Lorenzo Croissant

portrait.jpg

ENSAE, Office 3106,

5 Av. Le Chatelier,

91120, Palaiseau, France

Postdoc at CREST in ENSAE working with Vianney Perchet as part of the FairPlay Inria team. I have a Ph.D. in applied Mathematics from Université Paris Dauphine and Criteo AI Lab under the supervision of Bruno Bouchard and Marc Abeille. :fr: :uk:

I am an applied mathematician with interests across Analysis, Probability, and Statistics, specialising in questions of decision theory under uncertainty. I have worked on Control Theory and Reinforcement Learning (including Bandits), Optimal Transport, Hawkes processes, Auction Theory, and more! My research includes a significant interdisciplinary component in Computer Science and Economics. I’m always happy to discuss cool problems, drop me an email.

Welcome to my Home page! You can find an organised overview of my work in projects, or directly visit the list of publications. Events collects things I organise, and on blog I may post small musings. My CV is available as a page or as a direct download.

news

Jun 30, 2025 Travelling to COLT and ICML this month! At COLT I will be helping Clair Vernade with the WiML event, while at ICML, I will be presenting my work on algorithms with predictions as a poster. :airplane:
May 3, 2025 My first work in algorithms with predictions (a.k.a. learning-augmented algorithms) has been accepted at ICML 2025! :tada:
Mar 1, 2025 The second part of my work in the diffusion limit project is published in SPA. :tada:

selected publications

  1. Diffusive limit approximation of pure jump optimal ergodic control problems
    Marc AbeilleBruno Bouchard, and Lorenzo Croissant
    Stochastic Processes and their Applications Mar 2025
  2. Pareto-Optimality, Smoothness, and Stochasticity in Learning-Augmented One-Max-Search
    Ziyad BenomarLorenzo CroissantVianney Perchet, and 1 more author
    Feb 2025
  3. Bandit Optimal Transport
    Lorenzo Croissant
    Feb 2025