  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.
