Hi,
My research area is multi stage stochastic optimisation for energy food nexus. Stochastic optimisation is very difficult for me. From GAMS library, I can do multi stage optimisation with small number of variables and equations. But in my model I have about 300 blocks of equations and 80 blocks of variables and 100s of parameters. I learnt EMP from online resources. Would you please suggest me that which method in GAMS would be perfect for me.
Also could you please send me some GAMS code for multi stage stochastic optimisation with large number of variables and equations so that I can learn from example. Are there any online training course on stochastic optimisation particularly dealing with GAMS code.
Best regards
Alam