Hi,

I am wondering if I am using random variables in Stochastic Programming correctly using EMP.

The code in my model looks like this; It doesn’t give an error but also doesn’t give a proper solution and repeats the values in Scenarios. My question is if I am correctly defining random variables (X and T) in this case. I mean the syntax. Thanks

File emp / ‘%emp.info%’ /; put emp ‘* problem %gams.i%’/;

$onput

randvar X discrete 0.25 1000

0.45 3000

0.30 2000

randvar T discrete 0.5 18

0.3 32

0.2 10

stage 2 A U X d T

stage 2 E1 E2 E3

$offput

putclose emp;

Set scen Scenarios / s1*s3 /;

Parameter

s_d(scen) demand realization by scenario

s_x(scen) generation to offer by scenario

s_z(scen) revenue by scenario

s_T(scen) possibility of grid call by scenario

Set dict / scen .scenario.‘’

x .randvar .s_x

t .randvar .s_t

d .level .s_d

z .level .s_z/;

solve UC max z use emp scenario dict;

Display s_d, s_x, s_z, s_t;