scenario: Construct Reduced Trees with Predefined Nodal Structures

Uses the neural gas algorithm to construct a scenario tree for use in multi-stage stochastic programming. The primary input is a set of initial scenarios or realizations of a disturbance. The scenario tree nodal structure must be predefined using a scenario tree nodal partition matrix.

Package details

AuthorSean Turner [aut, cre], Stefano Galelli [aut]
MaintainerSean Turner <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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scenario documentation built on May 30, 2017, 5:15 a.m.