I am an Assistant Professor in the Information Systems and Operations Management department at HEC Paris, and a Hi! Paris chair holder. My research focuses on data-driven decision making under parameter uncertainty, with applications in healthcare and algorithmic game theory. I received my Ph.D. in Operations Research from Columbia University in 2021 where my advisors were Prof. Vineet Goyal and Prof. Carri Chan. Before Columbia, I completed my master and undergraduate studies at Ecole polytechnique (France) in 2016, with a major in algorithms and optimization.
Info: Google Scholar / resume
Contact: grand-clement at hec dot fr
News:
June 24 - One new preprint on the last-iterate convergence of online learning algorithms in games. This is joint work with Yang Cai (Yale), Gabriele Farina (MIT), Christian Kroer (Columbia), Chung-Wei Lee (USC), Haipeng Luo (USC) and Weiqiang Zheng (Yale).
June 24 - My paper on making adherence-aware recommendations is now available online (Management Science, special issue on human-AI connections). This is joint work with Jean Pauphilet (LBS).
May 24 - My paper on solving robust Markov decision processes with convex programs has been accepted to Mathematics of Operations Research. This is joint work with Marek Petrik (UNH).
Mar 24 - One new preprint on solving extensive-form games via Blackwell approachability. This is joint work with Darshan Chakrabarti and Christian Kroer (Columbia University).
Dec 23 - One new preprint on robust Markov decision processes with average and Blackwell optimality criteria. This is joint work with Marek Petrik (UNH) and Nicolas Vieille (HEC Paris).
Dec 23 - Two papers presented at NeurIPS@Paris 2023: one spotlight on game-solving with stable algorithms and one poster on the interplay between discounted and average returns in reinforcement learning.
Publications and preprints
Journals:
- On the convex formulations of robust Markov decision processes
joint with Marek Petrik.
Mathematics of Operations Research (2024, forthcoming). - The best decisions are not the best advice: Making adherence-aware recommendations
joint with Jean Pauphilet.
Management Science (2023, forthcoming). The code for the simulations is available here. - Solving optimization problems with Blackwell approachability
joint with Christian Kroer.
Mathematics of Operations Research (2023), 49(2):697-728. Slides are available here. - Robustness of Proactive Intensive Care Units Transfer Policies
joint with Carri Chan, Vineet Goyal, and Gabriel Escobar.
Operations Research (2022) 71(5):1653-1688. The code for the simulations is available here. - Quantifying Utilitarian Outcomes to Inform Triage Ethics: Simulated Performance of a Ventilator Triage Protocol Under SARS-CoV-2 Pandemic Surge Conditions
joint with Elizabeth Chuang, Jen-Ting Chen, Carri Chan, Vineet Goyal and Michelle Ng Gong.
American Journal of Bioethics – Empirical Bioethics (2022), vol. 13, no 3, p. 196-204. - A First-Order Approach to Accelerated Value Iteration
joint with Vineet Goyal.
Operations Research (2022), 71(2):517-535. - Robust Markov Decision Process: Beyond Rectangularity
joint with Vineet Goyal.
Mathematics of Operations Research (2022), 48(1):203-226. - The Operator Approach to Entropy Games
joint with Stéphane Gaubert, Marianne Akian, and Jérémie Guillaud.
Theory of Computing Systems (2019) 63(5), 1089-1130. A preliminary version appeared in STACS 2017.
Refereed conferences:
- Regret Matching+: (In)Stability and Fast Convergence in Games
joint with Gabriele Farina, Christian Kroer, Chung-Wei Lee and Haipeng Luo.
(NeurIPS 2023, spotlight) 36th Advances in Neural Information Processing Systems. The code for the simulations is available here. Some slides are available here. - Reducing Blackwell and Average Optimality to Discounted MDPs via the Blackwell Discount Factor
joint with Marek Petrik.
(NeurIPS 2023) 36th Advances in Neural Information Processing Systems. - Conic Blackwell Algorithm: Parameter-Free Convex-Concave Saddle-Point Solving
joint with Christian Kroer.
(NeurIPS 2021) Proceedings of the 34th Advances in Neural Information Processing Systems, 34:9587-9599 , 2021. - First-Order Methods for Wasserstein Distributionally Robust MDP
joint with Christian Kroer.
(ICML 2021) Proceedings of the 38th International Conference on Machine Learning, PMLR 139:2010-2019, 2021. - Scalable First-Order Methods for Robust MDPs
joint with Christian Kroer.
(AAAI 2021) Proceedings of the AAAI Conference on Artificial Intelligence, 35(13), 12086-12094.
Working papers:
- Extensive-Form Game Solving Via Blackwell Approachability on Treeplexes
joint with Darshan Chakrabarti and Christian Kroer. - Beyond discounted returns: Robust Markov decision processes with average and Blackwell optimality
joint with Marek Petrik and Nicolas Vieille. - Interpretable Machine Learning for Resource Allocation with Application to Ventilator Triage
joint with Carri Chan, Elizabeth Chuang and Vineet Goyal.
Preliminary version accepted at the American Thoracic Society 2021 International Conference. - Last-Iterate Convergence Properties of Regret-Matching Algorithms in Games
joint with Yang Cai, Gabriele Farina, Christian Kroer, Chung-Wei Lee, Haipeng Luo and Weiqiang Zheng. - Fast Last-Iterate Convergence of Learning in Games Requires Forgetful Algorithms
joint with Yang Cai, Gabriele Farina, Christian Kroer, Chung-Wei Lee, Haipeng Luo and Weiqiang Zheng. Slides and code for the experiments.
Technical report:
Teaching
- HEC Paris, 2021 - present:
- Operations and Supply Chain Management, graduate core course (~ 300 students)
- Sustainable Operations and Supply Chain Management, undergraduate core course (~ 140 students)
- Sustainable Artificial Intelligence, undergraduate core course (~ 400 students)
- Artificial Intelligence and Climate Change, certificate course (~ 50 students)
- Columbia University, 2016 - 2021, undergraduate & graduate courses (~ 450 students).
- Convex Optimization (IEOR 6616).
- Advanced Optimization (IEOR 4004).
- Foundations of Optimization (IEOR 3608).
- Dynamic Pricing & Revenue Management (IEOR 4601).
- Game Theoretic Models of Operations (IEOR 4407).
- Operations Management (IEOR 4000).