Matthias Claus

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2023 J jnl
A pessimistic bilevel stochastic problem for elastic shape optimization.
Math. Program.
Johanna Burtscheidt, Matthias Claus, Sergio Conti, Martin Rumpf, Josua Sassen, Rüdiger Schultz
2022 J jnl
Existence of solutions for a class of bilevel stochastic linear programs.
Eur. J. Oper. Res.
Matthias Claus
2022 J jnl
Improving constants of strong convexity in linear stochastic programming.
Oper. Res. Lett.
Matthias Claus, Kai Spürkel
2021 J jnl
A Pessimistic Bilevel Stochastic Problem for Elastic Shape Optimization.
CoRR
Johanna Burtscheidt, Matthias Claus, Sergio Conti, Martin Rumpf, Josua Sassen, Rüdiger Schultz
2021 J jnl
A Second-Order Sufficient Optimality Condition for Risk-Neutral Bi-level Stochastic Linear Programs.
J. Optim. Theory Appl.
Matthias Claus
2021 J jnl
On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function.
Oper. Res. Lett.
Matthias Claus
2020 J jnl
A note on Σ2p-completeness of a robust binary linear program with binary uncertainty set.
Oper. Res. Lett.
Matthias Claus, Maximilian Simmoteit
2020 J jnl
Risk-Averse Models in Bilevel Stochastic Linear Programming.
SIAM J. Optim.
Johanna Burtscheidt, Matthias Claus, Stephan Dempe
2018 J jnl
Strong convexity in risk-averse stochastic programs with complete recourse.
Comput. Manag. Sci.
Matthias Claus, Rüdiger Schultz, Kai Spürkel
2017 J jnl
A Note on Stability for Risk-Averse Stochastic Complementarity Problems.
J. Optim. Theory Appl.
Johanna Burtscheidt, Matthias Claus
2017 J jnl
Weak Continuity of Risk Functionals with Applications to Stochastic Programming.
SIAM J. Optim.
Matthias Claus, Volker Krätschmer, Rüdiger Schultz
2015 J jnl
Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints.
SIAM J. Optim.
Matthias Claus, Rüdiger Schultz