Training your lungs to exhale fully. Is this possible if you have asthma? I can't seem to expel air all the way out of my lungs. What is the cause?

Treat the asthma. Your symptoms will improve once you control your asthma with proper medications. Inflammation in your airways from asthma cause them to narrow and prevent you from breathing properly. You will be able to exhale better once you are controlled. Consult with an allergist or pulmonologist.
Asthma control. Unlike people with COPD asthmatics when not having an attack their lungs are fully or almost fully functiinal. Are you taking controller medicatiosn (inhaled steiods). What was your last spirometry reading?Get checkedto make sure your lung function is where it should be.