About me
Since September 2020 I am the CTO of Bifröst. This page gathers my previous research activities.
Before founding Bifröst, I was a postdoctoral researcher jointly at the École Normale Supérieure Paris-Saclay and at EDF, working with Vianney Perchet, Olivier Beaude and Pierre Gruet on learning in repeated auctions with applications to smart grids.
I have been a research and teaching associate at Université Paris Dauphine.
I completed my Ph.D. in applied mathematics at the Toulouse School of Economics under the supervision of Jérôme Renault. It has been awarded the Ph.D. Award of the Gaspard Monge Program for Optimization.
Research
- On Dynamic Games: Stochastic Games, Search Games and Information Provision, Ph.D. Thesis
- Communicating Zero-Sum Product Stochastic Games, Journal of Mathematical Analysis and Applications 477 (2019) 60-84 [arXiv] [doi]
- Continuous Patrolling and Hiding Games, European Journal of Operational Research 277 (2019) 42-51 [arXiv] [doi]
- Search for an Immobile Hider on a Stochastic Network, with Marco Scarsini, European Journal of Operational Research 283 (2020) 783-794 [arXiv][doi]
- Making the most of your day: online learning for optimal allocation of time, with Etienne Boursier, Vianney Perchet and Marco Scarsini, NeurIPS 2021 [arXiv][NeurIPS]
- Dynamic Information Provision with Observed Return on Investment, with Jérôme Renault [working paper]
Curriculum Vitae
2020 - ongoing Bifröst , CTO 2019 - 2020 ENS Paris-Saclay & EDF, Postdoctoral researcher 2018 - 2019 Université Paris Dauphine, Research and teaching associate 2015 - 2019 Toulouse School of Economics, Ph.D. student in Applied Mathematics 2014 - 2015 École Polytechnique & Sorbonne Université, Master Optimization, Game Theory & Dynamics 2012 - 2015 ENSTA Paris, Grande École, Majoring in Optimization, Control and Operations Research 2010 - 2012 Lycée Henri IV Paris, Classe Préparatoire aux Grandes Écoles, Mathematics & Physics