Joint random variable sampling not work?

Problems with modeling
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bgty
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Joint random variable sampling not work?

Post by bgty » 6 months ago

Hello,

I am very new to GAMS and am modeling a multistage stochastic program for a class project and want to

I've been following along the given tutorial for joint random variables. Essentially, I have 3 stages and want to generate some joint rv's at each stage (to be specific, they are representing uncertain returns for assets at the end of each stage), as they factor into my objective/utility function.

Parameters
However, each time I run the solver, I keep getting this error:
*** Model of type EMP, but no stochastic info available
*** Cannot handle non-stochastic EMP models
*** Problem in getObjects

I couldn't seem to find any answers online on what this might mean. Any help would be much appreciated!

I am happy to show my code but would prefer to private message, since this class project will likely used again by future iterations of this class and I probably shouldn't post my solution publicly.

Lutz
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Re: Joint random variable sampling not work?

Post by Lutz » 6 months ago

Hi,

Could you post your model? Then it would be easier to help.

Best regards,
Lutz

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