Ange VALLI PhD candidate in applied mathematics at CentraleSupélec, Université Paris-Saclay.

Identifiants chercheurs

IdHAL :

ange-valli

ORCID :

0000-0001-9483-6834

arXiv :

valli_a_1

ResearcherID :

MTB-3910-2025

Présentation

Ange Valli received the &quot;Diplôme d’Ingénieur&quot; from ENSTA (École Nationale Supérieure de Techniques Avancées) with a specialisation in artificial intelligence in 2021. He received the M.Sc. in Mathematics for Finance and Data from the University Gustave Eiffel in 2022. He worked as a Quantitative Analyst at BNP Paribas, within the Equity Derivatives Quantitative Research department. He is currently a PhD candidate in Applied Mathematics at University Paris-Saclay within the host institutions Laboratoire des Signaux et Systèmes (L2S) and Fédération de Mathématiques de CentraleSupélec, under the supervision of Prof. Abdel Lisser and Prof. Sihem Tebbani. He worked as a part-time teaching assistant at the University of Paris-Saclay, where he taught courses on operations research, game theory, C++ programming, an introduction to artificial intelligence, and SQL language for databases. His research interests include stochastic optimisation, geometric optimisation, optimal control, optimal transport, neural networks and quantitative finance.

Publications

Pré-publication, Document de travail (4)

Optimal control under probabilistic safety constraints Ange Valli,Abdel Lisser,Sihem Tebbani 2025 Pré-publication, Document de travail (working paper) hal-05441033v1
Chance-constrained optimal control for autonomous vehicles trajectory Ange Valli,Abdel Lisser,Sihem Tebbani 2025 Pré-publication, Document de travail hal-05422346v1
Continuous-time optimal control for trajectory planning under uncertainty Ange Valli,Shangyuan Zhang,Abdel Lisser 2025 Pré-publication, Document de travail (preprint/prepublication) hal-04621787v2
Distributionally Robust Geometric Joint Chance-Constrained Optimization: Neurodynamic Approaches Ange Valli,Siham Tassouli,Abdel Lisser 2026 Pré-publication, Document de travail (preprint/prepublication) hal-04225693v2