An approximation scheme for distributionally robust nonlinear optimization J Milz, M Ulbrich SIAM Journal on Optimization 30 (3), 1996-2025, 2020 | 9 | 2020 |
Sample average approximations of strongly convex stochastic programs in Hilbert spaces J Milz Optimization Letters 17 (2), 471-492, 2023 | 7 | 2023 |
Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization J Milz Applied Mathematics & Optimization 87 (3), 57, 2023 | 5 | 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 | 5 | 2022 |
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 | 4 | 2023 |
Topics in PDE-Constrained Optimization under Uncertainty and Uncertainty Quantification J Milz Technische Universität München, 2021 | 2 | 2021 |
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization J Milz, M Ulbrich SIAM Journal on Optimization 34 (1), 844-869, 2024 | 1 | 2024 |
Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite-Dimensional Decision Spaces J Milz, TM Surowiec Mathematics of Operations Research, 2023 | 1 | 2023 |
Criticality measure-based error estimates for infinite dimensional optimization D Li, J Milz arXiv preprint arXiv:2402.15948, 2024 | | 2024 |
Consistency of sample-based stationary points for infinite-dimensional stochastic optimization J Milz arXiv preprint arXiv:2306.17032, 2023 | | 2023 |
Asymptotic Properties of Least-Squares Estimators in Linear Models J Milz | | 2015 |
Hinweise zur Recherche, Verwaltung und Zitierung von Literatur M Ulbrich, F Lindemann, J Milz | | |