Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players SL Nguyen, M Huang SIAM Journal on Control and Optimization 50 (5), 2907-2937, 2012 | 133 | 2012 |
Mean field LQG games with mass behavior responsive to a major player SL Nguyen, M Huang 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 5792-5797, 2012 | 43 | 2012 |
Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching SL Nguyen, TA Hoang, DT Nguyen, G Yin SIAM Journal on Numerical Analysis 55 (2), 953-979, 2017 | 39 | 2017 |
On laws of large numbers for systems with mean-field interactions and Markovian switching SL Nguyen, G Yin, TA Hoang Stochastic Processes and their Applications 130 (1), 262-296, 2020 | 37 | 2020 |
Linear-quadratic mean field teams with a major agent M Huang, SL Nguyen 2016 IEEE 55th conference on decision and control (CDC), 6958-6963, 2016 | 35 | 2016 |
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems SL Nguyen, DT Nguyen, G Yin ESAIM: Control, Optimisation and Calculus of Variations 26, 69, 2020 | 32 | 2020 |
Mean field games for stochastic growth with relative utility M Huang, SL Nguyen Applied Mathematics & Optimization 74, 643-668, 2016 | 25 | 2016 |
A general stochastic maximum principle for mean-field controls with regime switching SL Nguyen, G Yin, DT Nguyen Applied Mathematics & Optimization, 1-40, 2021 | 24 | 2021 |
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching DT Nguyen, SL Nguyen, TA Hoang, G Yin Nonlinear Analysis: Hybrid Systems 30, 14-30, 2018 | 23 | 2018 |
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations SL Nguyen, G Yin Nonlinear Analysis: Real World Applications 13 (3), 1170-1185, 2012 | 20 | 2012 |
An Euler–Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions VA Bokil, NL Gibson, SL Nguyen, EA Thomann, EC Waymire Journal of Computational and Applied Mathematics, 2019 | 14 | 2019 |
Linear-quadratic mean field social optimization with a major player M Huang, SL Nguyen arXiv preprint arXiv:1904.03346, 2019 | 11 | 2019 |
Pathwise convergence rate for numerical solutions of stochastic differential equations SL Nguyen, G Yin IMA Journal of Numerical Analysis 32 (2), 701-723, 2012 | 11 | 2012 |
Mean field LQG games with a major player: Continuum parameters for minor players SL Nguyen, M Huang 2011 50th IEEE Conference on Decision and Control and European Control …, 2011 | 11 | 2011 |
Weak convergence of Markov-modulated random sequences SL Nguyen, G Yin Stochastics: An International Journal of Probability and Stochastics …, 2010 | 10 | 2010 |
Stochastic control of mean field models with mixed players M Huang, SL Nguyen IFAC Proceedings Volumes 44 (1), 4465-4470, 2011 | 8 | 2011 |
Asymptotic properties of markov-modulated random sequences with fast and slow timescales SL Nguyen, G Yin Stochastics: An International Journal of Probability and Stochastics …, 2010 | 8 | 2010 |
Stability in distribution of path-dependent hybrid diffusion DH Nguyen, D Nguyen, SL Nguyen SIAM Journal on Control and Optimization 59 (1), 434-463, 2021 | 7 | 2021 |
On mean field systems with multi-classes DT Nguyen, SL Nguyen, NH Du Discrete and Continuous Dynamical Systems - Series A, 2019 | 7 | 2019 |
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems TA Hoang, SL Nguyen, G Yin Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical …, 2016 | 4 | 2016 |