Stability in determination of states for the mean field game equations

Abstract

We consider solutions satisfying the Neumann zero boundary condition and a linearized mean field game system in $\Omega \times (0,T)$, where $\Omega$ is a bounded domain in $\mathbb{R}^d$ and $(0,T)$ is the time interval. We prove two kinds of stability results in determining the solutions. The first is H\"older stability in time interval $(\epsilon, T)$ with arbitrarily fixed $\epsilon>0$ by data of solutions in $\Omega \times \{T\}$. The second is the Lipschitz stability in $\Omega \times (\epsilon, T-\epsilon)$ by data of solutions in arbitrarily given subdomain of $\Omega$ over $(0,T)$.