SMAI-MODE 2020: JOURNéES SMAI-MODE 2020

A
Akian, Marianne	Tropical dynamic programming for stochastic optimal control Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration
Alacaoglu, Ahmet	Sur la convergence de la méthode du gradient hybride primal-dual stochastique
Alasseur, Clémence	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids
Andersen, Erling	A practical primal-dual interior-point algorithm for nonsymmetric conic optimization
Antonakopoulos, Kimon	Online and Stochastic Optimization Beyond Lipschitz Continuity: A Riemannian Approach
Aubin-Frankowski, Pierre-Cyril	Hard Shape-Constrained Kernel Regression
B
Bach, Francis	Optimisation convexe et non-convexe pour l’apprentissage statistique
Barakat, Anas	Convergence and Dynamical Behavior of the ADAM Algorithm for Non Convex Stochastic Optimization
Bareilles, Gilles	On the Interplay between Acceleration and Identification for the Proximal Gradient algorithm
Bayen, Terence	Parameter Estimation for Dynamic Resource Allocation in Microorganisms: A Bi-level Optimization Problem
Belmega, E. Veronica	Online and Stochastic Optimization Beyond Lipschitz Continuity: A Riemannian Approach
Bergou, El Houcine	A stochastic Levenberg-Marquardt Method Using Random Models
Bertrand, Quentin	Hyperparameter selection for the Lasso with gradient descent
Bianchi, Pascal	Convergence and Dynamical Behavior of the ADAM Algorithm for Non Convex Stochastic Optimization
Bich, Philippe	Sequential network formation: new stability concepts
Bittar, Thomas	A Decomposition Method by Component for the Optimization of Maintenance Scheduling
Blondel, Mathieu	Hyperparameter selection for the Lasso with gradient descent
Bokanowski, Olivier	Optimistic planning algorithm for some state-constrained optimal control problems
Bonnans, Frédéric	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids Discrete-time MFGs with risk-averse agents
Bonnisseau, Jean-Marc	Stability of marketable payoffs with re-trading
Boulmier, Simon	Unconstrained relaxations and duality in global optimization
Boumaza, Kenza	About optimal crop irrigation planing under water scarcity
C
Caillau, Jean-Baptiste	Maximisation de déterminants de Sturm-Liouville
Calauzènes, Clément	Optimization in Repeated Mechanisms: Challenges
Carpentier, Pierre	A Decomposition Method by Component for the Optimization of Maintenance Scheduling EMSx: an Energy Management System numerical benchmark
Cecchin, Alekos	Finite State Mean Field Games: Common Noise and Selection of Equilibira
Cevher, Volkan	Sur la convergence de la méthode du gradient hybride primal-dual stochastique
Chambolle, Antonin	How to discretize the total variation?
Chancelier, Jean-Philippe	Constant Along Primal Rays Conjugacies Suitable for Functions of the Support}
Chancelier, Jean-Philippe	A Decomposition Method by Component for the Optimization of Maintenance Scheduling Tropical dynamic programming for stochastic optimal control EMSx: an Energy Management System numerical benchmark
Chorobura, Ana Paula	Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and reconstruction of optimal trajectories
Chretien, Stephane	A stochastic Lanvegin sampling approach to Median of Means estimation
Chéry, Achis	Stability of marketable payoffs with re-trading
Claisse, Julien	Mean Field Games with Branching
Cuturi, Marco	Spatial DTW: Optimal transport in space and time
D
Dadush, Daniel	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
De Lara, Michel	Constant Along Primal Rays Conjugacies Suitable for Functions of the Support} EMSx: an Energy Management System numerical benchmark
de Oliveira, Welington	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems
De Paola, Antonio	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids
Delarue, François	Finite State Mean Field Games: Common Noise and Selection of Equilibira
Demassey, Sophie	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems
Deza, Antoine	Algorithmic, Combinatorial, and Geometric Aspects of Linear Optimization
Dhar, Gaurav	Pontryagin maximum principle for optimal sampled-data control problems
Diouane, Youssef	A stochastic Levenberg-Marquardt Method Using Random Models
E
El Asri, Brahim	Two-player zero-sum deterministic differential game in infinite horizon involving impulse controls with a new QVI
Elloumi, Sourour	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
Ennaji, Hamza	Primal-Dual algorithm for Lambertian Shape from Shading
F
Fercoq, Olivier	Sur la convergence de la méthode du gradient hybride primal-dual stochastique
Fixary, Julien	Sequential network formation: new stability concepts
Forcier, Maël	The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
G
Gammoudi, Nidhal	Optimistic planning algorithm for some state-constrained optimal control problems
Garrido-Lucero, Felipe	Stable Matching Games
Gaubert, Stéphane	Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
Godard, Hadrien	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
Govindan, Srihari	On Sustainable Equilibria
Grabisch, Michel	Diffusion on large networks
Gramfort, Alexandre	Spatial DTW: Optimal transport in space and time Hyperparameter selection for the Lasso with gradient descent
H
Hofbauer, Josef	The evolutionary dynamics of costly signaling
