hello,
I would like to ask how to model a random variable with discrete probabilities in gams?
I used emp before to model the chance constraint but I would like to ask if there is any other ways to model it without emp?
thank you,
ANAN
discreteRV.gms (481 Bytes)
Hi,
Maybe not the most optimum method to generate random variables in GAMS, but you can find an example in the attached file.
Sincerely
thank you for your help
I was trying to use chance constraint with one random variable but the equation is indexed on time there is a problem in chance constraint equation can you help me?
Dear A.Sen ,
thank you for the attached example I would like to ask you if possible can you help me to generate random variable with Beta distribution?
thank you.