  Mathematical mean-field approaches have been used in many fields, not only in
Physics and Chemistry, but also recently in Finance, Economics, and Game
Theory. In this paper we will study a new special mean-field problem in a
purely probabilistic method, to characterize its limit which is the solution of
mean-field backward stochastic differential equations (BSDEs) with reflections.
On the other hand, we will prove that this type of reflected mean-field BSDEs
can also be obtained as the limit equation of the mean-field BSDEs by
penalization method. Finally, we give the probabilistic interpretation of the
nonlinear and nonlocal partial differential equations with the obstacles by the
solutions of reflected mean-field BSDEs.
