JM
Johannes Milz
math.OCcs.NAmath.NAmath.STstat.THmath.PRstat.ME
On Valency
published · living versionsW_tpxf8nmj·v1 · currentpublished
A Feasible-Direction-Type Method for Nonconvex Optimization with Infeasible Starts
with Danlin Li
1 version
Preprints & journals
16 papers in the corpus · 2021–2026Asymptotic Analysis of Empirical Dynamic Programming in Infinite-Horizon Stochastic Optimal Control2607.21520v1 · Xin Chen, Elif Sena Isik, Johannes Milz2026 · 0 citationsarXiv
Statistical Inference for Scenario-Based Dynamic Optimization under Uncertainty2607.14965v2 · Aurya Javeed, Johannes Milz2026 · 0 citationsarXiv
Optimal Spectral Design with Prior Information2605.27837v1 · Anton J. Kleywegt, Johannes Milz, Mohit Singh et al.2026 · 0 citationsarXiv
Stochastic Optimal Control with Side Information and Bayesian Learning2602.22047v2 · Johannes Milz, Alexander Shapiro, Enlu Zhou2026 · 0 citationsarXiv
Nonparametric Robust Comparison of Solutions under Input Uncertainty2511.04457v1 · Jaime Gonzalez-Hodar, Johannes Milz, Eunhye Song2025 · 0 citationsarXiv
Sample-Based Consistency in Infinite-Dimensional Conic-Constrained Stochastic Optimization2507.06982v3 · Caroline Geiersbach, Johannes Milz2025 · 0 citationsarXiv
Empirical risk minimization for risk-neutral composite optimal control with applications to bang-bang control2408.10384v2 · Johannes Milz, Daniel Walter2024 · 0 citationsSIAM/ASA J. Uncertain. Quantif., 14(3):1207--1233, 2026
Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization2408.02842v1 · Olena Melnikov, Johannes Milz2024 · 5 citationsJ Optim Theory Appl 206, 14 (2025)
Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems2407.18182v2 · Olena Melnikov, Johannes Milz2024 · 0 citationsSIAM J. Control Optim., 64(3):1631--1650, 2026
Criticality measure-based error estimates for infinite dimensional optimization2402.15948v1 · Danlin Li, Johannes Milz2024 · 0 citationsSIAM J. Numer. Anal., 63(1):193--213, 2025
Consistency of sample-based stationary points for infinite-dimensional stochastic optimization2306.17032v1 · Johannes Milz2023 · 0 citationsSIAM J. Optim., 35(1):42--61, 2025
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization2207.14755v3 · Johannes Milz, Michael Ulbrich2022 · 4 citationsSIAM J. Optim., 34(1):844--869, 2024
Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite Dimensional Decision Spaces2207.14756v2 · Johannes Milz, Thomas M. Surowiec2022 · 3 citationsMath. Oper. Res., 49(3):1403--1418, 2024
Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs2206.09160v2 · Johannes Milz2022 · 3 citationsSIAM/ASA J. Uncertain. Quantif., 11(4):1139--1163, 2023
Consistency of Monte Carlo Estimators for Risk-Neutral PDE-Constrained Optimization2204.04809v2 · Johannes Milz2022 · 6 citationsAppl. Math. Optim. 87, 57 (2023)
Sample Average Approximations of Strongly Convex Stochastic Programs in Hilbert Spaces2104.05114v2 · Johannes Milz2021 · 12 citationsOptim. Lett. 17, 471--492 (2023)
Career total: 34 works. 16 are in this corpus.
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