Edit Profile (opens in new tab) Nguyen, Son Luu Co-Author Distance Author ID: nguyen.son-luu Published as: Nguyen, Son Luu; Nguyen, Son L.; Nguyen, S. L. more...less Documents Indexed: 39 Publications since 2001, including 14 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 12 Co-Authors with 21 Joint Publications 404 Co-Co-Authors all top 5 Co-Authors 4 single-authored 9 Yin, George Gang 6 Nguyen, Dung Tien 5 Yin, Gang George 4 Hoang, Tuan Anh 3 Huang, Minyi 2 Bokil, Vrushali A. 2 Delcarte, Claudine 2 Gibson, Nathan L. 2 Musiker, Gregg 2 Nguyen Huu Du 2 Peters, James Francis III 2 Sack, Andrew 2 Skowron, Andrzej 2 Thomann, Enrique A. 2 Waymire, Edward C. 1 Bazan, G. 1 Cardarelli, Rachel 1 Chiang, Judy Hsin-Hui 1 Gorvett, Rick 1 Harris, A. J. 1 Huang, Daoji 1 Kasperski, Guillaume 1 Li, Tianrui 1 Mei, Hongwei 1 Pylyavskyy, Pavlo 1 Rolón Gutiérrez, Esteban J. 1 Ślęzak, Dominik 1 Than, Khoat 1 Turski, L. X. A. 1 Van Linh, Ngo 1 Wang, Xiaochang Alex 1 Yang, Yan 1 Yao, JingTao all top 5 Serials 3 Applied Mathematics and Optimization 2 SIAM Journal on Control and Optimization 2 Stochastics 2 Lecture Notes in Computer Science 1 IMA Journal of Numerical Analysis 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Physica A 1 Journal of Computational and Applied Mathematics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Numerical Analysis 1 Machine Learning 1 Stochastic Processes and their Applications 1 Discrete and Continuous Dynamical Systems 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 European Journal of Mechanics. B. Fluids 1 Nonlinear Analysis. Real World Applications 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 1 Communications in Information and Systems 1 Nonlinear Analysis. Hybrid Systems all top 5 Fields 19 Probability theory and stochastic processes (60-XX) 10 Systems theory; control (93-XX) 7 Numerical analysis (65-XX) 4 Computer science (68-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Ordinary differential equations (34-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 Examples of the Dirac approach to dynamics of systems with constraints. Zbl 0972.37037 Nguyen, S.; Turski, L. X. A. 5 2001 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 On mean field systems with multi-classes. Zbl 1427.60056 Nguyen, Dung Tien; Nguyen, Son Luu; Du, Nguyen Huu 5 2020 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 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 On mean field systems with multi-classes. Zbl 1427.60056 Nguyen, Dung Tien; Nguyen, Son Luu; Du, Nguyen Huu 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 14 Fields 66 Probability theory and stochastic processes (60-XX) 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 41 Systems theory; control (93-XX) 33 Calculus of variations and optimal control; optimization (49-XX) 33 Numerical analysis (65-XX) 11 Partial differential equations (35-XX) 9 Ordinary differential equations (34-XX) 6 Biology and other natural sciences (92-XX) 3 Statistics (62-XX) 3 Operations research, mathematical programming (90-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 Combinatorics (05-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year