Samy Mekkaoui

Samy Mekkaoui

PhD student in stochastic control with application to mean field games and mean field control problems

Stochastic Control and Machine Learning M2

Undergraduate course, Master El Karoui, 2026

A course about numerical algorithms to solve stochastic control problems.

Global organisation

I teach the lab sessions of the course Stochastic Control and Machine Learning taught at M2PF (Master El Karoui). The course is structured around 3 parts :

  • Deep Learning for PDE solvers.
  • Reinforcement learning for stochastic control problems.
  • Generative AI for data generation.

The content of the course is presented in the following page where the lab sessions and some course reminders are presented.