Nicolas Gast

Publications Talks&Slides Teaching

Nicolas Gast

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)


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).


Former students:

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)