About Me

I recently defended my PhD which I did under the supervision of Aurelien Garivier and Claire Vernade at ENS de Lyon, in France.

My most recent works focus on understanding the link between the Distributional Perspective 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.

I am currently looking for opportunities in the industry, 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]

PhD Thesis :

  • Risk-Sensitive Planning in Markov Decision Processes: Distributional Perspective and Entropic Front Defended before a thesis committee composed by Aurélien Garivier (supervisor), Claire Vernade (co-supervisor), Vianney Perchet (reviewer), Marc G. Bellemare (reviewer) and Rémi Munos (examiner) [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 and we recently qualified for the European Championship of this year. See here our latest performance.

I am also into games, mainly card games. I was 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 was even 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