Mean Field Games with Reflected Dynamics
Probability
2026-03-09 v2 Optimization and Control
Abstract
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 relaxed controls and martingale problems.
Keywords
Cite
@article{arxiv.2503.11024,
title = {Mean Field Games with Reflected Dynamics},
author = {Imane Jarni and Ayoub Laayoun and Badr Missaoui},
journal= {arXiv preprint arXiv:2503.11024},
year = {2026}
}