Optimal control problems of mean-field forward-backward stochastic differential equations with partial information

This paper mainly works on an optimal control problem of mean-field forward-backward stochastic differential equations (MFFBSDEs) with partial information. But different from the general optimal control problems, this paper is concerned with the case of partial information and state equations are coupled at initial time. Meanwhile, we introduce the mean-field theory. By virtue of the classical convex variational technique, we establish a necessary maximum principle for the optimization problems.