10-05-2012 08:36 PM
Did someting like GAMS/SCENRED (www.gams.com/dd/docs/solver/scenred.pdf) exist in SAS inorder to generate svenario tree for stochastic programming ?
10-18-2012 10:28 AM
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.