Since 2014, I am a research associate in Inria, Grenoble. 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)
Projects
- 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’’ (2024 - 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).
Students
- Romain Cravic (2021-now), co-sup. with Bruno Gaujal. Onine learning in stochastic games.
- Mathieu Molina (2022-now), co-sup with Patrick Loiseau and Vianney Perchet. Fairness in online auctions.
Former students:
- Sebastian Allmeier (2020-2024) : Refined fluid approximation for heterogeneous systems.
- 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)