publications

preprints

2025

  1. Central Limit Theorems for Sample Average Approximations in Stochastic Optimal Control
    Johannes Milz, and Alexander Shapiro
    2025
    arXiv URL
  2. Sample-Based Consistency in Infinite-Dimensional Conic-Constrained Stochastic Optimization
    Caroline Geiersbach, and Johannes Milz
    2025
    arXiv

2024

  1. Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems
    Olena Melnikov, and Johannes Milz
    2024
    DOI
  2. Empirical risk minimization for risk-neutral composite optimal control with applications to bang-bang control
    Johannes Milz, and Daniel Walter
    2024
    arXiv

journal articles

2025

  1. Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization
    Olena Melnikov, and Johannes Milz
    J. Optim. Theory Appl., 2025
    Id/No 14
    DOI
  2. Criticality measure-based error estimates for infinite dimensional optimization
    Danlin Li, and Johannes Milz
    SIAM J. Numer. Anal., 2025
    DOI
  3. Consistency of Sample-Based Stationary Points for Infinite-Dimensional Stochastic Optimization
    Johannes Milz
    SIAM J. Optim., 2025
    DOI URL

2024

  1. Sample size estimates for risk-neutral semilinear PDE-constrained optimization
    Johannes Milz, and Michael Ulbrich
    SIAM J. Optim., 2024
    DOI URL
  2. Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
    Johannes Milz, and Thomas M. Surowiec
    Math. Oper. Res., 2024
    DOI

2023

  1. Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
    Johannes Milz
    SIAM/ASA J. Uncertain. Quantif., 2023
    DOI URL
  2. Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
    Johannes Milz
    Appl. Math. Optim., 2023
    DOI URL
  3. Sample average approximations of strongly convex stochastic programs in Hilbert spaces
    Johannes Milz
    Optim. Lett., 2023
    DOI URL

2022

  1. An approximation scheme for distributionally robust PDE-constrained optimization
    Johannes Milz, and Michael Ulbrich
    SIAM J. Control Optim., 2022
    DOI URL

2020

  1. An approximation scheme for distributionally robust nonlinear optimization
    Johannes Milz, and Michael Ulbrich
    SIAM J. Optim., 2020
    DOI URL

theses

2021

  1. Topics in PDE-Constrained Optimization under Uncertainty and Uncertainty Quantification
    Johannes Milz
    2021
    URL

2017

  1. A Structure Exploiting Solution Method for Convex Optimal Control Problems and Numerical Examples
    Johannes Milz
    2017

2015

  1. Asymptotic Properties of Least-Squares Estimators in Linear Models
    Johannes Milz
    2015
    URL