Existence of mean-field game equilibria for two-sided singular control of Lévy processes is established via a Brouwer fixed point, with an ergodic limit and finite-player approximation.
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Mean-Field Games with two-sided singular controls for L\'evy processes
Existence of mean-field game equilibria for two-sided singular control of Lévy processes is established via a Brouwer fixed point, with an ergodic limit and finite-player approximation.