4. Mathematics
  5. Probability

Brahim El Asri

Mathematics – Probability

Scientist

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Deterministic Minimax Impulse Control in Finite Horizon: the Viscosity Solution Approach

Mathematics – Optimization and Control
Scientific paper

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Optimal Multi-Modes Switching Problem in Infinite Horizon

Mathematics – Probability
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Optimal Multi-Modes Switching with the Switching Cost not necessarily Positive

Mathematics – Optimization and Control
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Stochastic Optimal Control and BSDEs with Logarithmic Growth

Mathematics – Probability
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Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach

Mathematics – Optimization and Control
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