I am an Assistant Professor in applied mathematics at College of Computing in Mohammed VI Polytechnic University. Prior to that, I did my Ph.D. thesis in applied mathematics under the supervision of Stéphane Gaubert and Marianne Akian in the TROPICAL team, a joint team between INRIA Saclay and CMAP, École Polytechnique.
Contact
E-mail: omar.saadi@um6p.ma, saadiomar10@gmail.com
Address: College of Computing, Mohammed VI Polytechnic University, Lot 660, Ben Guerir 43150, Morocco.
Research Interests
Markov decision processes, Zero-sum stochastic games, reinforcement learning
Zeroth-order optimization methods
Dynamic programming, operations research, optimal control
Accelerated algorithms for fixed point problems
Non-linear Perron-Frobenius theory, tropical linear regression
Curse of dimensionality reduction, tropical low-rank approximation
Publications and Preprints
T. E. B. EL KADI and O. Saadi. On the Almost Sure Convergence of the Stochastic Three Points Algorithm. In The Thirteenth International Conference on Learning Representations (ICLR 2025).
M. Akian, S. Gaubert, Z. Qu and O. Saadi. Multiply Accelerated Value Iteration for Non-Symmetric Affine Fixed Point Problems and application to Markov Decision Processes, SIAM Journal on Matrix Analysis and Applications, 2022, vol. 43, no 1, p. 199-232.
M. Akian, S. Gaubert, Y. Qi and O. Saadi. Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria, SIAM Journal on Discrete Mathematics, 2023, vol. 37, no 2, p. 632-674.
M. Akian, S. Gaubert, Z. Qu and O. Saadi. Solving ergodic Markov decision processes and perfect information Zero-sum stochastic games by variance reduced deflated value iteration, in Proc. of the 58th Conference on Decision and Control, 2019.
M. Akian, S. Gaubert, Y. Qi and O. Saadi. A geometric approach of best tropical low rank approximation. Working paper.
Conferences and talks
Workshop - Theory and Algorithms in Graph and Stochastic Games, Mons, Belgium, March 2019.
French-German-Swiss Conference on Optimization, Nice, France, Septembre 2019.
PGMO Days, EDF Lab Paris-Saclay, Palaiseau, France, December 2019.
58th IEEE Conference on Decision and Control, Nice, France, December 2019.
Journée des Doctorants 2A, CMAP, Ecole Polytechnique, Palaiseau, France, June 2020.
French Days on Optimization and Decision Science, SMAI-MODE, Palaiseau, France, September 2020.
22ème Congrès de la société Française de Recherche Opérationnelle et d'Aide à la Décision (ROADEF2021), Mulhouse, France, April 2021.
AI for Science Workshop, Rabat, Morocco, December 2022.
Math&Maroc Competition event for top first year university students, Benguerir, Morocco, April 2023.
The Thirteenth International Conference on Learning Representations (ICLR 2025), Singapore, April 2025.
Teaching
UM6P, Computer Science School, Engineering cycle (2nd year): Operational Research (Fall 2025).
UM6P, Computer Science School, Engineering cycle (1st year): Graph Algorithms (Fall 2025).
UM6P, Moroccan Center for Game Theory, PhD Program: Operational Research (Fall 2024).
UM6P, Computer Science School, Engineering cycle (2nd year): Operational Research (Fall 2024).
UM6P, Computer Science School, Engineering cycle (1st year): Graph Algorithms (Fall 2024).
UM6P, Computer Science School, Engineering cycle (1st year): Graph Algorithms (Fall 2023).
UM6P, QFM Master (M1): M113 - Optimization & Operations Research (Fall 2023).
UM6P, LSD Bachelor (L2): M24 - Operations Research (Spring 2023).
UM6P, QFM Master (M1): M113 - Optimization & Operations Research (Fall 2022).
Ecole Polytechnique (third-year students, 3A): MAP557 - Operations research: mathematical aspects and applications (Fall 2018, 2019 and 2020).
Ecole Polytechnique (second-year students, 2A): MAP473D - Modal : Simulation numérique aléatoire (SNA) autour des événements rares (Spring 2019, 2020 and 2021).