We study the orbital evolution of the 4 giant planets of our solar system in a gas disk. Our investigation extends the previous works by Masset and Snellgrove (2001) and Morbidelli and Crida (2007, MC07), which focussed on the dynamics of the Jupiter-Saturn system. The only systems that we found to reach a steady state are those in which the planets are locked in a quadruple mean motion resonance (i.e. each planet is in resonance with its neighbor). In total we found 6 such configurations. For the gas disk parameters found in MC07, these configurations are characterized by a negligible migration rate. After the disappearance of the gas, and in absence of planetesimals, only two of these six configurations (the least compact ones) are stable for a time of hundreds of millions of years or more. The others become unstable on a timescale of a few My. Our preliminary simulations show that, when a planetesimal disk is added beyond the orbit of the outermost planet, the planets can evolve from the most stable of these configurations to their current orbits in a fashion qualitatively similar to that described in Tsiganis et al. (2005).