2 papers
stat.CO2026
Scentree: a framework for generating scenario trees for multistage stochastic programming
Cristian Pachón-García, Albert Solà Vilalta, F-. Javier Heredia
We present scentree, an open-source Python package for constructing a scenario fan and a scenario tree for multistage stochastic programming from historical data. It combines machi…
math.OC2025
Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach
Albert Solà Vilalta, Ignasi Mañé, F. - Javier Heredia
We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different time…