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Gams stochastic programming

Published on the December 05, 2020 in IT & Programming

About this project

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I have optimization a couple of deterministic optimization models.  I have to made two mayor improvements.

1. To make the optimization under a set of scenarios where parameter take several realizations.  It is important the aim is to optimize the objective function under several criterion like VaR, CVar or EV. The goal is not to make the optimization for every single realization.
I will pass  you the deterministic model and the deliverable is the gdx model with three optimization alternatives mentioned (VaR, CVar and EV). 
2.  I have a deterministic model where the... Read more

Category IT & Programming
Subcategory Other
Project size Small
Is this a project or a position? Project
I currently have I have specifications
Required availability As needed

Delivery term: Not specified

Skills needed