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Brahim El Asri

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2020 – today

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2024
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Brahim El Asri, Nacer Ourkiya:
Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator. Dyn. Games Appl. 14(3): 549-577 (2024)
2023
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Brahim El Asri, Hafid Lalioui:
Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application. J. Comput. Appl. Math. 424: 115009 (2023)
2022
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Brahim El Asri, Hafid Lalioui:
A Differential Game Control Problem in Finite Horizon with an Application to Portfolio Optimization. CoRR abs/2208.01423 (2022)

2010 – 2019

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2017
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Brahim El Asri, Imade Fakhouri:
Viscosity solutions for a system of PDEs and optimal switching. IMA J. Math. Control. Inf. 34(3): 937-960 (2017)
2011
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Brahim El Asri:
Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach. CoRR abs/1102.1256 (2011)

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