Matthias Claus

Publication Activity (10 Years)

Years Active: 2015-2023
Publications (10 Years): 11

Top Topics

Stochastic Programming

Top Venues

Oper. Res. Lett.

J. Optim. Theory Appl.

Publications

Johanna Burtscheidt, Matthias Claus, Sergio Conti, Martin Rumpf, Josua Sassen, Rüdiger Schultz
A pessimistic bilevel stochastic problem for elastic shape optimization. Math. Program. 198 (2) (2023)
Matthias Claus, Kai Spürkel
Improving constants of strong convexity in linear stochastic programming. Oper. Res. Lett. 50 (1) (2022)
Matthias Claus
Existence of solutions for a class of bilevel stochastic linear programs. Eur. J. Oper. Res. 299 (2) (2022)
Johanna Burtscheidt, Matthias Claus, Sergio Conti, Martin Rumpf, Josua Sassen, Rüdiger Schultz
A Pessimistic Bilevel Stochastic Problem for Elastic Shape Optimization. CoRR (2021)
Matthias Claus
A Second-Order Sufficient Optimality Condition for Risk-Neutral Bi-level Stochastic Linear Programs. J. Optim. Theory Appl. 188 (1) (2021)
Matthias Claus
On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function. Oper. Res. Lett. 49 (3) (2021)
Johanna Burtscheidt, Matthias Claus, Stephan Dempe
Risk-Averse Models in Bilevel Stochastic Linear Programming. SIAM J. Optim. 30 (1) (2020)
Matthias Claus, Maximilian Simmoteit
A note on Σ2p-completeness of a robust binary linear program with binary uncertainty set. Oper. Res. Lett. 48 (5) (2020)
Matthias Claus, Rüdiger Schultz, Kai Spürkel
Strong convexity in risk-averse stochastic programs with complete recourse. Comput. Manag. Sci. 15 (3-4) (2018)
Matthias Claus, Volker Krätschmer, Rüdiger Schultz
Weak Continuity of Risk Functionals with Applications to Stochastic Programming. SIAM J. Optim. 27 (1) (2017)
Johanna Burtscheidt, Matthias Claus
A Note on Stability for Risk-Averse Stochastic Complementarity Problems. J. Optim. Theory Appl. 172 (1) (2017)
Matthias Claus, Rüdiger Schultz
Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints. SIAM J. Optim. 25 (1) (2015)