GAMS World Forum

Posted: **Fri Jan 19, 2024 6:34 am**

$title mytestmodel

Set
   t 'time' / t1*t10 /
   i 'paper'   / i1 /;


Variable
   p(t,i) 'learned probability at time t about paper i'

Binary Variable  a(t,i) 'action at time t about i';

Equation
   upd(t,i)   'transition equation for p'


upd(t,i)..                     p(t,i)=e=((p(t-1,i)+(1-p(t-1,i))*0.7)*a(t,i)+(1-a(t,i))*p(t-1,i)*p0(t-1,i));

Model my modell /all/;

this code gives me a lot of errors especially around `

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p(t,i)=e=((p(t-1,i)+(1-p(t-1,i))*0.7)*a(t,i)+(1-a(t,i))*p(t-1,i)*p0(t-1,i));

I would like to solve optimal control problem in gams,but how to define the equations like

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p(t)=func(p(t-1))

????

Posted: **Wed Jan 24, 2024 6:01 am**

Your way of modeling recurrence equation is OK. It's just a lot of syntax you missed out.

1. You need a semicolon to close the equation definition.
2. You need to define p0.

Best,
Gabriel

GAMS World Forum

How to implement the recurrence equation in GAMS?

How to implement the recurrence equation in GAMS?

Re: How to implement the recurrence equation in GAMS?