4 papers
Mean Field Games with Reflected Dynamics: Penalization and Relaxed Control Approach
Ayoub Laayoun, Badr Missaoui
In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We…
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…
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 cà dlà g processes, where the reflection is subject to a minimality condition depending on the law of the so…
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…