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Author ID: nguyen.son-luu Recent zbMATH articles by "Nguyen, Son Luu"
Published as: Nguyen, Son Luu; Nguyen, Son L.; Nguyen, S. L.

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 161 times in 116 Documents Cited by Year
Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players. Zbl 1262.91020
Nguyen, Son Luu; Huang, Minyi
41
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.
19
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
19
2017
Mean field games for stochastic growth with relative utility. Zbl 1359.90145
Huang, Minyi; Nguyen, Son Luu
13
2016
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George
12
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
12
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
10
2018
A general stochastic maximum principle for mean-field controls with regime switching. Zbl 1475.60140
Nguyen, Son L.; Yin, George; Nguyen, Dung T.
9
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.
8
2004
Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018
Nguyen, Son Luu; Yin, G.
7
2012
On mean field systems with multi-classes. Zbl 1427.60056
Nguyen, Dung Tien; Nguyen, Son Luu; Du, Nguyen Huu
5
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.
5
2020
Examples of the Dirac approach to dynamics of systems with constraints. Zbl 0972.37037
Nguyen, S.; Turski, L. X. A.
5
2001
Stability in distribution of path-dependent hybrid diffusion. Zbl 1457.60091
Nguyen, Dang H.; Nguyen, Duy; Nguyen, Son L.
4
2021
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023
Nguyen, Son Luu; Yin, G.
2
2010
Weak convergence of Markov-modulated random sequences. Zbl 1219.60025
Nguyen, Son Luu; Yin, G.
2
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
1
2016
A note on the number of long runs. Zbl 1375.60033
Nguyen, S.; Wang, X.; Martin, C.
1
2016
A general stochastic maximum principle for mean-field controls with regime switching. Zbl 1475.60140
Nguyen, Son L.; Yin, George; Nguyen, Dung T.
9
2021
Stability in distribution of path-dependent hybrid diffusion. Zbl 1457.60091
Nguyen, Dang H.; Nguyen, Duy; Nguyen, Son L.
4
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.
19
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
12
2020
On mean field systems with multi-classes. Zbl 1427.60056
Nguyen, Dung Tien; Nguyen, Son Luu; Du, Nguyen Huu
5
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.
5
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
10
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
19
2017
Mean field games for stochastic growth with relative utility. Zbl 1359.90145
Huang, Minyi; Nguyen, Son Luu
13
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
1
2016
A note on the number of long runs. Zbl 1375.60033
Nguyen, S.; Wang, X.; Martin, C.
1
2016
Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players. Zbl 1262.91020
Nguyen, Son Luu; Huang, Minyi
41
2012
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. Zbl 1239.65004
Nguyen, Son Luu; Yin, Gang George
12
2012
Pathwise convergence rate for numerical solutions of stochastic differential equations. Zbl 1246.65018
Nguyen, Son Luu; Yin, G.
7
2012
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. Zbl 1232.60023
Nguyen, Son Luu; Yin, G.
2
2010
Weak convergence of Markov-modulated random sequences. Zbl 1219.60025
Nguyen, Son Luu; Yin, G.
2
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.
8
2004
Examples of the Dirac approach to dynamics of systems with constraints. Zbl 0972.37037
Nguyen, S.; Turski, L. X. A.
5
2001
all top 5

