TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa5012
UR  - https://pure.iiasa.ac.at/id/eprint/5012/
A1  - Rosa, C.H.
Y1  - 1996/01//
N2  - 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.
PB  - WP-96-013
M1  - working_paper
TI  - A Decomposition Technique for Equilibrium Programming under Uncertainty
AV  - public
EP  - 18
ER  -