Welcome to my webpage

I am a researcher at Ecole des Ponts ParisTech, Noisy-Champs Paris.

My main subject of interests are

  • Multistage stochastic optimization
  • Applications of optimization under uncertainty
  • Classifications methods

I am developping a software library to solve multistage stochastic program written as controlled dynamical stochastic system. This library is part of JuliaOpt and can be found here.

Keywords: Multistage Stochastic Programming, Energy Problem, Decomposition Methods, SDDP.

  • Manuscrit de thèse

    I defended my PhD thesis on June 25th 2014. Manuscript can be found here.