GAMS World Forum

Hi, Can we solve a stochastic bilevel problem using EMP? Previously, I have used EMP to solve a stochastic problem related to the electricity market. Now, my problem is modified to a bilevel problem which is still stochastic in nature. Can we still solve it using the EMP library? I am not able to fi...

Hi, I am using stochastic programming using EMP. My code is running fine without any error and I am also getting optimal solution. But, I am getting NONOPT for some of the variables. These are the random variables for which I have assigned the scenarios and probabilities. Please look at the images b...

Hi, I figured out that I can assign probability to a random vector using jrandvar (joint random variable), but it is a tedious task as I had to enter the name of all vector elements A('t1'), A('t2'),....., A('t24') and then enter whole 24 x 10 matrix with probability matrix as first column. It is qu...

Hi, I am using stochastic programming for energy trading in electricity market. I have 10 electricity price scenarios, each having a length of 24 (hourly electricity price for a day). So have a price scenario vector of size 24 X 10. Each of the scenarios is having a probability of occurrence, so I h...