Mean field LQG games with a major player: Continuum parameters for minor players. - Son Luu Nguyen; Minyi Huang (CDC/ECC, 2011)

Mean field LQG games with mass behavior responsive to a major player. - Son Luu Nguyen; Minyi Huang (CDC, 2012)

Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players. - Son Luu Nguyen; Minyi Huang (SIAM J. Control. Optim., 2012)

Mean field capital accumulation with stochastic depreciation. - Minyi Huang; Son Luu Nguyen (CDC, 2014)

Mean field games for stochastic growth with relative consumption. - Minyi Huang; Son Luu Nguyen (CDC, 2016)

Linear-quadratic mean field teams with a major agent. - Minyi Huang; Son Luu Nguyen (CDC, 2016)

Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching. - Son Luu Nguyen; Tuan Anh Hoang; Dung T. Nguyen; George Yin 001 (SIAM J. Numer. Anal., 2017)

Modeling and Controls of Large-Scale Switching Diffusion Networks with Mean-Field Interactions. - Son Luu Nguyen; Dung T. Nguyen; George Yin 001; Le Yi Wang (ICSC, 2019)

An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions. - Vrushali A. Bokil; Nathan Louis Gibson; Son Luu Nguyen; Enrique A. Thomann; Edward C. Waymire (J. Comput. Appl. Math., 2020)

Stability in Distribution of Path-Dependent Hybrid Diffusion. - Nguyen Hai Dang 001; Duy Nguyen; Son Luu Nguyen (SIAM J. Control. Optim., 2021)

Large-Population Optimal Control with Mixed Agents: The Multi-Scale Analysis and Decentralized Control. - Minyi Huang; Son Luu Nguyen (CDC, 2023)

On exponential contraction and expansion of Markovian switching diffusions. - Pham Huu Anh Ngoc; Son Luu Nguyen; Ky Quan Tran (Int. J. Control, 2024)

Closed-Loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs. - Hongwei Mei; Son Luu Nguyen; Gang George Yin (SIAM J. Control. Optim., 2025)