publications

preprints

2024

  1. Risk-averse optimization using randomized quasi-Monte Carlo methods
    Olena Melnikov, and Johannes Milz
    2024
    DOI
  2. Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems
    Olena Melnikov, and Johannes Milz
    2024
    DOI
  3. Empirical risk minimization for risk-neutral composite optimal control with applications to bang-bang control
    Johannes Milz, and Daniel Walter
    2024
    arXiv

journal articles

2024

  1. Criticality measure-based error estimates for infinite dimensional optimization
    Danlin Li, and Johannes Milz
    Mar 2024
    accepted for publication in SIAM Journal of Numerical Analysis
    URL
  2. Sample size estimates for risk-neutral semilinear PDE-constrained optimization
    Johannes Milz, and Michael Ulbrich
    SIAM J. Optim., Mar 2024
    DOI URL

2023

  1. Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
    Johannes Milz
    Mar 2023
    accepted for publication in SIAM J. Optim.
    arXiv
  2. Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite Dimensional Decision Spaces
    Johannes Milz, and Thomas M. Surowiec
    Math. Oper. Res., Mar 2023
    DOI
  3. Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
    Johannes Milz
    SIAM/ASA J. Uncertain. Quantif., Mar 2023
    DOI URL
  4. Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
    Johannes Milz
    Appl. Math. Optim., Mar 2023
    DOI URL
  5. Sample average approximations of strongly convex stochastic programs in Hilbert spaces
    Johannes Milz
    Optim. Lett., Mar 2023
    DOI URL

2022

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

2020

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