Markov Chain Scenario Trees

Contents:

• Markov chain scenario trees
• Spring packets example
• Code documentation
  • Main module mcst
  • Spring packets

Synopsis

The Python 3.6+ module mcst provides a polynomial-time algorithm to compute optimally pruned Markov chain scenario trees, which can for instance be used in Nonlinear Model Predictive Control applications under uncertainty. Moreover, it provides a convenient method for the visualization of scenario trees.

Reference

• C. Leidereiter, D. Kouzoupis, M. Diehl, A. Potschka, “Fast optimal pruning for Markov chain scenario tree NMPC”, 2019

Indices and tables

• Index
• Module Index
• Search Page