! The problem is to estimate the means of a sample of random draws from a normal distribution
! In the model, the time dimension is 1, so there are only 2 draws - too little to get a precise estimate
! Instead, the optimization is performed over an ensemble of 100 sensitivity runs, each with a 
! different noise seed.

! If stochastic optimization is working, the results should match expectations (x = x0)


SPECIAL>LOADMODEL|easyStochastic1.mdl


! ordinary optimization
SIMULATE>PAYOFF|objective
SIMULATE>OPTPARM|ordinary
SIMULATE>RUNNAME|optOrdinary
MENU>RUN_OPTIMIZE|o


! stochastic optimization over 100 simulation sample
SPECIAL>LOADMODEL|easyStochastic1.mdl
SIMULATE>PAYOFF|objective
SIMULATE>OPTPARM|stochastic
SIMULATE>RUNNAME|optStochastic
SIMULATE>SENSSAVELIST|saveStoch.lst
SIMULATE>SENSITIVITY|sens-noise-seed.vsc
MENU>RUN_OPTIMIZE|o