3 papers
math.OC2026
Optimal Spectral Design with Prior Information
Anton J. Kleywegt, Johannes Milz, Mohit Singh +1
We study a class of spectral design problems in which a prior positive semidefinite information matrix is updated by a sum of rank-one matrices constructed from chosen design vecto…
math.OC2026
Sample-Based Consistency in Infinite-Dimensional Conic-Constrained Stochastic Optimization
Caroline Geiersbach, Johannes Milz
This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investiga…
math.OC2026
Empirical risk minimization for risk-neutral composite optimal control with applications to bang-bang control
Johannes Milz, Daniel Walter
Nonsmooth composite optimization problems under uncertainty are prevalent in various scientific and engineering applications. We consider risk-neutral composite optimal control pro…