Monte Carlo in GAMS

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Archiver
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Monte Carlo in GAMS

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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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Archiver
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Re: Monte Carlo in GAMS

Post 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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