Son Luu Nguyen

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 7

Top Topics

Stochastic Differential Equations

Belief Networks

Decentralized Control

Stochastic Nature

Top Venues

SIAM J. Numer. Anal.

J. Comput. Appl. Math.

Publications

Minyi Huang, Son Luu Nguyen
Large-Population Optimal Control with Mixed Agents: The Multi-Scale Analysis and Decentralized Control. CDC (2023)
Nguyen Hai Dang, Duy Nguyen, Son Luu Nguyen
Stability in Distribution of Path-Dependent Hybrid Diffusion. SIAM J. Control. Optim. 59 (1) (2021)
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)
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)
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) (2017)
Minyi Huang, Son Luu Nguyen
Linear-quadratic mean field teams with a major agent. CDC (2016)
Minyi Huang, Son Luu Nguyen
Mean field games for stochastic growth with relative consumption. CDC (2016)
Minyi Huang, Son Luu Nguyen
Mean field capital accumulation with stochastic depreciation. CDC (2014)
Son Luu Nguyen, Minyi Huang
Mean field LQG games with mass behavior responsive to a major player. CDC (2012)
Son Luu Nguyen, Minyi Huang
Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players. SIAM J. Control. Optim. 50 (5) (2012)
Son Luu Nguyen, Minyi Huang
Mean field LQG games with a major player: Continuum parameters for minor players. CDC/ECC (2011)