BA
Brahim El Asri
math.OCmath.PRcs.NAcs.SYeess.SYmath.NA
On Valency
published · living versionsW_fkcwh976·v1 · currentpublished
W_p5h4q4cp·v1published
Preprints & journals
22 papers in the corpus · 2008–2026Zero sum two-player differential game under three regimes2609.04100v1 · Brahim El Asri, Magnoud'ewa Paka2026 · 0 citationsarXivon Valency
Numerical approximations of the value of zero-sum stochastic differential impulse controls game in finite horizon2410.08354v1 · Antoine Zolome, Brahim El Asri2024 · 0 citationsarXiv
Explicit solution to an optimal two-player switching game in infinite horizon2407.20913v3 · Brahim El Asri, Magnoud'ewa Paka2024 · 0 citationsarXiv
Continuous and Impulse Controls Differential Game in Finite Horizon with Nash-Equilibrium and Application2208.01423v2 · Brahim El Asri, Hafid Lalioui2022 · 6 citationsJournal of Computational and Applied Mathematics 2022
One dimensional reflected BSDEs with two barriers under logarithmic growth and applications2202.04940v1 · Brahim El Asri, Khalid Oufdil, Nacer Ourkiya2022 · 1 citationarXiv
Reflected BSDEs with Logarithmic Growth and Applications in Mixed Stochastic Control Problems2201.03343v1 · Brahim El Asri, Khalid Oufdil2022 · 2 citationsStochastics An International Journal of Probability and Stochastic Processes 2022
Stochastic optimal switching and systems of variational inequalities with interconnected obstacles2112.10881v2 · Brahim El Asri, Imade Fakhouri, Nacer Ourkiya2021 · 0 citationsarXiv
Deterministic Differential Games in Infinite Horizon Involving Continuous and Impulse Controls2107.03524v2 · Brahim El Asri, Hafid Lalioui2021 · 5 citationsarXiv
Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator2103.03134v1 · Brahim El Asri, Nacer Ourkiya2021 · 1 citationarXiv
Infinite Horizon Multi-Dimensional BSDE with Oblique Reflection and Switching Problem2102.04948v2 · Brahim El Asri, Nacer Ourkiya2021 · 2 citationsarXiv
A Zero-Sum Deterministic Impulse Controls Game in Infinite Horizon with a New HJBI QVI2101.11669v1 · Brahim El Asri, Hafid Lalioui, Sehail Mazid2021 · 6 citationsarXiv
On the Stochastic Control-Stopping Problem2005.06789v1 · Brahim Asri (ENSA), Said Hamadene (LMM), Khalid Oufdil (ENSA)2020 · 8 citationsarXiv
The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach1901.05037v1 · Brahim El Asri, Sehail Mazid2019 · 0 citationsarXiv
Stochastic differential switching game in infinite horizon1805.01223v1 · Brahim El Asri, Sehail Mazid2018 · 11 citationsarXiv
Minimax Impulse Control Problems in Finite Horizon1305.0914v1 · Brahim El Asri2013 · 2 citationsarXiv
Viscosity Solutions for a System of PDEs and Optimal Switching1204.1683v2 · Brahim El Asri, Imade Fakhouri2012 · 16 citationsarXivon Valency
Uniqueness of Viscosity Solutions for Optimal Multi-Modes Switching Problem with Risk of default1202.1108v1 · Brahim El Asri2012 · 0 citationsarXiv
Stochastic Optimal Control and BSDEs with Logarithmic Growth1111.1298v2 · Khaled Bahlali, Brahim El Asri2011 · 12 citationsarXiv
Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach1102.1256v1 · Brahim El Asri2011 · 10 citationsarXiv
Deterministic Minimax Impulse Control in Finite Horizon: the Viscosity Solution Approach1003.3409v1 · Brahim El Asri2010 · 14 citationsESAIM: Control, Optimisation and Calculus of Variations Volume 19 / Issue 01 / January 2013, pp 63-77
Optimal Multi-Modes Switching Problem in Infinite Horizon0904.0707v1 · Brahim El Asri2009 · 16 citationsStoch. Dyn. Volume 10, Issue 02, June 2010
The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach0805.1306v1 · Brahim El Asri, Said Hamadene2008 · 61 citationsarXiv
Career total: 31 works. 22 are in this corpus.
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