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In this paper, we consider a partial observed two-person zero-sum stochasticdifferential game problem where the system is governed by a stochasticdifferential equation of mean-field type. Under standard assumptions on thecoefficients, the maximum principles for optimal open-loop control in a strongsense as well as a weak one are established by the associated optimal controltheory in Tang and Meng (2016). To illustrate the general results, a class oflinear quadratic stochastic differential game problem is discussed and theexistence and dual characterization for the partially observed open-loop saddleare obtained.

Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs