Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

Scenario tree generation for stochastic programming models

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Occasional Contributor
Posts: 11

Scenario tree generation for stochastic programming models

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

SAS Employee
Posts: 32

Re: Scenario tree generation for stochastic programming models

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

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