Sample average approximations of strongly convex stochastic programs in Hilbert spaces J Milz Optimization Letters 17 (2), 471-492, 2023 | 15 | 2023 |
An approximation scheme for distributionally robust nonlinear optimization J Milz, M Ulbrich SIAM Journal on Optimization 30 (3), 1996-2025, 2020 | 12 | 2020 |
Reliable error estimates for optimal control of linear elliptic PDEs with random inputs J Milz SIAM/ASA Journal on Uncertainty Quantification 11 (4), 1139-1163, 2023 | 7 | 2023 |
An approximation scheme for distributionally robust PDE-constrained optimization J Milz, M Ulbrich SIAM Journal on Control and Optimization 60 (3), 1410-1435, 2022 | 7 | 2022 |
Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization J Milz Applied Mathematics & Optimization 87 (3), 57, 2023 | 6 | 2023 |
Sample size estimates for risk-neutral semilinear PDE-constrained optimization J Milz, M Ulbrich SIAM Journal on Optimization 34 (1), 844-869, 2024 | 5 | 2024 |
Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite-Dimensional Decision Spaces J Milz, TM Surowiec Mathematics of Operations Research 49 (3), 1403-1418, 2024 | 4 | 2024 |
Topics in PDE-Constrained Optimization under Uncertainty and Uncertainty Quantification J Milz Technische Universität München, 2021 | 2 | 2021 |
Consistency of sample-based stationary points for infinite-dimensional stochastic optimization J Milz SIAM Journal on Optimization 35 (1), 42-61, 2025 | 1 | 2025 |
Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems O Melnikov, J Milz arXiv preprint arXiv:2407.18182, 2024 | 1 | 2024 |
Criticality measure-based error estimates for infinite dimensional optimization D Li, J Milz SIAM Journal on Numerical Analysis 63 (1), 193-213, 2025 | | 2025 |
Nonparametric Input-Output Uncertainty Comparisons J Gonzalez, J Milz, E Song 2024 Winter Simulation Conference (WSC), 489-500, 2024 | | 2024 |
Empirical risk minimization for risk-neutral composite optimal control with applications to bang-bang control J Milz, D Walter arXiv preprint arXiv:2408.10384, 2024 | | 2024 |
Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization O Melnikov, J Milz arXiv preprint arXiv:2408.02842, 2024 | | 2024 |
Asymptotic Properties of Least-Squares Estimators in Linear Models J Milz | | 2015 |