Matthias Claus

MaRDI QIDQ511980zbMATH OpenORCIDFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A pessimistic bilevel stochastic problem for elastic shape optimization Mathematical Programming. Series A. Series B	2023-03-24	Paper
Existence of Solutions in Bi-level Stochastic Linear Programming with Integer Variables	2022-12-12	Paper
Improving constants of strong convexity in linear stochastic programming Operations Research Letters	2022-03-11	Paper
Existence of solutions for a class of bilevel stochastic linear programs European Journal of Operational Research	2022-02-23	Paper
On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function Operations Research Letters	2021-12-13	Paper
Bilevel linear optimization under uncertainty Bilevel Optimization	2021-12-08	Paper
A second-order sufficient optimality condition for risk-neutral bi-level stochastic linear programs Journal of Optimization Theory and Applications	2021-05-20	Paper
A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set Operations Research Letters	2021-04-07	Paper
A Pessimistic Bilevel Stochastic Problem for Elastic Shape Optimization (available as arXiv preprint)	2021-03-03	Paper
On risk-averse stochastic semidefinite programs with continuous recourse Vietnam Journal of Mathematics	2020-02-17	Paper
Risk-averse models in bilevel stochastic linear programming SIAM Journal on Optimization	2020-02-12	Paper
Strong Convexity for Risk-Averse Two-Stage Models with Fixed Complete Linear Recourse	2018-12-19	Paper
Strong convexity in risk-averse stochastic programs with complete recourse Computational Management Science	2018-10-29	Paper
A note on stability for risk-averse stochastic complementarity problems Journal of Optimization Theory and Applications	2017-02-23	Paper
Weak continuity of risk functionals with applications to stochastic programming SIAM Journal on Optimization	2017-01-31	Paper
Lipschitzian properties and stability of a class of first-order stochastic dominance constraints SIAM Journal on Optimization	2015-06-02	Paper

Research outcomes over time

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