Optimization is a field at the crossroads of mathematics, computer science, and economics, whose importance is steadily growing both academically and in its applications to socio-economic problems. The M2 program “Optimization, Games, and Control” covers all components of optimization in a broad sense, with particular focus on those specific to the research context of the Saclay area.
The program is organized into three trimesters of coursework, followed by a long internship in an academic or industrial research laboratory. The topics covered are diverse: optimal control (discrete and continuous time, deterministic and stochastic), game theory (theory, modeling in economics and networks), calculus of variations (and more generally optimization in analysis and PDEs), stochastic optimization and stochastic methods for optimization, operations research. A significant portion of the courses is shared with other tracks and specializations in mathematics, computer science, and economics.
Information
Skills
Understand and mathematically model a problem in order to solve it
Objectives
The M2 program "Optimization, Games, Control" aims to provide students with a solid foundation in both the theoretical and numerical aspects of mathematical optimization, covering topics from fundamental principles to advanced research developments. The program trains students to understand, model, and solve complex problems at the interface of mathematics, computer science, and economics. By combining rigorous theory with practical applications in areas such as optimal control, game theory, calculus of variations, machine learning, and PDE methods, it prepares graduates for cutting-edge research and high-level careers in both academia and industry.
Calendar
Capacity
Available Places
Target Audience and Entry Requirements
M1-level in mathematics or applied mathematics.
Application Period(s)
From 01/03/2026 to 17/07/2026
Supporting documents
Compulsory supporting documents
Motivation letter.
All transcripts of the years / semesters validated since the high school diploma at the date of application.
Curriculum Vitae.
Additional supporting documents
Supporting documents (TOEFL, TOEIC, certificate of a teacher ...) of a level of a foreign language.
VAP file (obligatory for all persons requesting a valuation of the assets to enter the diploma).
Document indicating the list of local M2 choices available here : https://urlz.fr/i3Lo.
Supporting documents :
- Residence permit stating the country of residence of the first country
- Or receipt of request stating the country of first asylum
- Or document from the UNHCR granting refugee status
- Or receipt of refugee status request delivered in France
- Or residence permit stating the refugee status delivered in France
- Or document stating subsidiary protection in France or abroad
- Or document stating temporary protection in France or abroad.
| Subjects | ECTS | Semester | Lecture | directed study | practical class | Lecture/directed study | Lecture/practical class | directed study/practical class | distance-learning course | Project | Supervised studies |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Theoretical aspects of linear programming | 5 | Semestre 1 | 30 | ||||||||
| Théorie des jeux avancée et applications | 5 | Semestre 1 | 30 | ||||||||
| Théorie des Jeux | 5 | Semestre 1 | 30 | ||||||||
| Dynamic programming | 5 | Semester 1 | 30 | ||||||||
| Stochastic optimization | 5 | Semestre 1 | 30 | ||||||||
| Derivative-free optimization | 5 | Semestre 1 | 30 | ||||||||
| Tropical algebra, optimization and games | 5 | Semestre 1 | 30 | ||||||||
| Introduction à la recherche opérationnelle | 5 | Semestre 1 | 24 | ||||||||
| Optimal control of ODEs | 5 | Semester 1 | 30 | ||||||||
| Convex analysis and optimisation | 5 | Semester 1 | 30 | ||||||||
| Calculus of variations and geometric measure theory | 5 | Semestre 1 | 30 | ||||||||
| Subjects | ECTS | Semester | Lecture | directed study | practical class | Lecture/directed study | Lecture/practical class | directed study/practical class | distance-learning course | Project | Supervised studies |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Stage ou Mémoire | 21 | Semestre 2 | |||||||||
| Subjects | ECTS | Semester | Lecture | directed study | practical class | Lecture/directed study | Lecture/practical class | directed study/practical class | distance-learning course | Project | Supervised studies |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Apprentissage séquentiel, optimisation et jeux | 4 | Semestre 2 | 20 | ||||||||
| Mean-field games | 3 | Semestre 2 | 15 | ||||||||
| Transport optimal | 3 | Semestre 2 | 18 | ||||||||
| Geometric control | 3 | Semester 2 | 18 | ||||||||
| Cours invité PGMO | 2 | Semestre 2 | 10 | ||||||||
| Français Langue étrangère | 2 | Semestre 2 | 24 | ||||||||
| Coooperative optimization and learning | 3 | Semester 2 | |||||||||
| Algèbre et géométrie en optimisation | 3 | Semestre 2 | 18 | ||||||||
Teaching Location(s)
Academic Partner(s)
Training campus
Orsay Bures
