Singular control and optimal stopping of memory mean-field processes

The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory, (ii) reflected advanced mean-field backward stochastic differential equations, and (iii) optimal stopping of mean-field stochastic differential equations. More specifically, we do the following:

• We prove the existence and uniqueness of the solutions of some reflected advanced memory backward stochastic differential equations (AMBSDEs),
• we give sufficient and necessary conditions for an optimal singular control of a memory mean-field stochastic differential equation (MMSDE) with partial information, and
• we deduce a relation between the optimal singular control of a MMSDE, and the optimal stopping of such processes.