International Journal of Nonlinear Analysis and Applications

Mean-field Reflected BSDEs with Infinite Horizon and Applications

Document Type : Research Paper

Author

Ecole Nationale Sup´erieure d’Informatique (ESI), Oued Smar, 16309 El Harrach, Algiers, Algeria

Abstract

We establish the existence and uniqueness of solutions to a mean-field reflected backward stochastic differential equation with an infinite horizon under a Lipschitz condition on the coefficient. As an application, we prove the existence of an optimal strategy for the mean-field mixed stochastic control problem.

Keywords

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International Journal of Nonlinear Analysis and Applications
Volume 16, Issue 7
July 2025
Pages 61-69
  • Receive Date: 04 December 2023
  • Revise Date: 27 January 2024
  • Accept Date: 02 February 2024