# What is a convex multistage problem?

We define a convex multistage problem with stages as follows:

with , and where are the so-called *stage variables*. Note that these do not necessarily have to have the same dimension for each stage.

We define a convex multistage problem with stages as follows:

with , and where are the so-called *stage variables*. Note that these do not necessarily have to have the same dimension for each stage.