Tree-Sparse Modeling and Solution of Multistage Stochastic Programs

Research output: Contribution to journal › Conference article › Research › peer review

Authors

  • Marc C. Steinbach

External Research Organisations

  • Zuse Institute Berlin (ZIB)
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Details

Original languageEnglish
JournalDagstuhl Seminar Proceedings
Volume5031
Publication statusPublished - 2005
Externally publishedYes
EventAlgorithms for Optimization with Incomplete Information 2005 - Wadern, Germany
Duration: 16 Jan 2005 → 21 Jan 2005

Keywords

    hierarchical sparsity, KKT systems, multistage stochastic optimization, Tree-sparse programs

ASJC Scopus subject areas

Cite this

Tree-Sparse Modeling and Solution of Multistage Stochastic Programs. / Steinbach, Marc C.
In: Dagstuhl Seminar Proceedings, Vol. 5031, 2005.

Research output: Contribution to journal › Conference article › Research › peer review

Steinbach, MC 2005, 'Tree-Sparse Modeling and Solution of Multistage Stochastic Programs', Dagstuhl Seminar Proceedings, vol. 5031.
Steinbach, M. C. (2005). Tree-Sparse Modeling and Solution of Multistage Stochastic Programs. Dagstuhl Seminar Proceedings, 5031.
Steinbach MC. Tree-Sparse Modeling and Solution of Multistage Stochastic Programs. Dagstuhl Seminar Proceedings. 2005;5031.
Steinbach, Marc C. / Tree-Sparse Modeling and Solution of Multistage Stochastic Programs. In: Dagstuhl Seminar Proceedings. 2005 ; Vol. 5031.
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