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Nicolas Gast

23
Documents
Identifiants chercheurs

Présentation

Since 2014, I am a research associate in Inria, Grenoble. My research focuses on the development and the use of stochastic models and optimization methods for the design of control algorithms in large-scale systems. I work on the control of energy networks.

Publications

bruno-gaujal
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LP-based policies for restless bandits: necessary and sufficient conditions for (exponentially fast) asymptotic optimality

Nicolas Gast , Bruno Gaujal , Chen Yan
Mathematics of Operations Research, 2023, pp.1-29. ⟨10.1287/moor.2022.0101⟩
Article dans une revue hal-03262307v4
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Testing Indexability and Computing Whittle and Gittins Index in Subcubic Time

Nicolas Gast , Bruno Gaujal , Kimang Khun
Mathematical Methods of Operations Research, 2023, ⟨10.1007/s00186-023-00821-4⟩
Article dans une revue hal-03602458v5
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Exponential Asymptotic Optimality of Whittle Index Policy.

Nicolas Gast , Bruno Gaujal , Chen Yan
Queueing Systems, 2023, 104, pp.1-44. ⟨10.1007/s11134-023-09875-x⟩
Article dans une revue hal-03041176v2
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Learning algorithms for Markovian Bandits: Is Posterior Sampling more Scalable than Optimism?

Nicolas Gast , Bruno Gaujal , Kimang Khun
Transactions on Machine Learning Research Journal, 2022
Article dans une revue hal-03262006v3
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A Mean Field Game Analysis of SIR Dynamics with Vaccination

Josu Doncel , Nicolas Gast , Bruno Gaujal
Probability in the Engineering and Informational Sciences, 2020, pp.1-18. ⟨10.1017/S0269964820000522⟩
Article dans une revue hal-01496885v2
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Discrete Mean Field Games: Existence of Equilibria and Convergence

Josu Doncel , Nicolas Gast , Bruno Gaujal
Journal of Dynamics and Games, 2019, 6 (3), pp.1-19. ⟨10.3934/jdg.2019016⟩
Article dans une revue hal-01277098v2
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Computing Absorbing Times via Fluid Approximations

Nicolas Gast , Bruno Gaujal
Advances in Applied Probability, 2017
Article dans une revue hal-01553138v1

Markov chains with discontinuous drifts have differential inclusion limits

Nicolas Gast , Bruno Gaujal
Performance Evaluation, 2012, 69 (12), pp.623-642. ⟨10.1016/j.peva.2012.07.003⟩
Article dans une revue hal-00787999v1

Mean field for Markov Decision Processes: from Discrete to Continuous Optimization

Nicolas Gast , Bruno Gaujal , Jean-Yves Le Boudec
IEEE Transactions on Automatic Control, 2012, 57 (9), pp.2266 - 2280. ⟨10.1109/TAC.2012.2186176⟩
Article dans une revue hal-00787996v1

A Mean Field Approach for Optimization in Discrete Time

Nicolas Gast , Bruno Gaujal
Discrete Event Dynamic Systems, 2011, 21, pp.63-101. ⟨10.1007/s10626-010-0094-3⟩
Article dans une revue hal-00788770v1
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Infinite labeled trees: From rational to Sturmian trees

Nicolas Gast , Bruno Gaujal
Theoretical Computer Science, 2010, 411, pp.1146 - 1166. ⟨10.1016/j.tcs.2009.12.009⟩
Article dans une revue hal-01086034v1
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Decentralized model-free reinforcement learning in stochastic games with average-reward objective

Romain Cravic , Nicolas Gast , Bruno Gaujal
AAMAS 2023 - International Conference on Autonomous Agents and Multiagent Systems, May 2023, London (U.K.), United Kingdom. pp.1-13
Communication dans un congrès hal-04161628v1
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Vaccination in a Large Population: Mean Field Equilibrium versus Social Optimum

Bruno Gaujal , Josu Doncel , Nicolas Gast
NETGCOOP 2020 - 10th International Conference on NETwork Games, COntrol and OPtimization, Sep 2021, Cargèse, France. pp.1-9
Communication dans un congrès hal-02938850v1
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Are mean-field games the limits of finite stochastic games?

Josu Doncel , Nicolas Gast , Bruno Gaujal
The 18th Workshop on MAthematical performance Modeling and Analysis, Jun 2016, Nice, France
Communication dans un congrès hal-01321020v1

Mean field limit of non-smooth systems and differential inclusions

Nicolas Gast , Bruno Gaujal
MAthematical performance Modeling and Analysis (MAMA), 2010, New-York, United States. pp.30-32, ⟨10.1145/1870178.1870189⟩
Communication dans un congrès hal-00788863v1

A Mean Field Model of Work Stealing in Large-Scale Systems

Nicolas Gast , Bruno Gaujal
ACM sigmetrics, 2010, New-York, United States. pp.13-24, ⟨10.1145/1811039.1811042⟩
Communication dans un congrès hal-00788862v1

A Mean Field Approach for Optimization in Particle Systems and Applications

Nicolas Gast , Bruno Gaujal
Fourth International Conference on Performance Evaluation Methodologies and Tools, Valuetools, 2009, Pisa, Italy. pp.10, ⟨10.4108/ICST.VALUETOOLS2009.7477⟩
Communication dans un congrès hal-00788908v1