In this paper, we prove the existence and uniqueness of the solution of a coupled Mean-Field Forward-Backward SDE system with Jumps. Then, we give an application in the field of storage problem in smart grids, studied in [4] in the case where the production of electricity is not predictable due, for example, to the changes in meteorological forecasts.
@article{arxiv.1906.08525,
title = {Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids},
author = {Anis Matoussi and Arij Manai and Rym Salhi},
journal= {arXiv preprint arXiv:1906.08525},
year = {2019}
}