Educational Background

Ph.D. in Applied Maths, Wayne State University, Detroit, MI, 2010

Master of Arts in Mathematical Statistics, Wayne State University, Detroit, MI, 2010.

Bachelor in Mathematics, Hanoi University of Sciences, Hanoi, Vietnam, 2002.

Professional Experience

Assistant Professor, Department of Mathematics and Systems Engineering, Florida Institute of Technology, 2022-present.

Associate Professor, Department of Mathematics, University of Puerto Rico, Piedras campus, 2018-2022.

Assistant Professor, Department of Mathematics, University of Puerto Rico, Piedras campus, 2013-2018.

Postdoctoral Scholar, Department of Mathematics, Oregon State University, 2012.

Postdoctoral Fellow, School of Mathematics & Statistics, Carleton University, 2010-2012.

Selected Publications

18. D.T. Nguyen, N.H. Du, and S.L. Nguyen, Asymptotic behavior for a stochastic behavioral change SIR model, Journal of Mathematical Analysis and Applications, 538 (2024), no.1, pp.128361

17. E.J. Rolón Gutiérrez, S.L. Nguyen, and G. Yin, Markovian-switching systems: Backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games. Applied Mathematics and Optimization, 89 (2024), no.2, article 33.

16. S.L. Nguyen, G. Yin, and D.T. Nguyen, A general stochastic maximum principle for conditional mean field control with regime switching. Applied Mathematics and Optimization, 84 (2021), no.3, 3255-3294.

15. D.H. Nguyen, D. Nguyen, and S.L. Nguyen, Stability in distribution of path-dependent hybrid diffusion with delay, SIAM Journal on Control and Optimization, 59 (2021), no.1, 434-463.

14. G. Yin and S.L. Nguyen, Switching diffusions with mean-field interactions: Limit results, maximum principle, and non-Markov systems, in Stochastic Modeling and Control, Eds. J. Jakubowski, M. Nieweglowski, M. Rasonyi and L. Stettner, Banach Center Publications, 122 (2020), 233-254.

13. V.A. Bokil, N.L. Gibson, S.L. Nguyen, E.A. Thomann and E.C. Waymire, An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions, Journal of Computational and Applied Mathematics, 368 ( 2020), 112545.

12. S.L. Nguyen, D.T. Nguyen, and G. Yin, A stochastic maximum principle for switching diffusions using conditional mean fields with applications to control problems. ESAIM: Control, Optimisation and Calculus of Variations, 26 (2020), article 69.

11. S.L. Nguyen, G. Yin and T.A. Hoang, On laws of large numbers for systems with mean-field interactions and Markovian switching, Stochastic Processes and their Applications, 130 (2020), no.1, 262-296.

10. D.T. Nguyen, S.L. Nguyen, and N.H. Du, On mean field systems with multi-classes, Discrete and Continuous Dynamical Systems. Series A, 40 (2020), no. 2, 683-707.

9. D.T. Nguyen, S.L. Nguyen, T.A. Hoang, and G. Yin, Tamed-Euler method for hybrid stochastic differential equations with Markovian switching. Nonlinear Analysis: Hybrid Systems, 30 (2018), 14-30.

8. 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.

7. 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.

6. S.L. Nguyen and M. Huang, Mean field LQG games with mass behavior responsive to a major player, Proceedings of the 51st IEEE Conference on Decision and Control, Maui, HI, pp. 5972-5797, December 2012.

5. 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.

4. 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), no.3, 1170-1185.

3. S.L. Nguyen and G. Yin, Pathwise convergence rate for numerical solutions of stochastic differential equations, IMA Journal of Numerical Analysis, 32 (2012), no.2, 701-723.

2. 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.

1. S.L. Nguyen and G. Yin, Weak convergence of Markov modulated random sequences, Stochastics, 82 (2010), no.6, 521-552.

Research

Professional Services

Associate Editor for SIAM Journal on Control and Optimization

Research Interests

Stochastic games, optimal control, and optimization

Computational methods for stochastic dynamical systems

Stochastic dynamical systems and their applications to population dynamics and epidemiology

Financial mathematics