RT Monograph
SR 00
A1 Rosa, C.H.
T1 A Decomposition Technique for Equilibrium Programming under Uncertainty
YR 1996
FD 1996-01
SP 18
AB 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
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/5012/