Son Luu Nguyen

13 papers Journal 6Unranked 7
YearRankTypeTitle / Venue / Authors
2025 J jnl
Closed-Loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs.
SIAM J. Control. Optim.
Hongwei Mei, Son Luu Nguyen, Gang George Yin
2024 J jnl
On exponential contraction and expansion of Markovian switching diffusions.
Int. J. Control
Pham Huu Anh Ngoc, Son Luu Nguyen, Ky Quan Tran
2023 — conf
Large-Population Optimal Control with Mixed Agents: The Multi-Scale Analysis and Decentralized Control.
CDC
Minyi Huang, Son Luu Nguyen
2021 J jnl
Stability in Distribution of Path-Dependent Hybrid Diffusion.
SIAM J. Control. Optim.
Nguyen Hai Dang, Duy Nguyen, Son Luu Nguyen
2020 J jnl
An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions.
J. Comput. Appl. Math.
Vrushali A. Bokil, Nathan Louis Gibson, Son Luu Nguyen, Enrique A. Thomann, Edward C. Waymire
2019 — conf
Modeling and Controls of Large-Scale Switching Diffusion Networks with Mean-Field Interactions.
ICSC
Son Luu Nguyen, Dung T. Nguyen, George Yin, Le Yi Wang
2017 J jnl
Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching.
SIAM J. Numer. Anal.
Son Luu Nguyen, Tuan Anh Hoang, Dung T. Nguyen, George Yin
2016 — conf
Linear-quadratic mean field teams with a major agent.
CDC
Minyi Huang, Son Luu Nguyen
2016 — conf
Mean field games for stochastic growth with relative consumption.
CDC
Minyi Huang, Son Luu Nguyen
2014 — conf
Mean field capital accumulation with stochastic depreciation.
CDC
Minyi Huang, Son Luu Nguyen
2012 J jnl
Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players.
SIAM J. Control. Optim.
Son Luu Nguyen, Minyi Huang
2012 — conf
Mean field LQG games with mass behavior responsive to a major player.
CDC
Son Luu Nguyen, Minyi Huang
2011 — conf
Mean field LQG games with a major player: Continuum parameters for minor players.
CDC/ECC
Son Luu Nguyen, Minyi Huang