General presentation
Having arrived in 1999 after many years at the Center for Automation and Systems
at the École des Mines de Paris, I am a lecturer and researcher in the Optimization
and Control group of the Applied Mathematics Unit at ENSTA. I am also an external
member of the Optimization and Systems (SOWG) team at the Center for Teaching
and Research in Mathematics and Scientific Computing at the École des Ponts,
a team with which I conduct a large part of my research.
I retired in October 2021.
Research activities
My research focuses primarily on stochastic optimization, and more specifically
on discrete-time stochastic optimal control, with a particular interest in numerical
methods and problems arising from energy management.
My research focuses primarily on the following areas:
discretization in stochastic optimization: the specificity of the approach is
to explicitly model the information structure of the problem and to apply
appropriate discretization techniques to it,
optimization of large stochastic systems: the goal is to develop theoretical tools
and numerical methods to obtain control strategies for large stochastic dynamic systems,
adapting decomposition and coordination techniques to the stochastic framework.
risk modeling and dynamic consistency: we focus on taking into account risk constraints
(probability constraints, for example), their consequences on dynamic consistency,
and the links with the concept of state and dynamic programming.
Teaching and educational resources (most in French)
Page en français
