## Journals

- Advances in Mathematics of Communications
- Big Data & Information Analytics
- Communications on Pure & Applied Analysis
- Discrete & Continuous Dynamical Systems - A
- Discrete & Continuous Dynamical Systems - B
- Discrete & Continuous Dynamical Systems - S
- Evolution Equations & Control Theory
- Inverse Problems & Imaging
- Journal of Computational Dynamics
- Journal of Dynamics & Games
- Journal of Geometric Mechanics
- Journal of Industrial & Management Optimization
- Journal of Modern Dynamics
- Kinetic & Related Models
- Mathematical Biosciences & Engineering
- Mathematical Control & Related Fields
- Mathematical Foundations of Computing
- Networks & Heterogeneous Media
- Numerical Algebra, Control & Optimization
- AIMS Mathematics
- Conference Publications
- Electronic Research Announcements
- Mathematics in Engineering

### Open Access Journals

MCRF

In this paper, we consider a new type of reflected mean-field backward stochastic differential equations (reflected MFBSDEs, for short),
namely, controlled reflected MFBSDEs involving their value function. The existence and the uniqueness of the solution of such equation are proved by using an approximation method. We also adapt this method to give a comparison theorem for our reflected MFBSDEs. The related dynamic programming principle is obtained by extending the approach of stochastic backward semigroups introduced by Peng [11] in 1997. Finally, we show that the value function which our reflected MFBSDE is coupled with is the unique viscosity solution of the related nonlocal parabolic partial differential equation with obstacle.

## Year of publication

## Related Authors

## Related Keywords

[Back to Top]