Risk Minimization of Disjunctive Temporal Problem with Uncertainty. - Hoong Chuin Lau; Tuan Anh Hoang (KSE (2), 2013)

Numerical solutions of regime-switching jump diffusions. - Tuan Anh Hoang; Gang George Yin; Fubao Xi (Appl. Math. Comput., 2014)

Properties for a class of multi-type mean-field models. - Tuan Anh Hoang; George Yin 001 (Commun. Inf. Syst., 2015)

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)