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In this paper we study the stochastic control problem of partially observed(multi-dimensional) stochastic system driven by both Brownian motions andfractional Brownian motions. In the absence of the powerful tool of Girsanovtransformation, we introduce and study new stochastic processes which are usedto transform the original problem to a "classical one". The adjoint backwardstochastic differential equations and the necessary condition satisfied by theoptimal control (maximum principle) are obtained.

The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion