An Approximation Scheme for Distributionally Robust Nonlinear Optimization. - Johannes Milz; Michael Ulbrich (SIAM J. Optim., 2020)

An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization. - Johannes Milz; Michael Ulbrich (SIAM J. Control. Optim., 2022)

Sample average approximations of strongly convex stochastic programs in Hilbert spaces. - Johannes Milz (Optim. Lett., 2023)

Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs. - Johannes Milz (SIAM/ASA J. Uncertain. Quantification, 2023)

Nonparametric Input-Output Uncertainty Comparisons. - Jaime Gonzalez; Johannes Milz; Eunhye Song (WSC, 2024)

Empirical risk minimization for risk-neutral composite optimal control with applications to bang-bang control. - Johannes Milz; Daniel Walter (CoRR, 2024)

Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite-Dimensional Decision Spaces. - Johannes Milz; Thomas M. Surowiec (Math. Oper. Res., 2024)

Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization. - Johannes Milz; Michael Ulbrich (SIAM J. Optim., 2024)

Consistency of Sample-Based Stationary Points for Infinite-Dimensional Stochastic Optimization. - Johannes Milz (SIAM J. Optim., 2025)

Criticality Measure-Based Error Estimates for Infinite Dimensional Optimization. - Danlin Li; Johannes Milz (SIAM J. Numer. Anal., 2025)

Randomized Quasi-Monte Carlo Methods for Risk-Averse Stochastic Optimization. - Olena Melnikov; Johannes Milz (J. Optim. Theory Appl., 2025)