A Decomposition Technique for Equilibrium Programming under Uncertainty

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4315 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4315 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/4315 archive 351 disk0/00/00/50/12 2016-01-15 02:08:16 2021-08-27 17:15:52 2016-01-15 02:08:16 monograph show 2 Rosa C.H. 1545 A Decomposition Technique for Equilibrium Programming under Uncertainty pub iis_ecn iis_met iis_mod prog_opt 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. 1996-01 published WP-96-013 WP-96-013 10 1541 public working_paper IIASA, Laxenburg, Austria 18 FALSE info:eu-repo/semantics/book