Information fields in optimization, game theory and causal models
Value of information in economics (using duality between payoffs and beliefs)
Stochastic optimization
Mixing of temporal, scenario and spatial decompositions
Handling of risk (dynamic consistency of risk measures)
and decentralized information
Applications to the optimal management of new energy systems
like smart grids
(see
video on
Smart Power Systems, Renewable Energies and Markets:
the Optimization Challenge)
Witsenhausen intrinsic model
Games in product form
Classification of information structures and applications to
decomposition of games or optimization problems,
and to conditional independence in causal models
Conjugacies (and dualities) in optimization
Constant along primal rays conjugacies (CAPRA conjugacies) for sparse optimization
Hidden convexity
Conditional infimum
Control theory and Pareto optimality
State constraints (viability), uncertainties, monotonicity
Bargaining theory (economics) under monotonicity
Applications to the sustainable management of natural resources and biodiversity