Mean-field Reflected BSDEs with Infinite Horizon and Applications

نویسندگان

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

doi
10.22075/ijnaa.2024.32560.4844
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.