Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach - Brahim El Asri (CoRR, 2011)

Viscosity solutions for a system of PDEs and optimal switching. - Brahim El Asri; Imade Fakhouri (IMA J. Math. Control. Inf., 2017)

A Differential Game Control Problem in Finite Horizon with an Application to Portfolio Optimization. - Brahim El Asri; Hafid Lalioui (CoRR, 2022)

Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application. - Brahim El Asri; Hafid Lalioui (J. Comput. Appl. Math., 2023)

Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator. - Brahim El Asri; Nacer Ourkiya (Dyn. Games Appl., 2024)