Research

Probability and Statistics

  • Limit theorem for stochastic processes

  • Stochastic calculus

  • Stochastic modeling

  • Numerical method for Stochastic differential equations

  • Data analysis

Optimization

  • Infinite dimensional optimization problems

  • Numerical Optimization

  • Operational Research

Numerical Analysis

  • Numerical method for PDE

  • Numerical method for ODE

Publications 2020

  1. L.V. Hien, N.T. Lan Huong, Stability of positive equilibrium of a Nicholson blowflies model with stochastic perturbations, Electron. J. Qual. Theory Differ. Equ., 2020, (21), 1-11.

  2. Hien, L. V., & Lan Huong, N. T. (2020) Observer-based L2-L∞ control of 2-D Roesser systems with random packet dropout. IET Control Theory & Applications 14 (5), 774-780.

  3. Kieu Trung Thuy, Luong Duc Trong, Ngo Hoang Long, Nguyen Thu Thuy, Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with H\"older continuous diffusion coefficient. Vietnam Journal of Mathematics 48(1), 107-124 (2020).

  4. Hoang-Long Ngo and Dai Taguchi, Semi-implicit Euler Maruyama approximation for non-colliding particle systems Ann. Appl. Probab. Volume 30, Number 2 (2020), 673-705.

  5. Nguyen D.M. (2020) A Combination of CMAES-APOP Algorithm and Quasi-Newton Method. In: Le Thi H., Le H., Pham Dinh T., Nguyen N. (eds) Advanced Computational Methods for Knowledge Engineering. ICCSAMA 2019. Advances in Intelligent Systems and Computing, vol 1121. Springer, Cham.

  6. Nguyen Ngoc Luan, Nguyen Dong Yen, A representation of generalized convex polyhedra and applications. Optimization, Vol. 69 (2020), No. 3, 471-492.

  7. Ngo Hoang Long, Marc Peigne, Limit theorem for perturbed random walks. Theory of stochastic processes 24(40) No. 2 (2019) 61-78.

Publications 2019

  1. Hoang-Long Ngo and Duc-Trong Luong, Semi-implicit Milstein approximation scheme for non-colliding particle systems. Calcolo 2019, 56:25.

  2. Hoang-Long Ngo and Dai Taguchi, On the Euler–Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. Mathematics and Computers in Simulations Volume 161, July 2019, Pages 102-112.

  3. Hoang-Long Ngo and Duc-Trong Luong, Tamed Euler-Maruyama approximation for stochastic differential equations with locally H\"older continuous diffusion coefficients. Statistics and Probability Letters Volume 145, February 2019, Pages 133-140.

  4. Duc Manh Nguyen, Ngoc Le Anh, Pham Thi Viet Huong, Ngo Hong Son, Dao Thanh Hai (2019). An Efficient Column Generation Approach for Solving the Routing and Spectrum Assignment Problem in Elastic Optical Networks. 2019 6th NAFOSTED Conference on Information and Computer Science (NICS). Accepted.

  5. Duc Manh Nguyen, Frédéric Dambreville, Abdelmalek Toumi, Jean-Christophe Cexus and Ali Khenchaf (2019). Solving the Problem of Coordination and Control of Multiple UAVs by using the Column Generation Method. In Proceedings of 6th World Congress on Global Optimization, pp 1097-1108, 2019.

  6. Ouassim Ait ElHara, Konstantinos Varelas, Duc Manh Nguyen, Tea Tušar, Dimo Brockhoff, Nikolaus Hansen, and Anne Auger (2019), COCO: The Large Scale Black-Box Optimization Benchmarking (bbob-largescale) Test Suite. CoRR abs/1903.06396 (2019) .

  7. Hien, L. V., & Lan Huong, N. T. (2019). Almost sure estimation and synthesis of ultimate bounds for discrete-time Markov jump linear systems. International Journal of Control, 92(2), 394-403.

  8. L. Van Hien, H. Trinh and N. T. Lan-Huong, "Delay-Dependent Energy-to-Peak Stability of 2-D Time-Delay Roesser Systems With Multiplicative Stochastic Noises," in IEEE Transactions on Automatic Control, vol. 64, no. 12, pp. 5066-5073, Dec. 2019.

  9. Nguyen Ngoc Luan, Efficient solutions in generalized linear vector optimization. Applicable Analysis, Vol. 98 (2019), No. 9, 1694-1704.

  10. Nguyen Ngoc Luan, Jen-Chih Yao, Generalized polyhedral convex optimization problems. Journal of Global Optimization, Vol. 75 (2019), No. 3, 789-811.

  11. Nguyen Thi Thu Huong, Nguyen Ngoc Luan, Nguyen Dong Yen, Xiaopeng Zhao, The Borwein proper efficiency in linear fractional vector optimization. Journal Nonlinear and Convex Analysis, Vol. 20 (2019), No. 12, 2579-2595.