Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 370
Mean-field Reflected BSDEs with Infinite Horizon and Applications
Abdallah Roubi
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 31, 2022
March 03, 2315
April 15, 2315

Abstract: We prove existence and uniqueness results of the solution for mean-field reflected backward stochastic differential equations (MF-RBSDE) with infinite horizon under a Lipschitz condition on the coefficient. Using the Snell envelope theory connected with the contraction method. We also apply these results to get the existence of optimal control strategy for the mean-field mixed stochastic control problem in infinite horizon. Moreover, Suppose that we have a system, whose evolution is described by the process X, which has an effect on the wealth of a controller. On the other hand the ...