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

JuliaSubmitted 05 November 2019Published 19 February 2020
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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

@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}}
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Tags

Multistage stochastic programmingScenario treesScenario latticesStochastic processes

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License

Authors of JOSS papers retain copyright.

This work is licensed under aCreative Commons Attribution 4.0 International License.

Creative Commons License

Journal of Open Source Software is anaffiliate of theOpen Source Initiative.

Journal of Open Source Software is part ofOpen Journals, which is aNumFOCUS-sponsored project.

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ISSN 2475-9066


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