Since 2014, I am a research associate in Inria, Grenoble. I am currently doing a sabbatical at MIT for the semester (from January to July 2023). My
research interests focus on stochastic models and stochastic
optimization with a particular emphasis on mean field approximation
methods. I did several work on the use Stein's method to compute the approximation error of mean field or fluid approximation.
The applications of my work spans stochastic networks, stochastic optimization (Markov decision processes, online learning, reinforcement learning), and
design of control algorithms for large-scale systems (such as
communication networks and electricity networks).
Curriculum Vitae (short version)
- I am coordinator of the ANR project JCJC REFINO (refined mean field
optimization), funded from 2019 to 2024.
- I am co-coordinator of the Associate-Team AIRBA, (AI for restless bandits and its application), 2023-2025.
- I am member of the ``Defi Inria-EDF’’ (2023 - 2027).
Publications and talks
Most of my publications are available on google scholar. If you are looking for informations about
my publications, please go here . Also, some
slides of recent publications are available here .
Internships and Openings
I am happy to offer internships to students. If you want to apply for
an internship, please send me the contact of at least one person who
can recommend you (a faculty member of your university or a person
with whom you have worked).
- Thomas Barzolla (2019-2023), co-sup. with Vincent Jost and Van-Dat Cung: Reproducible operations research in bike-sharing systems.
- Kimang Khun (2019-2023), co-sup. with Bruno Gaujal: Learning Markovian Bandits
- Chen Yan (2019-2022), co-sup. with Bruno Gaujal: Index policies and Restless Markovian bandits. Now postdoc at INRAE (Avignon).
- Vitalii Emelianov (2018-2022), co-sup. with Patrick Loiseau: fairness in selection problems. Now postdoc at Inria (Lille).
- Benoit Vinot (2015-2018), co-sup. with Florent Cadoux. Now at Roseau Technologies.
Former post-docs Henry-Joseph Audéoud (2020-2022), Mouhcine Mendil (2018-2019), Takai Kenouche (2018-2019) Guillaume Massonnet (2014-2016), Josu Doncel (2015-2016), Carmen Higuerra (2016- 2017)