He moved from theoretical to experimental plasma physics, more especially to ICF, being in charge of the 4 implosion campaigns conducted on the 6 beams laser facility at LULI until 1992. He then created and led the High Energy Density research group until 2013. Since then, his research activity did present a large spectrum of topics among HEDP: Atomic physics in dense plasmas, Warm Dense Matter, ICF, Fast Ignitor physics, Shock ignition physics, Laser driven shocks & EOS measurements, Highly correlated plasma physics, Planetary physics, Laboratory Astrophysics.

Among this large spectrum in HEDP, M. Koenig has been recognized as a pioneer in EOS measurement on using laser driven shock wave (PRL95). It was followed by several EOS dedicated work and applications to planetary physics. In particular, he looked after materials of terrestrial planets either Earth or super-Earth type paying a dedicated attention to iron, iron alloys melting line up to 1 Tpa.