scenario

Getting started

To use scenario, you'll need to download and install a recent version of the statistical programming environment, R. Then simply open the R console and enter:

install.packages("scenario")

Guidance

Building and checking scenario trees

Recommended reading

Xu et al., 2015. Scenario tree reduction in stochastic programming with recourse for hydropower operations, Water Resources Research, 51, 6359-6380 | html

Dupacova et al., 2000. Scenarios for multistage stochastic programs. Annals of operations research 100.1-4, 25-53 | pdf

Shapiro and Phillpot, A tutorial on stochastic programming | pdf