1 citations · 1 across the 3 of their papers we have counts for
4 papers
Reflected BSDEs with Logarithmic Growth and Applications in Mixed Stochastic Control Problems
Brahim El Asri, Khalid Oufdil
In this article we study the existence and the uniqueness of a solution for reflected backward stochastic differential equations in the case when the generator is logarithmic growt…
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…
On the Stochastic Control-Stopping Problem
Brahim Asri, Said Hamadène, Khalid Oufdil
We study the stochastic control-stopping problem when the data are of polynomial growth. The approach is based on backward stochastic dierential equations (BSDEs for short). The pr…
The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach
Brahim El Asri, Said Hamadene
In this paper we show existence and uniqueness of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. This system is the dete…