Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players. Zbl 1262.91020
Nguyen, Son Luu; Huang, Minyi |
|
2012
|
On laws of large numbers for systems with mean-field interactions and Markovian switching. Zbl 1471.60115
Nguyen, Son L.; Yin, George; Hoang, Tuan A. |
|
2020
|
Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching. Zbl 1362.65017
Nguyen, Son L.; Hoang, Tuan A.; Nguyen, Dung T.; Yin, George |
|
2017
|
Mean field games for stochastic growth with relative utility. Zbl 1359.90145
Huang, Minyi; Nguyen, Son Luu |
|
2016
|
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George |
|
2012
|
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems. Zbl 1460.60082
Nguyen, Son L.; Nguyen, Dung T.; Yin, George |
|
2020
|
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching. Zbl 1416.65032
Nguyen, Dung T.; Nguyen, Son L.; Hoang, Tuan A.; Yin, George |
|
2018
|
A general stochastic maximum principle for mean-field controls with regime switching. Zbl 1475.60140
Nguyen, Son L.; Yin, George; Nguyen, Dung T. |
|
2021
|
A spectral collocation method to solve Helmholtz problems with boundary conditions involving mixed tangential and normal derivatives. Zbl 1055.65134
Nguyen, S.; Delcarte, C. |
|
2004
|
Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018
Nguyen, Son Luu; Yin, G. |
|
2012
|
On mean field systems with multi-classes. Zbl 1427.60056
Nguyen, Dung Tien; Nguyen, Son Luu; Du, Nguyen Huu |
|
2020
|
An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions. Zbl 1443.60059
Bokil, V. A.; Gibson, N. L.; Nguyen, S. L.; Thomann, E. A.; Waymire, E. C. |
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2020
|
Examples of the Dirac approach to dynamics of systems with constraints. Zbl 0972.37037
Nguyen, S.; Turski, L. X. A. |
|
2001
|
Stability in distribution of path-dependent hybrid diffusion. Zbl 1457.60091
Nguyen, Dang H.; Nguyen, Duy; Nguyen, Son L. |
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2021
|
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023
Nguyen, Son Luu; Yin, G. |
|
2010
|
Weak convergence of Markov-modulated random sequences. Zbl 1219.60025
Nguyen, Son Luu; Yin, G. |
|
2010
|
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems. Zbl 1338.93402
Hoang, Tuan Anh; Nguyen, Son Luu; Yin, George |
|
2016
|
A note on the number of long runs. Zbl 1375.60033
Nguyen, S.; Wang, X.; Martin, C. |
|
2016
|
A general stochastic maximum principle for mean-field controls with regime switching. Zbl 1475.60140
Nguyen, Son L.; Yin, George; Nguyen, Dung T. |
|
2021
|
Stability in distribution of path-dependent hybrid diffusion. Zbl 1457.60091
Nguyen, Dang H.; Nguyen, Duy; Nguyen, Son L. |
|
2021
|
On laws of large numbers for systems with mean-field interactions and Markovian switching. Zbl 1471.60115
Nguyen, Son L.; Yin, George; Hoang, Tuan A. |
|
2020
|
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems. Zbl 1460.60082
Nguyen, Son L.; Nguyen, Dung T.; Yin, George |
|
2020
|
On mean field systems with multi-classes. Zbl 1427.60056
Nguyen, Dung Tien; Nguyen, Son Luu; Du, Nguyen Huu |
|
2020
|
An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions. Zbl 1443.60059
Bokil, V. A.; Gibson, N. L.; Nguyen, S. L.; Thomann, E. A.; Waymire, E. C. |
|
2020
|
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching. Zbl 1416.65032
Nguyen, Dung T.; Nguyen, Son L.; Hoang, Tuan A.; Yin, George |
|
2018
|
Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching. Zbl 1362.65017
Nguyen, Son L.; Hoang, Tuan A.; Nguyen, Dung T.; Yin, George |
|
2017
|
Mean field games for stochastic growth with relative utility. Zbl 1359.90145
Huang, Minyi; Nguyen, Son Luu |
|
2016
|
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems. Zbl 1338.93402
Hoang, Tuan Anh; Nguyen, Son Luu; Yin, George |
|
2016
|
A note on the number of long runs. Zbl 1375.60033
Nguyen, S.; Wang, X.; Martin, C. |
|
2016
|
Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players. Zbl 1262.91020
Nguyen, Son Luu; Huang, Minyi |
|
2012
|
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George |
|
2012
|
Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018
Nguyen, Son Luu; Yin, G. |
|
2012
|
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023
Nguyen, Son Luu; Yin, G. |
|
2010
|
Weak convergence of Markov-modulated random sequences. Zbl 1219.60025
Nguyen, Son Luu; Yin, G. |
|
2010
|
A spectral collocation method to solve Helmholtz problems with boundary conditions involving mixed tangential and normal derivatives. Zbl 1055.65134
Nguyen, S.; Delcarte, C. |
|
2004
|
Examples of the Dirac approach to dynamics of systems with constraints. Zbl 0972.37037
Nguyen, S.; Turski, L. X. A. |
|
2001
|