  This paper is devoted to the study of reflected Stochastic Differential
Equations when the constraint is not on the paths of the solution but acts on
the law of the solution. These reflected equations have been introduced
recently by Briand, Elie and Hu (arXiv:1605.06301) in the context of risk
measures. Our main objective is to provide an approximation of solutions to
these reflected SDEs with the help of interacting particles systems. This
approximation allows to design a numerical scheme for this kind of equations.
