Deterministic equivalent

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anan
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Deterministic equivalent

Post by anan »

dear all,
I would like to ask about this function in GAMS (option emp = de;)
I'm modeling chance constraint using EMP but I need to use the deterministic equivalent does this function (option emp = de;) use the Big M to reform the chance constraint by itself or I have to reform the constraint then use this option?

Thank you,
Anan
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