publications

preprints

2024-03-01

  1. Criticality measure-based error estimates for infinite dimensional optimization
    Danlin Li, and Johannes Milz
    March 2024
    submitted to SIAM Journal on Numerical Analysis
    URL

2023

  1. Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
    Johannes Milz
    2023
    arXiv

journal articles

2024

  1. Sample size estimates for risk-neutral semilinear PDE-constrained optimization
    Johannes Milz, and Michael Ulbrich
    SIAM J. Optim., 2024
    DOI URL

2023

  1. Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite Dimensional Decision Spaces
    Johannes Milz, and Thomas M. Surowiec
    Math. Oper. Res., 2023
    DOI
  2. Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
    Johannes Milz
    SIAM/ASA J. Uncertain. Quantif., 2023
    DOI URL
  3. Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
    Johannes Milz
    Appl. Math. Optim., 2023
    DOI URL
  4. 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