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Mean-field Reflected BSDEs with Infinite Horizon and Applications | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 6، دوره 16، شماره 7، مهر 2025، صفحه 61-69 اصل مقاله (380.76 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2024.32560.4844 | ||
| نویسنده | ||
| Roubi Abdallah* | ||
| Ecole Nationale Sup´erieure d’Informatique (ESI), Oued Smar, 16309 El Harrach, Algiers, Algeria | ||
| تاریخ دریافت: 13 آذر 1402، تاریخ بازنگری: 07 بهمن 1402، تاریخ پذیرش: 13 بهمن 1402 | ||
| چکیده | ||
| 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. | ||
| کلیدواژه‌ها | ||
| Reflected BSDEs؛ Mean-field؛ Infinite horizon؛ mixed stochastic control problem؛ Hamiltonian | ||
| مراجع | ||
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