  In this paper, we consider a partial observed two-person zero-sum stochastic
differential game problem where the system is governed by a stochastic
differential equation of mean-field type. Under standard assumptions on the
coefficients, the maximum principles for optimal open-loop control in a strong
sense as well as a weak one are established by the associated optimal control
theory in Tang and Meng (2016). To illustrate the general results, a class of
linear quadratic stochastic differential game problem is discussed and the
existence and dual characterization for the partially observed open-loop saddle
are obtained.
