Documentation of the Oblivious Equilibrium Solver
Przemysław Jeziorski, Gabriel Y. Weintraub, C. Lanier Benkard, Benjamin Van Roy · 2008
This document covers compilation and customization of Oblivious Equilibrium Solver (OES). OES is a software written in C++ that provides routines that compute: Oblivious Equilibrium (OE), Non-stationary OE (NOE) and OE with aggregate shocks (AOE) that are developed in Weintraub, Benkard, and Van Roy (2008a), Weintraub, Benkard, and Van Roy (2008b) and Benkard, Jeziorski, Van Roy, and Weintraub (2008). The solver also computes approximation error bounds.