  We study a class of mean-field stochastic differential equations driven by a
fractional Brownian motion with Hurst parameter $H\in(1/2,1)$ and a related
stochastic control problem. We derive a Pontryagin type maximum principle and
the associated adjoint mean-field backward stochastic differential equation
driven by a classical Brownian motion, and we prove that under certain
assumptions, which generalise the classical ones, the necessary condition for
the optimality of an admissible control is also sufficient.
