Abstract:   In this talk I will present recent and ongoing results on existence, uniqueness, and characterization of equilibria for mean-field games with singular controls. This class of problems finds natural applications in Economics and Finance, such as in investment problems in oligopolies. In those games, the representative agent employs a bounded-variation control in order to maximize an ergodic profit functional depending on a long-time average of the controlled state-process. Several variants of the considered games will be presented, ranging from one-dimensional settings to multi-dimensional ones.