Mean-field doubly reflected backward stochastic differential equations

DOI10.3934/NACO.2022012zbMath1519.49025arXiv2007.04598OpenAlexW3042028691WikidataQ115218768 ScholiaQ115218768MaRDI QIDQ6164087

Tingshu Mu, Said Hamadène, Yinggu Chen

Publication date: 26 July 2023

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04598

zbMATH Keywords

penalizationDynkin gamemean-fieldreflected backward SDEs

Mathematics Subject Classification ID

Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Related Items (2)

On Z-mean reflected BSDEs ⋮ General mean reflected backward stochastic differential equations

Cites Work

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