We analyze a convex stochastic optimization problem where the state is assumed to belong
to the Bochner space of essentially bounded random variables with images in a reflexive …

We consider multistage stochastic optimization problems involving multiple units. Each unit
is a (small) control system. Static constraints couple units at each stage. We present a mix of …

Motivated by optimal execution with stochastic signals, market impact and constraints in
financial markets, and optimal storage management in commodity markets, we formulate …

We consider the framework of high dimensional stochastic control problem, in which the
controls are aggregated in the cost function. As first contribution we introduce a modified …

In stochastic optimal control, one deals with sequential decision-making under uncertainty;
with dynamic risk measures, one assesses stochastic processes (costs) as time goes on and …

We consider the framework of convex high dimensional stochastic control problems, in
which the controls are aggregated in the cost function. As first contribution, we introduce a …

New energy systems are designed to absorb a large share of renewableenergy in a
decentralized fashion. Their optimized management raises specificissues. We study …

We consider a large scale multistage stochastic optimization problem involving multiple
units. Each unit is a (small) control system. Static constraints couple units at each stage. To …

We study the multi-stage stochastic unit commitment problem in which commitment and
generation decisions can be made and adjusted in each time period. We formulate this …

Cette thèse traite la résolution théorique et numérique de problèmes d'optimisation de type
champ moyen. Un premier problème de contrôle champ moyen est formulé, avec contrainte …