Locks and keys: How fast can you open several locks with too many keys?

This short note is the result of a French "Hippocampe internship" that aims at introducing the world of research to young undergraduate French students. The problem studied is the following: imagine yourself locked in a cage barred with $n$ different locks. You are given a keyring with $N \geq n$ keys containing the $n$ keys that open the locks. In average, how many trials are required to open all locks and get out? The article studies $3$ different strategies and compare them. Implementation of the strategies are also proposed as illustrations of the theoretical results.