McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control

AbdulRahman Al-Hussein, Abdelhakim Ninouh, Boulakhras Gherbal

This paper investigates first the existence and uniqueness of solutions for McKean-Vlasov forward-backward doubly stochastic differential equations (MV-FBDSDEs) in infinite-dimensi…