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

We present ScenTrees.jl, an open-source Julia package for generating scenario trees and scenario lattices which can be used, for example, for multistage stochastic optimization problems. It allows users to represent possible sequences of stochastic processes in form of a scenario tree in the case of a discrete time stochastic process and a scenario lattice for Markovian data processes. In extension, it also provides users with a platform for generating new and additional trajectories in case of a limited data using conditional density estimation.