My interest fields fall into
control theory and stochastic control
( publications )
I use these theories to develop
mathematical methods for the sustainable management of natural resources
(see slides Control Theory and Viability Methods for Sustainable Management of
Natural Resources for a survey)
I collaborate with both biologists and economists
to tackle biodiversity management issues
(see slides Control Theory, Viability and Resilience for Sustainable Management)
I direct my current research and teaching in stochastic optimization
with the purpose of better inserting renewable energies,
intermittent and erratic, into electrical networks
(see
slides and
video on
Smart Power Systems, Renewable Energies and Markets:
the Optimization Challenge). For this purpose, I put theoretical emphasis
on how to decompose stochastic optimization problems, and on how to handle risk
and decentralized information.
Optimization,
Multistage Stochastic Optimization (SO) and Stochastic Optimal Control (SOC)