My research interests focus on mathematical programming, namely the optimization of functions with or without constraint, particularly in a continuous nonlinear framework. In view of the uncertainty prevalent in the real world, I am particularly interested in the field of stochastic programming, combining probability theory and optimization. This field of mathematical optimization can provide solutions that apprehend the unknown factors, present or future, more adequately. This research encounters many applications, and I work in particular on model estimation issues, including discrete choice theory. Discrete choice models attempt to explain the decision factors leading individuals to make particular choices among finite sets of alternatives (purchase decisions, route choice, transportation mode, etc.). Finally, I am also interested in general issues of computer simulation, and transportation problems.