Publications Matthias Claus

J. Burscheidt, M. Claus and S. Dempe
Risk-Averse Models in Bilevel Stochastic Linear Programming
to appear in SIAM Journal on Optimization, Preprint: arXiv:1901.11349 (2019)
M. Claus, R. Schultz, K. Spürkel and T. Wollenberg
On Risk-Averse Stochastic Semidefinite Programs with Continuous Recourse
to appear in Vietnam Journal of Mathematics, DOI 10.1007/s10013-019-00368-0 (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
to appear in S. Dempe and A. Zemkoho: Bilevel optimization: advances and new challenges (2019)