1 citations · 1 across the 6 of their papers we have counts for
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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…
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…
Optimal control problem for reflected stochastic differential equation: existence
Ayoub Laayoun, Badr Missaoui
We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is bas…
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
Imane Jarni, Badr Missaoui, Youssef Ouknine
In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are càdlàg with respect…