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