Purpose
To obtain the value of stochastic random element, expression, variable or linear constraint in a scenario tree.
Synopsis
speval(rn: sprand): real
speval(rn: sprand, s: integer): real
speval(rn: sprand, t: integer, n: integer): real
speval(re: sprandexp): real
speval(re: sprandexp, s: integer): real
speval(re: sprandexp, t: integer, n: integer): real
speval(x: spvar): real
speval(x: spvar, s: integer): real
speval(x: spvar, t: integer, n: integer): real
speval(c: splinctr): real
speval(c: splinctr, s: integer): real
speval(c: splinctr, t: integer, n: integer): real
Arguments
x
|
stochastic variable
|
c
|
stochastic linear constraint
|
t
|
stage number t beloning to {1..T}, where T is the number of stages
|
n
|
node number belonging to {1..Nt}, where Nt is number of nodes in stage t
|
s
|
scenario number belonging to {1..S}, where S is number of scenarios
|
Return value
realized value of stochastic entity in scenario tree
Further information
1. The stage of rn/re/x/c cannot be greater than t.
2. If x is fixed, its fixed value is returned.
3. speval(.) returns fixed or expected value of stochastic entity depending on its.
4. speval(.,t,n) returns realized value of stochastic entity at the nth node in the tth stage.
5. speval(.,s) returns realized value of stochastic entity in the sth scenario.
Related topics
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