random variable in gams

Problems with modeling
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anan
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random variable in gams

Post by anan » 2 months ago

hello,
I would like to ask how to model a random variable with discrete probabilities in gams?
I used emp before to model the chance constraint but I would like to ask if there is any other ways to model it without emp?

thank you,
ANAN

A.Sen
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Re: random variable in gams

Post by A.Sen » 2 months ago

discreteRV.gms
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Hi,
Maybe not the most optimum method to generate random variables in GAMS, but you can find an example in the attached file.
Sincerely

anan
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Re: random variable in gams

Post by anan » 1 month ago

thank you for your help

I was trying to use chance constraint with one random variable but the equation is indexed on time there is a problem in chance constraint equation can you help me?

anan
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Re: random variable in gams

Post by anan » 1 month ago

Dear A.Sen ,
thank you for the attached example I would like to ask you if possible can you help me to generate random variable with Beta distribution?

thank you.

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