6 citations · 7 across the 4 of their papers we have counts for
5 papers
Zero sum two-player differential game under three regimes
Brahim El Asri, Magnoudéwa Paka
This paper investigates a two player zero-sum stochastic differential game characterized by three distinct regimes, reflecting the regime switching dynamics within the system. We a…
Continuous and Impulse Controls Differential Game in Finite Horizon with Nash-Equilibrium and Application
Brahim El Asri, Hafid Lalioui
This paper considers a new class of deterministic finite-time horizon, two-player, zero-sum differential games (DGs) in which the maximizing player is allowed to take continuous an…
Deterministic Differential Games in Infinite Horizon Involving Continuous and Impulse Controls
Brahim El Asri, Hafid Lalioui
We consider a two-player zero-sum deterministic differential game where each player uses both continuous and impulse controls in infinite-time horizon. We assume that the impulses…
Infinite Horizon Multi-Dimensional BSDE with Oblique Reflection and Switching Problem
Brahim El Asri, Nacer Ourkiya
This paper studies a system of multi-dimensional reflected backward stochastic differential equations with oblique reflections (RBSDEs for short) in infinite horizon associated to…
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…