can I setup parametric joint distribution in GAMS ?

GAMS
1

Hi,

I did some search about how to use joint distribution. It seems GAMS only support discrete joint distribution right now, is that true? BTW, is there an example show how to Use the joint distribution in the model formulation instead of using the expected value there? This one below looks confusing to me:
jrandvar rv rv {rv} prob val val {val} {prob val val {val}}

Thanks!

fay

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2

Hi,

I did some search about how to use joint distribution. It seems GAMS only support discrete joint distribution right now, is that true? BTW, is there an example show how to Use the joint distribution in the model formulation instead of using the expected value there? This one below looks confusing to me:
jrandvar rv rv {rv} prob val val {val} {prob val val {val}}

Thanks!

fay

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3

Anybody has any idea about this problem?

On Thursday, May 9, 2013 1:40:01 PM UTC-4, fay wrote:

Hi,

I did some search about how to use joint distribution. It seems GAMS only support discrete joint distribution right now, is that true? BTW, is there an example show how to Use the joint distribution in the model formulation instead of using the expected value there? This one below looks confusing to me:
jrandvar rv rv {rv} prob val val {val} {prob val val {val}}

Thanks!

fay

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