Theses launched in 2021
Thibaut Bourdais started a PhD at ENSTA, on the topic "Probabilistic numerical methods for stochastic control: application to the management of diffuse flexibilities in electrical systems", under the supervision of Francesco RUSSO and Nadia Oudjane.
Songbo Wang started a PhD at the Ecole Polytechnique, on the topic "optimal control with mean field interactions and deep neural networks", under the supervision of Nizar Touzi and Zhenjie Ren.
Assil Fadle has started a PhD at École Polytechnique, on the topic " Mean-field games with application to distributed control of electric charge ", under the supervision of Nizar Touzi and René Aïd.
Fanny Cartellier has started a PhD at CREST, on the topic "Modelling climate risks in finance and insurance", under the supervision of Peter Tankov and Christian-Yann Robert.
Margaux Zaffran has started a PhD at Ecole Polytechnique, under the supervision of Julie Josse, Aymeric Dieuleveut, Olivier Féron and Yannig Goude, on the topic "Price forecasting on short-term energy markets".
Theses in progress
- Carl Remlinger, CIFRE PhD student (EDF & Université de Marne-La-Vallée), supervised by R. Elie, S. Laruelle & J. Mikael, on the topic: "Modeling risk factors by generative methods, and risk coverage by reinforcement
- Maximilien Germain, doctoral student CIFRE EDF, Dir. H. Pham and X. Warin, on the topic: "Machine learning methods for solving stochastic control problems and partial differential equations in high dimension".
- Marcos Leutscher, Ph.D. student (CREST, Dir. P. Tankov), on the topic: "Industrial dynamics of the electricity market: a mean field game approach".
- Adrien Séguret, doctoral student CIFRE EDF UPD, Dir. P. Cardaliaguet and C. Wang, on the topic: "Optimal control and incentives for decentralized systems of medium field type".
- Mehdi Talbi, PhD student CMAP, Dir. N. Touzi, on the topic: "Optimal stopping in mean-field type interactions
- Mohamed Bahlali, PhD student University Paris-Dauphine / ANR Ecorees), dir. R. Aid and A. Creti, on the topic: "Optimal control, strategic interactions and environmental regulation
- Alicia Bassière, PhD student CREST / ANR EcoREES), dir. P. Tankov and D. Benatia, on the topic: "Market mechanisms and industry dynamics for the energy transition".
- Kang Liu, PhD student X, supervisors J.-F. Bonnans and L. Pfeiffer, on the topic: "Optimal mean-field control and applications in flexibilities management
- Bowen Zheng, PhD student X, dir. N. Touzi, on the topic ""