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In this paper, we focus on mean-field anticipated backward stochasticdifferential equations (MF-BSDEs, for short) driven by fractional Brownianmotion with Hurst parameter H>1/2. First, the existence and uniqueness of thisnew type of BSDEs are established using two different approaches. Then, acomparison theorem for such BSDEs is obtained. Finally, as an application ofthis type of equations, a related stochastic optimal control problem is studiedand the related sufficient maximum principle is obtained.

Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem