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Notation

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T: Number of stages (indexed by t,t', t'')
S: Number of scenarios (indexed by s)
P_s: Unconditional probability of occurrence of s^th scenario
_t: Random event in t^th stage
N_t: Number of nodes in t^th stage of the scenario tree (indexed by n)
node(t,n): n^th node in t^th stage
_tn: n^th realized values of _t at node(t,n)
p_tn: Conditional probability of occurrence of n^th realization _t at node(t,n)
P_tn: Unconditional probability of occurrence of n^th realization of _t at node(t,n)

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