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math.PR2025
Multidimensional McKean-Vlasov SDEs with mean reflection: well-posedness and existence of optimal control
Imane Jarni, Ayoub Laayoun, Badr Missaoui
In this work, we investigate the multidimensional Skorokhod problem for càdlàg processes, where the reflection is subject to a minimality condition depending on the law of the solu…
math.PR2025
Mean Field Games with Reflected Dynamics
Imane Jarni, Ayoub Laayoun, Badr Missaoui
This paper establishes an equilibrium existence result for a class of Mean Field Games involving Reflected Stochastic Differential Equations. The proof relies on the framework of r…