Matthias Claus

According to our database, Matthias Claus authored at least 11 papers between 2015 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

A pessimistic bilevel stochastic problem for elastic shape optimization.

Johanna Burtscheidt, Matthias Claus, Sergio Conti, Martin Rumpf, Josua Sassen, Rüdiger Schultz

Math. Program., April, 2023

2022

Improving constants of strong convexity in linear stochastic programming.

Matthias Claus, Kai Spürkel

Oper. Res. Lett., 2022

Existence of solutions for a class of bilevel stochastic linear programs.

Matthias Claus

Eur. J. Oper. Res., 2022

2021

On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function.

Matthias Claus

Oper. Res. Lett., 2021

A Second-Order Sufficient Optimality Condition for Risk-Neutral Bi-level Stochastic Linear Programs.

Matthias Claus

J. Optim. Theory Appl., 2021

2020

Risk-Averse Models in Bilevel Stochastic Linear Programming.

Johanna Burtscheidt, Matthias Claus, Stephan Dempe

SIAM J. Optim., 2020

A note on Σ2p-completeness of a robust binary linear program with binary uncertainty set.

Matthias Claus, Maximilian Simmoteit

Oper. Res. Lett., 2020

2018

Strong convexity in risk-averse stochastic programs with complete recourse.

Matthias Claus, Rüdiger Schultz, Kai Spürkel

Comput. Manag. Sci., 2018

2017

Weak Continuity of Risk Functionals with Applications to Stochastic Programming.

Matthias Claus, Volker Krätschmer, Rüdiger Schultz

SIAM J. Optim., 2017

A Note on Stability for Risk-Averse Stochastic Complementarity Problems.

Johanna Burtscheidt, Matthias Claus

J. Optim. Theory Appl., 2017

2015

Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints.

Matthias Claus, Rüdiger Schultz

SIAM J. Optim., 2015