Mokhtar HafayedShahlar MeherremDeniz H. GucogluSaban ErenHafayed, MokhtarMeherrem, ShahlarGucoglu, Deniz H.Eren, Saban2025-10-0620171746-61721746-618010.1504/IJMIC.2017.0859442-s2.0-85048706425http://dx.doi.org/10.1504/IJMIC.2017.085944https://gcris.yasar.edu.tr/handle/123456789/6758https://doi.org/10.1504/IJMIC.2017.085944We consider stochastic singular control for mean-field forward-backward stochastic differential equations driven by orthogonal Teugels martingales associated with some Levy processes having moments of all orders and an independent Brownian motion. Under partial information necessary and sufficient conditions for optimality in the form of maximum principle for this mean-field system are established by means of convex variation methods and duality techniques. As an illustration this paper studies a partial information mean-variance portfolio selection problem driven by orthogonal Teugels martingales associated with gamma process as Levy process of bounded variation.Englishinfo:eu-repo/semantics/closedAccesscontrolled forward-backward system, maximum principle, orthogonal Teugels martingales, Levy processes, singular control, mean-field stochastic system, partial information, gamma processMAXIMUM PRINCIPLE, DIFFERENTIAL-EQUATIONS, SUFFICIENT CONDITIONS, DIFFUSION, STATE, DELAY, JUMPSOrthogonal Teugels MartingalesMean-Field Stochastic SystemLevy ProcessesControlled Forward-Backward SystemPartial InformationSingular ControlGamma ProcessMaximum PrincipleArticle