Son Luu Nguyen

Statistics

Publications

Citations

360

H-Index

Active since

2011

Affiliations

University of Puerto Rico at Río Piedras(Current)

Carleton University

Vietnam National University Ho Chi Minh City

Wayne State University

Ho Chi Minh City University of Technology

Son Luu Nguyen is an author at University of Puerto Rico at Río Piedras specializing in stochastic processes, stochastic differential equations, and mathematics.

ORCID

Publications per year

2011–2021

Publications

Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players

Son Luu Nguyen, Minyi Huang · SIAM Journal on Control and Optimization · 2012 · 118 citations

Social Sciences, Mathematics, Game Theory +16

Linear-quadratic mean field teams with a major agent

Minyi Huang, Son Luu Nguyen · 2016 · 32 citations

Engineering, Decision Sciences, Decision Theory +16

Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching

Son Luu Nguyen, Tuan Anh Hoang, Dung Tien Nguyen et al. · SIAM Journal on Numerical Analysis · 2017 · 30 citations

Engineering, Computational Engineering, Probability Theory +12

A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems

Son Luu Nguyen, Dung Tien Nguyen, George Yin · ESAIM Control Optimisation and Calculus of Variations · 2019 · 29 citations

Engineering, Mathematics, Dynamical Systems +16

Tamed-Euler method for hybrid stochastic differential equations with Markovian switching

Dung Tien Nguyen, Son Luu Nguyen, Tuan Anh Hoang et al. · Nonlinear Analysis Hybrid Systems · 2018 · 27 citations

Engineering, Mathematics, Differential Equations +12

1–5 of 11