Cited by 184 Authors

13 Yin, George Gang
11 Nguyen, Son Luu
10 Huang, Jianhui
6 Huang, Minyi
6 Wu, Zhen
5 Nguyen, Dung Tien
4 Feng, Xinwei
4 Kuznetsov, Dmitriĭ Feliksovich
4 Wang, Shujun
3 Gomes, Diogo Luís Aguiar
3 Hoang, Tuan Anh
3 Hu, Ying
3 Jiang, Daqing
3 Kumar, Chaman
3 Li, Xiaoyue
3 Moon, Jun-Hee
3 Shao, Jinghai
3 Tran, Ky Quan
3 Wang, Bingchang
2 Barker, Matt
2 Başar, Tamer
2 Bensoussan, Alain
2 Caines, Peter Edwin
2 Carmona, René A.
2 Firoozi, Dena
2 Jaimungal, Sebastian
2 Kumar, Tejinder
2 Li, Xun
2 Liu, Mingzhu
2 Lv, Siyu
2 Mao, Xuerong
2 Nguyen Huu Du
2 Nie, Tianyang
2 Pimentel, Edgard A.
2 Qiu, Zhenghong
2 Sánchez-Morgado, Héctor
2 Shi, Banban
2 Song, Minghui
2 Song, Qingshuo
2 Wang, Liang
2 Wang, Ya
2 Wei, Dong
2 Wen, Haining
2 Wu, Fuke
2 Xie, Tinghan
2 Xiong, Jie
2 Yang, Hongfu
2 Zariphopoulou, Thaleia
1 Abdallah, Hani Ben
1 Akhtari, Bahar
1 Alia, Ishak
1 Almutairi, Abdulwahab
1 Araya, Héctor
1 Averina, Tat’yana Aleksandrovna
1 Bao, Jianhai
1 Bayraktar, Erhan
1 Bo, Lijun
1 Bouaicha, Nour El Houda
1 Bressloff, Paul C.
1 Bui, Trang
1 Cecchin, Alekos
1 Chakraborty, Prakash
1 Chau, Man Ho Michael
1 Chen, Dengsheng
1 Cheng, Meiyu
1 Chighoub, Farid
1 Cong, Yuhao
1 Dawson, Donald Andrew
1 Degond, Pierre
1 Delarue, François
1 Dobson, Matthew
1 Du, Kai
1 Dung Tien Nguyen
1 El-Metwally, Hamdy A.
1 Elbaz, Islam M.
1 Étoré, Pierre
1 Fujii, Masaaki
1 Gao, Xiangyu
1 Guo, Qian
1 Hamagami, Kunihiko
1 Han, Xiaoying
1 He, Lin
1 He, Yong
1 Hu, Ruimeng
1 Huang, Gang
1 Huang, Xuancheng
1 Huang, Yujuan
1 Huy Nguyen
1 Jian, Jiamin
1 Jiang, Xiaobo
1 Jin, Sixian
1 Jin, Zhuo
1 Kolokoltsov, Vassili N.
1 Kuznetsov, Mikhail Dmitrievich
1 Ky Quan Tran
1 Lacker, Daniel
1 Lai, Peiyao
1 Lee, Myoung Hoon
1 Leong, Chee Kian
1 Li, Haibo
...and 84 more Authors
all top 5

Cited in 58 Serials

8 Applied Mathematics and Optimization
7 Automatica
7 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
6 Journal of Computational and Applied Mathematics
5 Journal of Mathematical Analysis and Applications
4 SIAM Journal on Control and Optimization
4 Differentsial’nye Uravneniya i Protsessy Upravleniya
4 Nonlinear Analysis. Hybrid Systems
4 Mathematical Control and Related Fields
3 Journal of Differential Equations
3 Systems & Control Letters
2 The Annals of Applied Probability
2 International Journal of Computer Mathematics
2 Communications in Nonlinear Science and Numerical Simulation
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Systems Science and Complexity
2 Stochastic Models
2 Asian Journal of Control
2 Dynamic Games and Applications
2 Probability, Uncertainty and Quantitative Risk
1 Advances in Applied Probability
1 Applicable Analysis
1 Computers & Mathematics with Applications
1 International Journal of Control
1 Journal of the Franklin Institute
1 Mathematical Methods in the Applied Sciences
1 Chaos, Solitons and Fractals
1 Acta Mathematica Vietnamica
1 Applied Mathematics and Computation
1 Calcolo
1 SIAM Journal on Numerical Analysis
1 Statistics & Probability Letters
1 Journal of Theoretical Probability
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Computational Statistics
1 Communications in Partial Differential Equations
1 Stochastic Processes and their Applications
1 International Journal of Robust and Nonlinear Control
1 Random Operators and Stochastic Equations
1 Russian Journal of Numerical Analysis and Mathematical Modelling
1 Statistica Sinica
1 Applied Mathematical Finance
1 Discrete and Continuous Dynamical Systems
1 Mathematical Finance
1 Acta Mathematica Sinica. English Series
1 Nonlinear Analysis. Real World Applications
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Advances in Difference Equations
1 Journal of Industrial and Management Optimization
1 Proceedings of the Steklov Institute of Mathematics
1 Frontiers of Mathematics in China
1 Journal of Physics A: Mathematical and Theoretical
1 Numerical Algebra, Control and Optimization
1 Journal of Dynamics and Games
1 SIAM/ASA Journal on Uncertainty Quantification
1 Modern Stochastics. Theory and Applications
1 Minimax Theory and its Applications
1 Communications on Applied Mathematics and Computation

Citations by Year