Is it permissible for a Muslim to say in his supplication: "O Allah, I donate the reward of my good deeds to my Muslim brothers or to the martyrs"?

There is no objection to a Muslim dedicating the reward of his righteous deeds to all Muslims or only to the martyrs, and he will be rewarded for that. It is better for one who gives voluntary charity to intend it for all believing men and women, because it reaches them, and nothing is diminished from his reward. Every act of worship performed by a Muslim, and its reward or part of it is dedicated to a Muslim, living or dead, is permissible, and it benefits him by the attainment of the reward.