TY - GEN A1 - Steinbach, Marc T1 - General Information Constraints in Stochastic Programs N2 - Scenario tree models of stochastic programs arise naturally under standard nonanticipativity assumptions. We demonstrate how tree-sparse programs cover the general case, with \emph{arbitrary} information constraints. Detailed examples and intuitive interpretations illuminate the basic thoughts behind the abstract but elementary construction. T3 - ZIB-Report - 01-24 KW - information constraints KW - general nonanticipativity KW - sigma-fields KW - filtrations KW - scenarios KW - stochastic programs KW - tree-sparse programs Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6502 ER -