Since July 2021, I am Assistant Professor in the Department of Industrial and Engineering & Operations Research (IEOR) at UC Berkeley.
Stochastic analysis, Stochastic control;
Incentive theory, mean field games;
Decision making and reinforcement learning;
Financial regulation, microstructure;
Mathematical modelling for ecology, population dynamics, natural resource management.
I am currently member of the ANR project RelLSCop (2021-2025) on Reinforcement learning for stochastic impulse control problems, coordinated by Adrien Richou.