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ORCIDSon Luu Nguyen
Person information
- 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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Journal Articles
- 2021
[j4]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
- [j3]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) - 2017
- [j2]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) - 2012
- [j1]Son Luu Nguyen, Minyi Huang:
Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players. SIAM J. Control. Optim. 50(5): 2907-2937 (2012)
Conference and Workshop Papers
- 2023
- [c7]Minyi Huang, Son Luu Nguyen:
Large-Population Optimal Control with Mixed Agents: The Multi-Scale Analysis and Decentralized Control. CDC 2023: 801-806 - 2019
- [c6]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 - 2016
- [c5]Minyi Huang, Son Luu Nguyen:
Mean field games for stochastic growth with relative consumption. CDC 2016: 4528-4533 - [c4]Minyi Huang, Son Luu Nguyen:
Linear-quadratic mean field teams with a major agent. CDC 2016: 6958-6963 - 2014
- [c3]Minyi Huang, Son Luu Nguyen:
Mean field capital accumulation with stochastic depreciation. CDC 2014: 370-375 - 2012
- [c2]Son Luu Nguyen, Minyi Huang:
Mean field LQG games with mass behavior responsive to a major player. CDC 2012: 5792-5797 - 2011
- [c1]Son Luu Nguyen, Minyi Huang:
Mean field LQG games with a major player: Continuum parameters for minor players. CDC/ECC 2011: 1012-1017
Coauthor Index
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