Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints. - Matthias Claus; Rüdiger Schultz (SIAM J. Optim., 2015)

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

Weak Continuity of Risk Functionals with Applications to Stochastic Programming. - Matthias Claus; Volker Krätschmer; Rüdiger Schultz (SIAM J. Optim., 2017)

Strong convexity in risk-averse stochastic programs with complete recourse. - Matthias Claus; Rüdiger Schultz; Kai Spürkel (Comput. Manag. Sci., 2018)

A note on Σ2p-completeness of a robust binary linear program with binary uncertainty set. - Matthias Claus; Maximilian Simmoteit (Oper. Res. Lett., 2020)

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

A Second-Order Sufficient Optimality Condition for Risk-Neutral Bi-level Stochastic Linear Programs. - Matthias Claus (J. Optim. Theory Appl., 2021)

On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function. - Matthias Claus (Oper. Res. Lett., 2021)

Existence of solutions for a class of bilevel stochastic linear programs. - Matthias Claus (Eur. J. Oper. Res., 2022)

Improving constants of strong convexity in linear stochastic programming. - Matthias Claus; Kai Spürkel (Oper. Res. Lett., 2022)

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