiasa/1541.html> (1996). A Decomposition Technique for Equilibrium Programming under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-013