how to integrate a function with normal distribution in GAMS

GAMS
1

hi do you find any answer about your question until now.i have eactly this problem, if you find any thing please help me
On Sunday, February 25, 2007 1:32:30 PM UTC+3:30, SR wrote:

In the document of NEW SPECIAL FUNCTIONS IN GAMS, it is mentioned that
we can use errorf((X-mu)/sigma) to express a Normal distribution
function with mean μ and variance σ2. I am interested to know if this
errorf function can be used to formulate the following function (with
normal probability density function) in GAMS. The following equation
is taken from the document new special function in GAMS, page number
17,

TC = Integral (T-(a+δ)) K1 (T-x) f(x)dx + Integral ((b+δ) - T) K2 (x-
T) f(x)dxI am trying to write a model in GAMS where I have to deal
with uncertain demand with normal distribution, but I can not find any
way to model it in GAMS. Can you please send me an example of GAMS
code where errorf function is used to integrate Normal Distribution
function? How to integrate any funtion with normal distribution in
GAMS?

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2

Hi,

Did you find a solution to do in GAMs.

I am having the same problem.

Thanks.



On Sunday, 25 February 2007 05:02:30 UTC-5, SR wrote:

In the document of NEW SPECIAL FUNCTIONS IN GAMS, it is mentioned that
we can use errorf((X-mu)/sigma) to express a Normal distribution
function with mean μ and variance σ2. I am interested to know if this
errorf function can be used to formulate the following function (with
normal probability density function) in GAMS. The following equation
is taken from the document new special function in GAMS, page number
17,

TC = Integral (T-(a+δ)) K1 (T-x) f(x)dx + Integral ((b+δ) - T) K2 (x-
T) f(x)dxI am trying to write a model in GAMS where I have to deal
with uncertain demand with normal distribution, but I can not find any
way to model it in GAMS. Can you please send me an example of GAMS
code where errorf function is used to integrate Normal Distribution
function? How to integrate any funtion with normal distribution in
GAMS?

–
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
Visit this group at http://groups.google.com/group/gamsworld.
For more options, visit https://groups.google.com/groups/opt_out.