|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: firstname.lastname@example.org|
|Telephone||(787) 764-0000 88277|
PhD, Wayne State University, 2010
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,
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- S.L. Nguyen and G. Yin, Weak convergence of Markov modulated random sequences, Stochastics,
82 (2010), no.6, 521-552.
- 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
- Outstanding Research Award, Department of Mathematics, Wayne State University, April 2009.
- Andre G. Laurent Award in Recognition of Outstanding Achievement in the Ph.D. Program, Department
of Mathematics, Wayne State University, April 2010.
- The Karl W. and Helen L. Folley Endowed Mathematics Scholarship, Department of Mathematics,
Wayne State University, April 2008.
- The Thomas C. Rumble Fellowship, Department of Mathematics, Wayne State University, August
2005, May 2006.