Research
Research Subjects
The research topics my activity has been concerned with for the last six years essentially go in the following major directions :
Linear Programming methods in the study of control problems for deterministic and stochastic systems;
Control methods for piecewise deterministic Markov processes and their applications to stochastic gene networks and traffic;
Insurance and reinsurance: optimality, verification, HJB systems, dual programming ;
Controllability properties of linear stochastic systems (SDEs, SPDEs, mean-field systems);
State constrained issues in infinite-dimensional systems (semi-linear SPDEs, porous media SPDEs, mean-field systems) and epidemics.
Situated at the interface between probability theory and analysis, my research makes use of several tools such as: viscosity solutions theory for Hamilton-Jacobi-Bellman systems and variational inequalities, backward stochastic differential equations, occupation measures, couplings, viability, linear quadratic control techniques, open-loop feedback control, mean-field control, distributions for porous media SPDEs.
Editorship
Since 2022, I serve as Associate Editor for Computational and Applied Mathematics
https://www.springer.com/journal/40314/editors
Since 2021, I serve on the topics board of MDPI Mathematics,
https://www.mdpi.com/journal/mathematics/topic_editors
Since 2014, I serve as Associated Editor for the Scientific Annals of Mathematics of « Al. I. Cuza » University, Iasi,
http://www.math.uaic.ro/~annalsmath/
2019, Associated Editor for SIAM Conference on Control and Its Applications, Chengdu, P.R. China.
Research Projects
ANR (French National Research Agency) Projects :
I was part of the French Research Agency (ANR) Young Researcher Project PIECE ANR-12-JS01-0006 (“PDMP Inference, Evolution, Control and Ergodicity”, project leader Florent Malrieu) 2013-2018.
NSFC (National Science Foundation China) Projects :
Key Program, 12031009, "Mean field theory and nonlinear mathematical expectation", 2021.01-2025.12, 2,480,000 RMB senior membre with Juan Li;
Juries
Committee for the University Prize of General Council Val-de-Marne, 2014-2015, 2016-
PhD Jury for Vincent Renault, Paris VI University, Sept. 2016
PhD Jury for Wissam Latreche , University Perpignan, July 2018
PhD Jury for Hadjer Hechaichi, University Perpignan, June 2019
Habilitation Thesis Jury for Ioana Ciotir, University of Rouen, 2022
PhD Monitoring Panel for Ulysse Herbach, (ENS Lyon, 2015-2018)
PhD Monitoring Panel for Asma Mansouri (Univ. Perpignan, 2016-2019)
Referee and Expert activities
I have been asked to review several research papers for : Annals of Applied Probability, Annals of the Alexandru Ioan Cuza University – Mathematics, Applied Mathematics and Optimization, Chaos, Solitons & Fractals, ESAIM: Control, Optimisation and Calculus of Variations, Finance and Stochastics, IEEE Transactions on Automatic Control, IMA Journal of Mathematical Control and Information, International Journal of Systems Science, Journal des Mathématiques Pures et Appliquées, Journal of Mathematical Analysis and Applications, Journal of Optimization Theory and Applications, Mathematical Reviews (AMS), Nonlinear Differential Equations and Applications, Set-Valued and Variational Analysis, SIAM Journal on Control and Optimization, Statistics and Probability Letters, Stochastics, Systems and Control Letters.
I have been invited to act as expert for the French National Research Agency (ANR) .
I have served as expert for the European Commission
2012: FP7-PEOPLE-2012-IEF-IIF-IOF Evaluations – CAR panel,
2016-2019: H2020-MSCA-IF-201* – MAT, ENG and ECO panels,
2018: H2020-WIDESPREAD-03-2018-TWINNING;
2020: H2020-MSCA-IF-2020 – MAT panel,
2021-: Horizon-MSCA-PF-2021 – MAT panel.
I have served as referee for
Vincent Renault's PhD Thesis (2016), University Paris VI, France
Wissam Latreche 's PhD Thesis (2018), University Perpignan, France
Hadjer Hechaichi’s PhD Thesis (2019), University Perpignan, France
Asma Mansouri’s PhD Thesis (2019), University Perpignan, France
Lucas Gamertsfelder’s PhD Thesis (2022), Macquarie University, Australia