Monte Carlo in GAMS

GAMS
1

Hello all,

I wonder if someone has an example of (or knows how to do) “Monte Carlo” and/or “Markov Chain Monte Carlo” sampling techniques in GAMS.

Thanks,
Hossein

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2

Salam
you can cod some sampling method such as sample average approximation in GAMS…

On Thursday, March 17, 2016 at 9:21:14 AM UTC-7, hossein noruzoliaee wrote:

Hello all,

I wonder if someone has an example of (or knows how to do) “Monte Carlo” and/or “Markov Chain Monte Carlo” sampling techniques in GAMS.

Thanks,
Hossein

–
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
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