Brahim El Asri

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 4

Top Topics

Stochastic Games

Nash Equilibria

Portfolio Optimization

Top Venues

J. Comput. Appl. Math.

IMA J. Math. Control. Inf.

Dyn. Games Appl.

Publications

Brahim El Asri, Nacer Ourkiya
Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator. Dyn. Games Appl. 14 (3) (2024)
Brahim El Asri, Hafid Lalioui
Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application. J. Comput. Appl. Math. 424 (2023)
Brahim El Asri, Hafid Lalioui
A Differential Game Control Problem in Finite Horizon with an Application to Portfolio Optimization. CoRR (2022)
Brahim El Asri, Imade Fakhouri
Viscosity solutions for a system of PDEs and optimal switching. IMA J. Math. Control. Inf. 34 (3) (2017)
Brahim El Asri
Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach CoRR (2011)