ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming

Julia Submitted 05 November 2019Published 19 February 2020
Review

Editor: @melissawm (all papers)
Reviewers: @juliohm (all reviews), @matbesancon (all reviews)

Authors

Kipngeno Benard Kirui (0000-0002-3679-4442), Alois Pichler (0000-0001-8876-2429), Georg Ch. Pflug

Citation

Kirui et al., (2020). ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming. Journal of Open Source Software, 5(46), 1912, https://doi.org/10.21105/joss.01912

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Multistage stochastic programming Scenario trees Scenario lattices Stochastic processes

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ISSN 2475-9066