About Me

I am a PhD student at UMPA, ENS de Lyon, in France, under the supervision of Aurelien Garivier and Claire Vernade. I work on Risk-Sensitive Planning and Reinforcement Learning.

My most recent works focus on understanding the link between the Distributional Framework in MDPs (see Distributional Reinforcement Learning, Bellemare et al. 2023), and Dynamic Programming with Risk Measures. Here is a wonderful talk from Claire Vernade presenting ideas from our latest paper.

You can currently find me sampling bandit rewards and MDP trajectories by hand trying to understand how to learn risk measures.

I am also in the process of writing my PhD thesis, planning to defend it around the end of 2025. I am still looking for job opportunities after my PhD, so feel free to contact me if you have offers.

Selected Publications :

• Beyond Average Return in Markov Decision Processes
  Alexandre Marthe, Aurélien Garivier, Claire Vernade. NeurIPS 2023 [Link]

• Efficient Risk-Sensitive Planning via Entropic Risk Measures
  Alexandre Marthe, Samuel Bounan, Aurélien Garivier, Claire Vernade. EWRL 2025, (under review for publication) [Link]

Extracurricular

In my spare time, I like sports. I am involved in a competitive Cheerleading club (Reign, from Villeurbanne). With my team, I won the bronze medal at the 2025 French National Cheerleading Championship (see here a video of our performance), along with several other medals in regional to international competitions.

I am also into games, mainly card games. I am deeply involved in the Competitive scene of the Trading Card Game Yu-Gi-Oh!. As part of the Judge Program, I supervised a dozen of competition at the highest level of international competitive play, with several thousand players from all around the world. I even recently was selected to Judge at the very selective 2025 World Championship in Paris.

Wanna talk about any of the subjects mentioned above? I’ll be more than pleased to discuss it with you.

Contact

Email : firstname.lastname@ens-lyon.fr