17 citations · 18 across the 4 of their papers we have counts for
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A Zero-Sum Deterministic Impulse Controls Game in Infinite Horizon with a New HJBI QVI
Brahim El Asri, Hafid Lalioui, Sehail Mazid
In the present paper, we study a two-player zero-sum deterministic differential game with both players adopting impulse controls, in infinite time horizon, under rather weak assump…
The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach
Brahim El Asri, Sehail Mazid
We consider stochastic impulse control problems when the impulses cost functions are arbitrary. We use the dynamic programming principle and viscosity solutions approach to show th…
Stochastic differential switching game in infinite horizon
Brahim El Asri, Sehail Mazid
We study a zero-sum stochastic differential switching game in infinite horizon. We prove the existence of the value of the game and characterize it as the unique viscosity solution…
Zero-sum stochastic differential game in finite horizon involving impulse controls
Brahim El Asri, Sehail Mazid
This paper considers the problem of two-player zero-sum stochastic differential game with both players adopting impulse controls in finite horizon under rather weak assumptions on…