Abstract
Scenario analysis, as proposed by Rockafellar and Wets, is a stochastic programming technique employing discrete scenarios with known probabilities, usually covering several time periods. The requirement of nonaticipativity (not using future information to make present decisions) is enforced during the computational solution by using Spingarn's method of partial inverses. The scenario analysis method as proposed relies on separability (with respect to scenarios) of all problem elements except the nonanticipativity constraint.
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