$title Simple stochastic model (SP3X2,SEQ=83) Variable obj, x, y, z; scalars d /1/, c /1/, a /1/; Equations defobj, e1, e2, e3; e1.. x =l= 50; e2.. x + y =g= d; e3.. z =e= 1.2*a*y; defobj.. 0.5*x + c*y - a*z =e= obj; model m /all/; x.lo = 0; y.lo = 0; z.lo = 5; file emp / '%emp.info%' /; put emp '* problem %gams.i%' /; $onPut randvar d discrete 0.2 30 0.5 40 0.3 55 randvar c discrete 0.2 2.5 0.5 1.0 0.3 1.5 randvar a discrete 0.4 0.2 0.6 0.8 stage 2 d c y e2 stage 3 a z obj e3 defobj $offPut putclose; Set scen scenarios / s1*s6 /; Parameter s_d(scen) s_c(scen) s_a(scen); Set dict / scen .scenario.'' d .randvar .s_d c .randvar .s_c a .randvar .s_a /; solve m min obj us emp scenario dict;