Robust McKean--Vlasov Variational Systems with Asymmetric Loss Aversion: Well-Posedness, Stability, and Propagation of Chaos for the Forward and Regularized Backward Systems

Tcheick Kayembe, Rostin Mabela, Jean-Pierre Bosonga +1

We study a class of robust forward--backward McKean--Vlasov variational systems under model uncertainty represented by a non-dominated family of probability measures. Mean-field in…