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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
@article{Kirui2020,
doi = {10.21105/joss.01912},
url = {https://doi.org/10.21105/joss.01912},
year = {2020},
publisher = {The Open Journal},
volume = {5},
number = {46},
pages = {1912},
author = {Kipngeno Benard Kirui and Alois Pichler and Georg Ch. Pflug},
title = {ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming},
journal = {Journal of Open Source Software}
}
Tags
Multistage stochastic programming Scenario trees Scenario lattices Stochastic processes
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