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Brahim El Asri

Identifiers

  • name variant Brahim El Asri 0.60 · backfill

Papers (11)

  1. The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach math.OC · 2019 · author #1
  2. Stochastic differential switching game in infinite horizon math.OC · 2018 · author #1
  3. Zero-sum stochastic differential game in finite horizon involving impulse controls math.OC · 2017 · author #1
  4. Minimax Impulse Control Problems in Finite Horizon math.OC · 2013 · author #1
  5. Viscosity Solutions for a System of PDEs and Optimal Switching math.OC · 2012 · author #1
  6. Uniqueness of Viscosity Solutions for Optimal Multi-Modes Switching Problem with Risk of default math.OC · 2012 · author #1
  7. Stochastic Optimal Control and BSDEs with Logarithmic Growth math.PR · 2011 · author #2
  8. Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach math.OC · 2011 · author #1
  9. Deterministic Minimax Impulse Control in Finite Horizon: the Viscosity Solution Approach math.OC · 2010 · author #1
  10. Optimal Multi-Modes Switching Problem in Infinite Horizon math.PR · 2009 · author #1
  11. The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach math.PR · 2008 · author #1

Mentions

  • 1102.1256 #1 · arxiv_oai · confidence 0.70 Brahim El Asri
  • 1305.0914 #1 · backfill · confidence 0.70 Brahim El Asri
  • 1204.1683 #1 · backfill · confidence 0.70 Brahim El Asri
  • 1202.1108 #1 · backfill · confidence 0.70 Brahim El Asri
  • 1111.1298 #2 · backfill · confidence 0.70 Brahim El Asri
  • 1102.1256 #1 · backfill · confidence 0.70 Brahim El Asri
  • 1003.3409 #1 · backfill · confidence 0.70 Brahim El Asri
  • 0904.0707 #1 · backfill · confidence 0.70 Brahim El Asri
  • 0805.1306 #1 · backfill · confidence 0.70 Brahim El Asri

Frequent Coauthors