how to specify the variables to be maximized in the GAMS model and solve it over a defined sets?

For example, I would like to code the CVAR equation as the following:

1- Does GAMS coding requires to include the highlighted variables in the model/solver command to maximize the highlighted variables over the specified sets?

2- Or no need to do that since that would be implicitly specified by the objective and model constraints?

My code is:

ObjEq9… obj=e= Zeta - (1/(1-alpha))*sum(w,PiW(w)*Uw(w));

MODEL Aggregator /ALL/;

SOLVE Aggregator USING NLP MAXIMIZING obj;