relation: https://pure.iiasa.ac.at/id/eprint/5012/
title: A Decomposition Technique for Equilibrium Programming under Uncertainty
creator: Rosa, C.H.
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, two goods, and two scenarios.
publisher: WP-96-013
date: 1996-01
type: Monograph
type: NonPeerReviewed
format: text
language: en
identifier: https://pure.iiasa.ac.at/id/eprint/5012/1/WP-96-013.pdf
identifier:   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