Description
Small Model of Type : SP
Main file : sp3x2.gms
$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;