Publications Matthias Claus
Journal Papers
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M. Claus
Existence of Solutions for a Class of Bilevel Stochastic Linear Programs
European Journal of Operational Research 299(2), pp. 542-549 (2022) -
M. Claus and K. Spürkel
Improving constants of strong convexity in linear stochastic
programming
Operations Research Letters 50, pp. 76-83 (2022) -
J. Burtscheidt, M. Claus, S. Conti, M. Rumpf, J. Sassen and R. Schultz
A pessimistic bilevel stochastic problem for elastic shape
optimization
accepted for publication in Mathematical Programming (2021)
DOI 10.1007/s10107-021-01736-w -
M. Claus
On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
Operations Research Letters 49(3), pp. 412-417 (2021) -
M. Claus
A Second-Order Sufficient Optimality Condition for Risk-Neutral Bilevel Stochastic Linear Programs
Journal of Optimization Theory and Applications 188(1), pp. 243-259 (2021) -
M. Claus and M. Simmoteit
A note on $\Sigma^p_2$-completeness of a robust binary linear program with binary uncertainty set
Operations Research Letters 48(5), pp. 594-598 (2020) -
J. Burscheidt, M. Claus and S. Dempe
Risk-Averse Models in Bilevel Stochastic Linear Programming
SIAM Journal on Optimization, 30(1), pp. 377-406 (2020) -
M. Claus, R. Schultz, K. Spürkel and T. Wollenberg
On Risk-Averse Stochastic Semidefinite Programs with Continuous Recourse
Vietnam Journal of Mathematics, 47(4), pp. 865-879 (2019) -
M. Claus, R. Schultz and K. Spürkel
Strong convexity in risk-averse stochastic programs with complete recourse
Computational Management Science, 15(3), pp. 411-429 (2018) -
M. Claus, V. Krätschmer and R. Schultz
Weak continuity of risk functionals with applications to stochastic programming
SIAM Journal on Optimization, 27(1), pp. 91-108 (2017) -
J. Burtscheidt and M. Claus
A Note on Stability for Risk Averse Stochastic Complementary Problems
Journal of Optimization Theory and Applications, 172(1), pp. 298-308 (2017) - M. Claus and R. Schultz
Lipschitzian properties and stability of a class of first-order
stochastic dominance constraints
SIAM Journal on Optimization, 25(1), pp. 396-415 (2015)
Book Chapters
- J. Burtscheidt and M. Claus
Bilevel Linear Optimization Under Uncertainty
Bilevel Optimization - Advances and Next Challenges (Eds: S. Dempe and A. Zemkoho) (2020)