Brahim El Asri

Available identifiers

zbMath Open el-asri.brahimMaRDI QIDQ452074

List of research outcomes

Publication	Date of Publication	Type
Stochastic optimal switching and systems of variational inequalities with interconnected obstacles	2025-01-07	Paper
Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator	2024-07-31	Paper
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem	2023-11-20	Paper
A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI	2023-09-18	Paper
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	2023-06-26	Paper
Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application	2023-06-19	Paper
One dimensional reflected BSDEs with two barriers under logarithmic growth and applications	2023-01-19	Paper
On the stochastic control-stopping problem	2022-08-31	Paper
Stochastic optimal switching and systems of variational inequalities with interconnected obstacles	2021-12-20	Paper
Deterministic Differential Games in Infinite Horizon Involving Continuous and Impulse Controls	2021-07-07	Paper
Stochastic impulse control problem with state and time dependent cost functions	2021-05-05	Paper
Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator	2021-03-04	Paper
Zero-sum stochastic differential game in finite horizon involving impulse controls	2020-06-02	Paper
The value of a minimax problem involving impulse control	2019-10-01	Paper
Viscosity solutions for a system of PDEs and optimal switching	2019-07-02	Paper
Stochastic differential switching game in infinite horizon	2019-05-10	Paper
The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach	2019-01-15	Paper
Minimax Impulse Control Problems in Finite Horizon	2013-05-04	Paper
Deterministic minimax impulse control in finite horizon: the viscosity solution approach	2013-03-13	Paper
Stochastic optimal multi-modes switching with a viscosity solution approach	2013-01-24	Paper
Stochastic optimal control and BSDEs with logarithmic growth	2012-09-19	Paper
Lp-Solutions for Doubly Reflected Backward Stochastic Differential Equations	2012-02-19	Paper
Uniqueness of Viscosity Solutions for Optimal Multi-Modes Switching Problem with Risk of default	2012-02-06	Paper
Optimal multi-modes switching problem in infinite horizon	2010-07-20	Paper
The finite horizon optimal multi-modes switching problem: the viscosity solution approach	2010-01-18	Paper

Research outcomes over time

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