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Son Luu Nguyen

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affiliation: University of Puerto Rico, Department of Mathematics, San Juan, PR, USA
affiliation: Carleton University, School of Mathematics and Statistics, Ottawa, Canada

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2020 – today

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2023
[c7]
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Minyi Huang, Son Luu Nguyen:
Large-Population Optimal Control with Mixed Agents: The Multi-Scale Analysis and Decentralized Control. CDC 2023: 801-806
2021
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Nguyen Hai Dang, Duy Nguyen, Son Luu Nguyen:
Stability in Distribution of Path-Dependent Hybrid Diffusion. SIAM J. Control. Optim. 59(1): 434-463 (2021)
2020
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Vrushali A. Bokil, Nathan Louis Gibson, Son Luu Nguyen, Enrique A. Thomann, Edward C. Waymire:
An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions. J. Comput. Appl. Math. 368 (2020)

2010 – 2019

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2019
[c6]
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Son Luu Nguyen, Dung T. Nguyen, George Yin, Le Yi Wang:
Modeling and Controls of Large-Scale Switching Diffusion Networks with Mean-Field Interactions. ICSC 2019: 321-326
2017
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Son Luu Nguyen, Tuan Anh Hoang, Dung T. Nguyen, George Yin:
Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching. SIAM J. Numer. Anal. 55(2): 953-979 (2017)
2016
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Minyi Huang, Son Luu Nguyen:
Mean field games for stochastic growth with relative consumption. CDC 2016: 4528-4533
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Minyi Huang, Son Luu Nguyen:
Linear-quadratic mean field teams with a major agent. CDC 2016: 6958-6963
2014
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Minyi Huang, Son Luu Nguyen:
Mean field capital accumulation with stochastic depreciation. CDC 2014: 370-375
2012
[j1]
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Son Luu Nguyen, Minyi Huang:
Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players. SIAM J. Control. Optim. 50(5): 2907-2937 (2012)
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Son Luu Nguyen, Minyi Huang:
Mean field LQG games with mass behavior responsive to a major player. CDC 2012: 5792-5797
2011
[c1]
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Son Luu Nguyen, Minyi Huang:
Mean field LQG games with a major player: Continuum parameters for minor players. CDC/ECC 2011: 1012-1017

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