This message appears when you click Solve if you’ve defined a recourse decision variable, but you’ve set “Solve Uncertain Models” to “Simulation Optimization” on the Platform tab on the Solver Task Pane.  Simulation optimization, as defined in the academic literature and as implemented by Analytic Solver doesn’t support the concept of recourse decision variables.  However, Analytic Solver enables you to solve problems using stochastic programming and robust optimization methods, both of which do support recourse decision variables.  To learn more, read the chapter “Mastering Stochastic Optimization Concepts” in the Frontline Solvers User Guide.