Dianetti, Jodi; Ferrari, Giorgio; Tzouanas, Ioannis - 2023 - Extended version
This paper studies a class of stationary mean-field games of singular stochastic control with regime-switching. The … representative agent adjusts the dynamics of a Markov-modulated Itô-diffusion via a two-sided singular stochastic control and faces a …'s ergodic singular stochastic control problem with regime switching, which is of independent interest and appears here for the …