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ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming.
Kipngeno Kirui
Alois Pichler
Georg Pflug
Published in:
J. Open Source Softw. (2020)
Keyphrases
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stochastic programming
multistage
chance constrained
linear program
single stage
capacity planning
multistage stochastic
dynamic programming
asset liability management
production system
lot sizing
robust optimization
search algorithm
linear programming
lot streaming
capacity expansion