Dear Friends,
Could you please tell me the procedure to perform montecarlo simulation by GAMS. Also , code to solve Stochastic process by Gams. Please, cite examples to explain the methodology a bit clear. In which files or chapters of the user guide may help us regarding this.
Regards,
Syed
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DECIS is a sepecial solver for solving two stage stochastic programming it employs various decomposition methods to solve the problem, it includes monte carlo sampling techniques
On Fri, Dec 28, 2012 at 10:20 AM, 任彦 wrote:
Could you please tell me the procedure to perform montecarlo simulation by GAMS. Also , code to solve Stochastic process by Gams.
As far as I know, this is beyond what GAMS can do.
Yan
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Try DECIS solver of GAMS if you are working in two stage stochastic programming. The content is available with all solvers user guide
On Thu, Dec 27, 2012 at 7:14 PM, Syed Ali wrote:
Dear Friends,
Could you please tell me the procedure to perform montecarlo simulation by GAMS. Also , code to solve Stochastic process by Gams. Please, cite examples to explain the methodology a bit clear. In which files or chapters of the user guide may help us regarding this.
Regards,
Syed
To post to this group, send email to gamsworld@googlegroups.com.
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Thank you all. I use demo version of GAMS . With this version is it possible to solve two stage stochastic program? How can I get the procedure to solve this type of problem.
On Sunday, December 30, 2012 7:20:35 PM UTC+9, Ankur1109 wrote:
Try DECIS solver of GAMS if you are working in two stage stochastic programming. The content is available with all solvers user guide
On Thu, Dec 27, 2012 at 7:14 PM, Syed Ali wrote:
Dear Friends,
Could you please tell me the procedure to perform montecarlo simulation by GAMS. Also , code to solve Stochastic process by Gams. Please, cite examples to explain the methodology a bit clear. In which files or chapters of the user guide may help us regarding this.
Regards,
Syed
To view this discussion on the web visit https://groups.google.com/d/msg/gamsworld/-/G75H3VQ7DJkJ.
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In model library u can find example of two stage stochastic program under DECIS solver…check AIRSP 2 problem…DECIS is special solver for 2 stage stochastic program
On Jan 3, 2013 2:58 AM, “Syed Ali” wrote:
Thank you all. I use demo version of GAMS . With this version is it possible to solve two stage stochastic program? How can I get the procedure to solve this type of problem.
On Sunday, December 30, 2012 7:20:35 PM UTC+9, Ankur1109 wrote:
Try DECIS solver of GAMS if you are working in two stage stochastic programming. The content is available with all solvers user guide
On Thu, Dec 27, 2012 at 7:14 PM, Syed Ali wrote:
Dear Friends,
Could you please tell me the procedure to perform montecarlo simulation by GAMS. Also , code to solve Stochastic process by Gams. Please, cite examples to explain the methodology a bit clear. In which files or chapters of the user guide may help us regarding this.
Regards,
Syed
To view this discussion on the web visit https://groups.google.com/d/msg/gamsworld/-/G75H3VQ7DJkJ.
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