Purpose
To obtain the unconditional probability of visiting a node.
Synopsis
spgetprobuncond(t:integer, n: integer): real
Arguments
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t
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stage number belonging 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
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Return value
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P(t,n)
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unconditional probability of visiting nth node in the tth stage
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Further information
1. This function should be called after generating scenario tree.
2. The probability of a scenario is simply the unconditional probability of visiting the terminal node corresponding to that
scenario.
3. The unconditional probability at a node is simply the product of conditional probabilities at nodes that belong to the path
to that node.
Related topics
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