TY - GEN A1 - Römisch, Werner A1 - Holger, Heitsch T1 - Scenario tree generation for multi-stage stochastic programs N2 - We broaden the theoretical basis for generating scenario trees in multistage stochastic programming based on stability analysis. Numerical experience for constructing trees of demand and price scenarios in electricity portfolio management of a municipal power utility is also provided. Y1 - 2010 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/694 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-6942 ER -