Publications Matthias Claus

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)

J. Burtscheidt and M. Claus
Bilevel Linear Optimization Under Uncertainty
Bilevel Optimization - Advances and Next Challenges (Eds: S. Dempe and A. Zemkoho) (2020)