  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.
