@InProceedings{steinbach:DagSemProc.05031.31, author = {Steinbach, Marc}, title = {{Tree-Sparse Modeling and Solution of Multistage Stochastic Programs}}, booktitle = {Algorithms for Optimization with Incomplete Information}, pages = {1--3}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2005}, volume = {5031}, editor = {Susanne Albers and Rolf H. M\"{o}hring and Georg Ch. Pflug and R\"{u}diger Schultz}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.05031.31}, URN = {urn:nbn:de:0030-drops-714}, doi = {10.4230/DagSemProc.05031.31}, annote = {Keywords: Tree-sparse programs, multistage stochastic optimization, KKT systems, hierarchical sparsity} }