scenario generation and scenario reduction
Posted: Thu Jul 05, 2018 9:49 am
Hi,
I am using fast forward selection method to reduce the scenarios and use the reduced scenario as input to the stochastic programming. Because i am not familiar with GAMS i use excel to generate scenario and did scenario reduction manually. Can anyone share with me how to use GAMS in order to generate scenario tree and scenario reduction?
Thank you so much for your help
Regards,
Shela
I am using fast forward selection method to reduce the scenarios and use the reduced scenario as input to the stochastic programming. Because i am not familiar with GAMS i use excel to generate scenario and did scenario reduction manually. Can anyone share with me how to use GAMS in order to generate scenario tree and scenario reduction?
Thank you so much for your help
Regards,
Shela