mean-field reflected bsdes with infinite horizon and applications
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نویسنده
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roubi abdallah
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منبع
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international journal of nonlinear analysis and applications - 2025 - دوره : 16 - شماره : 7 - صفحه:61 -69
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چکیده
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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.
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کلیدواژه
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reflected bsdes ,mean-field ,infinite horizon ,mixed stochastic control problem ,hamiltonian
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آدرس
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ecole nationale supérieure d’informatique (esi), algeria
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پست الکترونیکی
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abdallah.roubi@univ-biskra.dz; a_roubi@esi.dz
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