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.


Wednesday June 7th will be a work-day meeting on software for SDDP in Julia. Registration free but mandatory. At Ecole des Ponts, Batiment Coriolis, Room F201.


  • 09:30 - 10:15 : A quick tutorial on SDDP by Vincent Leclere
  • 10:15 - 10:45 : StochDynamicProgramming.jl by Francois Pacaud
  • 11:00 - 11:30 : Parallel optimization on the Entropic Cone by Benoit Legat
  • 11:30 - 12:00 : A new SDDP library in Julia applied to applications in agriculture and supply chain management by Oscar Dowson
  • 13:00 - 17:00 : work session

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.