A Note on Stability for Risk-Averse Stochastic Complementarity Problems. - Johanna Burtscheidt; Matthias Claus (J. Optim. Theory Appl., 2017)

Risk-Averse Models in Bilevel Stochastic Linear Programming. - Johanna Burtscheidt; Matthias Claus; Stephan Dempe (SIAM J. Optim., 2020)

A pessimistic bilevel stochastic problem for elastic shape optimization. - Johanna Burtscheidt; Matthias Claus; Sergio Conti; Martin Rumpf; Josua Sassen; Rüdiger Schultz (Math. Program., 2023)