scenario

an R package for scenario tree construction

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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