Joint research project between Paris Dauphine University, École Polytechnique, the Center for Research in Economics and Statistics (CREST) and the R&D of the EDF group.

Created at the same time as the Dauphine Ecole Polytechnique EDF — CA CIB Chair “Finance and Sustainable Development — Quantitative Approaches”, it aims to welcome researchers from all academic institutions wishing to work with research engineers from EDF R&D on the issues of long-term mathematical economics and quantitative finance in the energy sector.

The research program focuses on two axes:

• The risk economy of energy markets
• Numerical methods for optimal stochastic control

The research program focuses on the contribution of quantitative methods to these themes (statistics, optimal control, bridge between mathematical economy and industrial economy).