Mathieu Laurière

I am currently an assistant professor of Mathematics and Data Science at NYU Shanghai. I obtained my MS from University Paris 6 and ENS Cachan, and my PhD from University Paris 7. I was a Postdoctoral Fellow at the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai and a Postdoctoral Research Associate at Princeton University, in the Operations Research and Financial Engineering (ORFE) department. Prior to my current position NYU Shanghai, I was a Visiting Faculty Researcher at Google Research, in the Brain Team (Paris).

Select Publications

• Carmona, R., & Laurière, M. (2022). Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case. The Annals of Applied Probability, 32(6), 4065-4105.
• Achdou, Y., & Laurière, M. (2020). Mean field games and applications: Numerical aspects. Mean Field Games: Cetraro, Italy 2019, 249-307.
• Aurell, A., Carmona, R., Dayanikli, G., & Lauriere, M. (2022). Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach. SIAM Journal on Control and Optimization, 60(2), S294-S322.
• Achdou, Y., Lauriere, M., & Lions, P. L. (2021). Optimal control of conditioned processes with feedback controls. Journal de Mathématiques Pures et Appliquées, 148, 308-341.
• Lauriere, M., Perrin, S., Girgin, S., Muller, P., Jain, A., Cabannes, T., Piliouras, G., Perolat, J., Elie, R., Pietquin, O., Geist, M. Proceedings of the 39th International Conference on Machine Learning, PMLR 162:12078-12095, 2022.

Education

• PhD, Mathematics and Computer Science
  University of Paris
• MS, Mathematics
  Sorbonne University
• MS, Computer Science
  Ecole Normale Supérieure Paris-Saclay