#Esempio con penalità
var x1 >=-1 , <=1; 
var x2 >=0; var x3 >=0; var x4 >=0;
var y; var absy >=0;

param penalty := 0.2;

#scenari: probabilità
param prS1 := 0.7;
param prS2 := 0.3;

###parametri aleatori
##valore atteso
param a = prS1*(  1) + prS2*( -3);  
param b = prS1*(3/4) + prS2*(9/4);
##Scen. 1: 
#param a =  1; param b = 3/4;
##Scen. 2: 
#param a = -3; param b = 9/4;

maximize z: x2-x1 - penalty*absy;
s.t. v1: x1 + x2 + x3 = 2;
s.t. v2: a * x1 + b * x2 + x4 = 2 + y;
s.t. lin1: absy>= y;
s.t. lin2: absy>=-y;