Professor Information

Son Luu Nguyen

Address College of Natural Sciences
Department of Mathematics
17 University Ave. Ste 1701
San Juan, PR 00925-2537
Office NCN II C-124
Office Hours Contact: sonluu.nguyen@upr.edu
Program
Telephone (787) 764-0000 88277
E-Mail
MathSciNet Link

Education

PhD, Wayne State University, 2010

Research

Limit Theorems in Probability and Stochastic Processes, Numerical Solution of Stochastic Differential Equations, Stochastic Games and Stochastic Optimal Control, Stochastic Approximation and Recursive Algorithms, Mathematical Finance,

Selected Publications

  1. S.L. Nguyen, T.A. Hoang, D.T. Nguyen and G. Yin, Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching. SIAM Journal on Numerical Analysis, 55 (2017), no.2, 953–979.
  2. M. Huang and S.L. Nguyen, Mean field games for stochastic growth with relative utility, Applied Mathematics and Optimization, 74 (2016), no.3, 643–668.
  3. T.A. Hoang, S.L. Nguyen and G. Yin, Nearly optimal and nearly equilibrium controls with wide band-width noise for hybrid systems, Dynamics of Continuous, Discrete & Impulsive Systems. Series A: Mathematical Analysis, 23 (2016), no.3, 163–194.
  4. S.L. Nguyen and M. Huang, LQG mixed games with continuum-parametrized minor players, SIAM
    Journal on Control and Optimization, 50 (2012), no.5, 2907-2937.
  5. S.L. Nguyen and G. Yin, Pathwise convergence rates for numerical solutions of Markovian switching
    stochastic differential equations
    , Nonlinear Analysis: Real World Applications, 13 (2012), 1170-1185.
  6. S.L. Nguyen and G. Yin, Pathwise convergence rate for numerical solutions of stochastic differential
    equations
    , IMA Journal of Numerical Analysis, 32 (2012), 701-723.
  7. S.L. Nguyen and G. Yin, Weak convergence of Markov modulated random sequences, Stochastics,
    82 (2010), no.6, 521-552.
  8. S.L. Nguyen and G. Yin, Asymptotic properties of Markov modulated random sequences with fast
    and slow time scales
    , Stochastics, 82 (2010), no.5, 445-474.

Selected Grants and Awards

  1. Outstanding Research Award, Department of Mathematics, Wayne State University, April 2009.
  2. Andre G. Laurent Award in Recognition of Outstanding Achievement in the Ph.D. Program, Department
    of Mathematics, Wayne State University, April 2010.

Additional Information

Scholarship:

  1. The Karl W. and Helen L. Folley Endowed Mathematics Scholarship, Department of Mathematics,
    Wayne State University, April 2008.
  2. The Thomas C. Rumble Fellowship, Department of Mathematics, Wayne State University, August
    2005, May 2006.

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