Hsieh, Yu-Guan	Convergence Analysis of Single-call Extra-Gradient Methods
Huiberts, Sophie	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
I
Iutzeler, Franck	On the Interplay between Acceleration and Identification for the Proximal Gradient algorithm a Randomized Proximal Gradient Method with Structure-Adapted Sampling
J
Janati, Hicham	Spatial DTW: Optimal transport in space and time
Javal, Paul	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems
Jerhaoui, Othmane	HJB equations on stratified domains
K
Klopfenstein, Quentin	Hyperparameter selection for the Lasso with gradient descent
Koessler, Frédéric	Long Information Design
Kungurtsev, Vyacheslav	A stochastic Levenberg-Marquardt Method Using Random Models
L
Laclau, Marie	Long Information Design
Laguel, Yassine	A DC approach for chance constrained problems
Lalioui, Hafid	Two-player zero-sum deterministic differential game in infinite horizon involving impulse controls with a new QVI
Lambert, Amélie	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
Laraki, Rida	Stable Matching Games
Laraki, Rida	On Sustainable Equilibria
Le Franc, Adrien	EMSx: an Energy Management System numerical benchmark
Leclère, Vincent	The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
Loiseau, Patrick	Optimal classifiers for adversarial settings under uncertainty
Lonchampt, Jerome	A Decomposition Method by Component for the Optimization of Maintenance Scheduling
Luce, Robert	Nonconvex Quadratic Optimization with Gurobi
M
Macault, Emilien	Learning in Dynamic Routing Games with Symmetric Incomplete Information
Maeght, Jean	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
Mairet, Francis	Parameter Estimation for Dynamic Resource Allocation in Microorganisms: A Bi-level Optimization Problem
Martin, Thomas	A dynamic formulation for the crude oil procurement problem
Mathieu, Claire	Two-sided matching markets with correlated random preferences have few stable pairs
Mertikopoulos, Panayotis	Online and Stochastic Optimization Beyond Lipschitz Continuity: A Riemannian Approach
Morais, Hugo	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems
N
Nacry, Florent	Prox-regular sets: separation and metric properties
Natura, Bento	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
Noble, Robert	Optimization of Palliative Cancer Therapy: the Logic of Containing Tumors
O
Oudjane, Nadia	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids Some optimization issues in the new electrical system
P
Pacaud, François	Interior point methods for logistic regression
Pahl, Lucas	On Sustainable Equilibria
Pawlowitsch, Christina	The evolutionary dynamics of costly signaling
Pfeiffer, Laurent	Discrete-time MFGs with risk-averse agents
Pierre, Lavigne	Discrete-time MFGs with risk-averse agents
Q
Qu, Zheng	Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration
R
Rapaport, Alain	About optimal crop irrigation planing under water scarcity
Renault, Jérôme	Long Information Design
Rios-Zertuche, Rodolfo	Long term dynamics of the subgradient optimization method in the non-smooth and non-convex case
Roussillon, Benjamin	Optimal classifiers for adversarial settings under uncertainty
Roux, Sébastien	About optimal crop irrigation planing under water scarcity
Royer, Clément	A stochastic Levenberg-Marquardt Method Using Random Models
Ruiz, Manuel	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
Rusinowska, Agnieszka	Diffusion on large networks
S
Saadi, Omar	Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration
Salmon, Joseph	Hyperparameter selection for the Lasso with gradient descent
Sarrazin, Clément	A lagrangian discretization for mean field games with congestion
Scarsini, Marco	Learning in Dynamic Routing Games with Symmetric Incomplete Information
Seguret, Adrien	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids
Stott, Nikolas	Calcul de bornes dans LocalSolver pour des problèmes non-linéaires mixtes et multi-objectifs
Swaminathan, Bhargav	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems
Szabo, Zoltan	Hard Shape-Constrained Kernel Regression
Séjourné, Thibault	Sinkhorn Divergences for Unbalanced Optimal Transport
T
Tomala, Tristan	Learning in Dynamic Routing Games with Symmetric Incomplete Information Long Information Design
Tran, Benoît	Tropical dynamic programming for stochastic optimal control
Trovato, Vincenzo	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids
V
Vaiter, Samuel	Hyperparameter selection for the Lasso with gradient descent
van Ackooij, Wim	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems
Venel, Xavier	Diffusion on large networks
Vigeral, Guillaume	Paiement d'équilibres algébriques de jeux finis à paiement entier.
Viossat, Yannick	Optimization of Palliative Cancer Therapy: the Logic of Containing Tumors
Végh, László A.	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
W
Wembe, Boris	Abnormal Trajectory in Optimal Control with Application inHydrodynamics and Geometry
Z
Zidani, Hasnaa	Optimistic planning algorithm for some state-constrained optimal control problems
Zidani, Hasnaa	HJB equations on stratified domains Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and reconstruction of optimal trajectories

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