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ScenTrees.jl: A Julia Library For Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization

ScenTrees.jl generally offers a platform for discretizing a continuous stochastic process in form of a scenario tree for discrete-time stochastic processes and scenario lattices for Markovian processes using stochastic approximation algorithm.

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ISSN 2475-9066