I try to install on premise gateway on new windows 10 pro , i run installer downloaded from powerbi.microsoft.com and get errors: yellow window with missing certificate for this exe and then windo...
I am also experiencing the same issue.
The error reported above is identical - installing the latest download direct from the PowerBI website.
I have tried installing on 2 Windows Server 2016 Datacenter servers. THe installer quits - with an entry in the Event Log.
Patching is up to September 2016 releaed patches.
One server is a freshly built server, with no AV.
THis clearly is a widespread issue, I'm surprised MS have not corrected this so far.