Teaching

– F. Bonnans: Lecture notes page

Optimal Control, 15h, Optimization Master, U. Paris-Saclay
Stochastic programming, 15h, Optimization Master, U. Paris-Saclay.

Numerical methods for partial differential equations in finance, 24 h, M2 finance, Paris VI, and Ecole Polytechnique

– Axel Kroener : Optimal control of partial and differential equations. Optimization Master, U. Paris-Saclay