Jingrui Sun

Statistics

Publications

Citations

828

H-Index

Active since

2014

Affiliations

Southern University of Science and Technology(Current)

University of Central Florida

Hong Kong Polytechnic University

National University of Singapore

University of Science and Technology of China

Jingrui Sun is an author at Southern University of Science and Technology specializing in stochastic processes, stochastic differential equations, and mathematics.

ORCID

Publications per year

2014–2024

Publications

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

Jingrui Sun, Xun Li, Jiongmin Yong · SIAM Journal on Control and Optimization · 2016 · 193 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +14

Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points

Jingrui Sun, Jiongmin Yong · SIAM Journal on Control and Optimization · 2014 · 116 citations · Full text

Natural Sciences, Economics, Mathematics +17

Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations

Xun Li, Jingrui Sun, Jie Xiong · Applied Mathematics & Optimization · 2017 · 75 citations

Natural Sciences, Mathematics, Differential Equations +13

Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon

Jingrui Sun, Jiongmin Yong · Applied Mathematics & Optimization · 2017 · 57 citations · Full text

Natural Sciences, Mathematics, Optimization +11

Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability

Xun Li, Jingrui Sun, Jiongmin Yong · Probability Uncertainty and Quantitative Risk · 2016 · 51 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +16

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