4 citations · 6 across the 3 of their papers we have counts for
3 papers
math.OC2019★ 4 cited
Linear-Quadratic Mean Field Social Optimization with a Major Player
Minyi Huang, Son Luu Nguyen
This paper considers a linear-quadratic (LQ) mean field control problem involving a major player and a large number of minor players, where the dynamics and costs depend on random…
math.PR2019
On Laws of Large Numbers for Systems with Mean-Field Interactions and Markovian Switching
Son L. Nguyen, George Yin, Tuan A. Hoang
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete…
math.NA2013★ 2 cited
Numerical Methods for Linear Diffusion Equations in the Presence of an Interface
V. A. Bokil, N. L. Gibson, S. L. Nguyen +2
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interfac…