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Son Luu Nguyen
Son Luu Nguyen
Assistant Professor of Mathematics, Florida Institute of Technology, Melbourne, FL
Verified email at fit.edu
Title
Cited by
Cited by
Year
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
1332012
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
432012
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
392017
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
372020
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
352016
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
322020
Mean field games for stochastic growth with relative utility
M Huang, SL Nguyen
Applied Mathematics & Optimization 74, 643-668, 2016
252016
A general stochastic maximum principle for mean-field controls with regime switching
SL Nguyen, G Yin, DT Nguyen
Applied Mathematics & Optimization, 1-40, 2021
242021
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
232018
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
202012
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
142019
Linear-quadratic mean field social optimization with a major player
M Huang, SL Nguyen
arXiv preprint arXiv:1904.03346, 2019
112019
Pathwise convergence rate for numerical solutions of stochastic differential equations
SL Nguyen, G Yin
IMA Journal of Numerical Analysis 32 (2), 701-723, 2012
112012
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
112011
Weak convergence of Markov-modulated random sequences
SL Nguyen, G Yin
Stochastics: An International Journal of Probability and Stochastics …, 2010
102010
Stochastic control of mean field models with mixed players
M Huang, SL Nguyen
IFAC Proceedings Volumes 44 (1), 4465-4470, 2011
82011
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
82010
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
72021
On mean field systems with multi-classes
DT Nguyen, SL Nguyen, NH Du
Discrete and Continuous Dynamical Systems - Series A, 2019
72019
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
42016
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