Stochastic Programming: Assign probability to multiple vector scenarios using EMP
Posted: Wed Aug 28, 2019 8:02 am
Hi,
I am using stochastic programming for energy trading in electricity market. I have 10 electricity price scenarios, each having a length of 24 (hourly electricity price for a day). So have a price scenario vector of size 24 X 10. Each of the scenarios is having a probability of occurrence, so I have a probability vector of size 10. I want to solve the problem using EMP.
How do I define this random variable with associated probabilities in stage 2 of EMP annotation? Can I use gdxin to read the data from a gdx file?
Note:- I have 3 such random variables, each with length 24 and 10 scenarios. I have generated these variables using MATLAB. I use wgdx to create and load data in a gdx file. So, it is more convenient for me to use gdxin.
Thanks in advance !
I am using stochastic programming for energy trading in electricity market. I have 10 electricity price scenarios, each having a length of 24 (hourly electricity price for a day). So have a price scenario vector of size 24 X 10. Each of the scenarios is having a probability of occurrence, so I have a probability vector of size 10. I want to solve the problem using EMP.
How do I define this random variable with associated probabilities in stage 2 of EMP annotation? Can I use gdxin to read the data from a gdx file?
Note:- I have 3 such random variables, each with length 24 and 10 scenarios. I have generated these variables using MATLAB. I use wgdx to create and load data in a gdx file. So, it is more convenient for me to use gdxin.
Thanks in advance !