2 papers
math.OC2026
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…
math.OC2024
Explicit solution to an optimal two-player switching game in infinite horizon
Brahim El Asri, Magnoudéwa Paka
In this paper we use viscosity approach to provide an explicit solution to the problem of a two - player switching game. We characterize the switching regions which reduce the swit…