Vincent Leclere

Researcher at Ecole Nationale des Ponts et Chaussées

France
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Summary

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Senior
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Vincent Leclere is a researcher in applied mathematics with over a decade focused on multistage stochastic optimization, risk-aware decision making, and numerical methods for discrete-time problems. Based in France at École des Ponts ParisTech, he blends theoretical advances (dynamic programming, SDDP, robust and sparse optimization) with applied work in energy, transport and lot-sizing, and explores intersections with machine learning and data science. His trajectory includes a PhD in stochastic optimization, a postdoc at UC Berkeley on robustness and sparsity, and practical collaborations with industry (EDF R&D) that informed risk-aware unit-commitment models. Vincent is particularly skilled at embedding risk-aversion and robustness into sequential decision processes for large-scale systems, often using decomposition and coordination techniques rarely seen outside research labs.
code10 years of coding experience
bookHDR, Applied Mathematics, HDR, Applied Mathematics at École des Ponts ParisTech
bookMaster, Applied Mathematics - Optimization, TB, Master, Applied Mathematics - Optimization, TB at Université Pierre et Marie Curie (Paris VI)
bookM2 Mathématiques et Applications, Financial Mathematics, TB, M2 Mathématiques et Applications, Financial Mathematics, TB at Université de Marne-la-Vallée
bookDiplome d'Ingénieur, Applied Mathématics, Diplome d'Ingénieur, Applied Mathématics at Ecole nationale des Ponts et Chaussées
bookDoctor of Philosophy (Ph.D.), Stochastic Optimization, Doctor of Philosophy (Ph.D.), Stochastic Optimization at Ecole Nationale des Ponts et Chaussées
bookLycée Ste Geneviève
bookDiplome d'Ingénieur, Applied Mathématics, Diplome d'Ingénieur, Applied Mathématics at Polytechnique
languagesEnglish, French, Spanish
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Stackoverflow

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Github Skills (59)

markdown10
stochastic10
distributions10
integer10
gitpod10
state-space10
jekyll10
meta-tags10
mixed-integer-programming9
mathematical-programming9
nonlinear9
probability9
dynamical-systems9
statistics9
github-pages9

Programming languages (5)

JuliaC++JavaScriptJupyter NotebookPython

Github contributions (5)

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leclere/leclere.github.io

Apr 2022 - Jan 2025

My personnal page
Contributions:1 review, 6 PRs, 124 pushes in 2 years 10 months
templategithub-pages-templatemmistakesmistakesjekyll
leclere/TP-Saclay

Nov 2019 - Jan 2024

Contributions:7 pushes, 1 branch in 4 years 2 months
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Vincent Leclere - Researcher at Ecole Nationale des Ponts et Chaussées