### Stochastic Programming: pre-sampled discrete random VECTOR

Posted:

**Tue Aug 08, 2017 11:49 am**Good morning,

Thank you in advance for your help.

My problem is related to the definition of a random vector of variables for each scenario in a 2stage stochastic programming problem using EMP.

I have the pre-sampled discrete distributions for equiprobable scenarios: each scenario has a predefined

For example: I have 4 scenario each one with probability 1/4. For each scenario I want to define a vector of pre-sampled random variables (reading values from a file).

scenario 1 random vector d = [10 20 30]

scenario 1 random vector d = [20 25 10]

scenario 1 random vector d = [10 17 22]

scenario 1 random vector d = [5 10 15]

Just to be clear, I want to have just 4 scenarios (in this example) and I do not want to associate a probability to each element of the random vectors.

How can I do that?

I cannot find a solution or a previous discussion related to this problem.

Thank you for your help.

Egidio

Thank you in advance for your help.

My problem is related to the definition of a random vector of variables for each scenario in a 2stage stochastic programming problem using EMP.

I have the pre-sampled discrete distributions for equiprobable scenarios: each scenario has a predefined

**vector**of random variables.For example: I have 4 scenario each one with probability 1/4. For each scenario I want to define a vector of pre-sampled random variables (reading values from a file).

scenario 1 random vector d = [10 20 30]

scenario 1 random vector d = [20 25 10]

scenario 1 random vector d = [10 17 22]

scenario 1 random vector d = [5 10 15]

Just to be clear, I want to have just 4 scenarios (in this example) and I do not want to associate a probability to each element of the random vectors.

How can I do that?

**N.B.**I do not want to define a random factor for each scenario that influences my random variable.I cannot find a solution or a previous discussion related to this problem.

Thank you for your help.

Egidio