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Monte Carlo in GAMS
Posted: Thu Mar 17, 2016 6:18 pm
by Archiver
Hello all,
I wonder if someone has an example of (or knows how to do) "Monte Carlo" and/or "Markov Chain Monte Carlo" sampling techniques in GAMS.
Thanks,
Hossein
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Re: Monte Carlo in GAMS
Posted: Sun Mar 20, 2016 12:57 am
by Archiver
Salam
you can cod some sampling method such as sample average approximation in GAMS...
On Thursday, March 17, 2016 at 9:21:14 AM UTC-7, hossein noruzoliaee wrote:
Hello all,
I wonder if someone has an example of (or knows how to do) "Monte Carlo" and/or "Markov Chain Monte Carlo" sampling techniques in GAMS.
Thanks,
Hossein
--
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