%0 Report
%9 IIASA Working Paper
%A Rosa, C.H.
%C IIASA, Laxenburg, Austria
%D 1996
%F iiasa:5012
%T A Decomposition Technique for Equilibrium Programming under Uncertainty
%U https://pure.iiasa.ac.at/id/eprint/5012/
%X 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.