eprintid: 5012
rev_number: 22
eprint_status: archive
userid: 351
dir: disk0/00/00/50/12
datestamp: 2016-01-15 02:08:16
lastmod: 2021-08-27 17:15:52
status_changed: 2016-01-15 02:08:16
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Rosa, C.H.
creators_id: 1545
title: A Decomposition Technique for Equilibrium Programming under Uncertainty
ispublished: pub
internal_subjects: iis_ecn
internal_subjects: iis_met
internal_subjects: iis_mod
divisions: prog_opt
abstract: 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.
date: 1996-01
date_type: published
publisher: WP-96-013
iiasapubid: WP-96-013
price: 10
creators_browse_id: 1541
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 18
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   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     
document_url: https://pure.iiasa.ac.at/id/eprint/5012/1/WP-96-013.pdf