نبذة مختصرة : In this paper, we investigate a general maximum principle for discrete fractional stochastic difference system of mean-field type. The admissible control domain is nonconvex. We give Malliavin calculus for discrete-time case to deal with the fractional terms. The maximum principle of general type is derived by classical variation and linear operator methods. In addition, a linear-quadratic problem is solved to illustrate the main result and we also figure out a numerical result in this case.
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