Scenario tree generation for stochastic programming models

[BLAIS]

ios
Did someting like GAMS/SCENRED (www.gams.com/dd/docs/solver/scenred.pdf) exist in SAS inorder to generate svenario tree for stochastic programming ?

Thank you,

MB

[Philipp_SAS]

Hi,

I am not familiar with what GAMS does and the link does not seem to work. SAS/OR currently does not have any specific features for stochastic programming, but given the large amount of SAS procs available for interaction, I assume it is possible to generate scenario trees using SAS/STAT procs and then build a model in SAS/ORs proc OPTMODEL.

Philipp