In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an Itô-diffusion via onesided singular stochastic control, aiming to maximize a long-term average expected profit criterion. The...

In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an Itô-diffusion via onesided singular stochastic control, aiming to maximize a long-term average expected profit criterion. The...

We solve an infinite time-horizon bounded-variation stochastic control problem with regime switching between N states. This is motivated by the problem of a government that wants to control the country's debt-to-GDP (gross domestic product) ratio. In our formulation, the debt-to-GDP ratio...