Contact
Research Interests
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Markov processes
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Optimal stochastic control
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Linear programming
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Numerical methods for stochastic control
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Stochastic stability
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Estimation theory
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Applications: optimal trajectory generation, reliability
Education
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Habilitation à Diriger des Recherches, Université
Paris XI, 1999
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Ph. D. Thesis: Contribution à l'étude des systèmes
linéaires à sauts markoviens, Université Paris XI,
1991-1994
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Ecole Normale Supérieure de Cachan, 1986-1990
Award
- CNRS bronze medal, 2000, section 07
- Best paper award:
Optimal stopping for the predictive maintenance of a structure subject to corrosion
De Saporta, Benoîte; Dufour, François; Huilong Zhang; Elegbede, Charles
Journal of Risk and Reliability, 226(2): 169-181, 2012.
Academic experience
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2005-
: Full Professor, Institut Polytechnique de
Bordeaux, ENSEIRB-MATMECA
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2002-2005: Full Professor, Université Bordeaux 4
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2000-2002: Chargé de Recherche au CNRS, LaBRI,
Université Bordeaux 1
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1994-2000: Chargé de Recherche au CNRS, LSS,
Université Paris XI
Other professional activities
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Corresponding editor, SIAM Journal on Control Optimization since 2018
(SICON)
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Associate editor, Applied Mathematics & Optimization since 2018
(AMO)
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Associate editor, Stochastics since 2018
(Stochastics)
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Associate editor, SIAM Journal on Control Optimization: 2009 - 2018
(SICON)
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Representative of the SIAM activity group in
control and system theory for SIAM
News, June 2014 -- March 2020 (SIAM News)
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Member of the IFAC technical committee
CC 1 - Systems and Signals :
Stochastic Systems (IFAC TC 1.4.)
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Head of the INRIA project team
CQFD (INRIA Bordeaux Sud-Ouest)
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Head of the
INRIA Associate Team CDSS with the University of Sao Paulo.
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Coordinator of the ANR Fautocoes (2010-2013). Analysis and
optimal control of piecewise deterministic Markov
processes.
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Member of the ANR STOCH-MC
(2014-2018). Stochastic Models Scalable Model Checking.
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