- Optimal control, optimality conditions, sensitivity analysis, second-order analysis
- Stochastic optimization, probability constraints, numerical methods
- Applications in economics, to energy management
I prepared my thesis at the Center of Applied Mathematics (CMAP) of the
under the supervision of Frédéric Bonnans,
in the Commands team of Inria-Saclay.
- Sensitivity analysis for optimal control problems. Chance-constrained stochastic optimal control.
- Second-order sufficient conditions for strong solutions to optimal control problems.
J. Frédéric Bonnans, Xavier Dupuis, and Laurent Pfeiffer. To appear in ESAIM:COCV.
- Sensitivity analysis for the outages of nuclear power plants.
Kengy Barty, J. Frédéric Bonnans, and Laurent Pfeiffer. Energy Systems, online first.
- Sensitivity analysis for relaxed optimal control problems with final-state constraints.
J. Frédéric Bonnans, Laurent Pfeiffer, and Oana Silvia Serea. Nonlinear Analysis: Theory, Methods, and Applications, 2013.
My preprints are available as Inria research reports:
- Second-order necessary conditions in Pontryagin form for optimal control problems.
J. Frédéric Bonnans, Xavier Dupuis, and Laurent Pfeiffer. 2013. Submitted.
- An optimal Control Approach for EV Charging with Distribution Grid Ageing.
Amar P. Azad, Olivier Beaude, Samson Lasaulce, and Laurent Pfeiffer. BlackSeaCom, Batumi, Georgia, 2013.
- Two methods of pruning Benders' cuts and their application to the management of a gas portfolio.
Laurent Pfeiffer, Romain Apparigliato, and Sophie Auchapt. 2012.
- Master's degree in applied mathematics, specialization in "Optimization, Games and Modelling in Economics"
at Ecole Polytechnique and University Pierre and Marie Curie (2010).
- Engineering diploma, Ecole Polytechnique (2010).
- Detailed CV.