Son Luu Nguyen

Available identifiers

zbMath Open nguyen.son-luuMaRDI QIDQ419984

List of research outcomes

Publication	Date of Publication	Type
Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games	2024-02-08	Paper
A general stochastic maximum principle for mean-field controls with regime switching	2021-10-19	Paper
Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems	2021-05-20	Paper
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems	2020-10-16	Paper
An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions	2020-01-31	Paper
On laws of large numbers for systems with mean-field interactions and Markovian switching	2020-01-24	Paper
On mean field systems with multi-classes	2020-01-03	Paper
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching	2019-03-06	Paper
Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching	2017-05-24	Paper
Mean field games for stochastic growth with relative utility	2017-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q2814504	2016-06-22	Paper
Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players	2013-02-21	Paper
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations	2012-06-10	Paper
Asymptotic properties of hybrid random processes modulated by Markov chains	2012-05-20	Paper
Pathwise convergence rate for numerical solutions of stochastic differential equations	2012-05-04	Paper
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales	2011-03-11	Paper
Weak convergence of Markov-modulated random sequences	2011-03-11	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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