Concepedia

Jingrui Sun

JS

Statistics

Publications

20

Citations

793

H-Index

13

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 mathematical programming, engineering, and game theory.

Top concepts

Mathematical ProgrammingEngineeringGame TheorySystems EngineeringGamesProcess ControlStochastic CalculusBusinessMechanism DesignStochastic Optimization

Publications per year

2014–2024

20

Publications

20

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 · 186 citations

Stochastic Hybrid System, Engineering, Stochastic Optimization +9

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

Jingrui Sun, Jiongmin Yong · SIAM Journal on Control and Optimization · 2014 · 112 citations

Mathematical Programming, Open-loop Saddle Point, Differential Game +10

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

Xun Li, Jingrui Sun, Jie Xiong · Applied Mathematics & Optimization · 2017 · 74 citations

Mean Field Game, Stochastic Control, Stochastic Calculus +1

Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon

Jingrui Sun, Jiongmin Yong · Applied Mathematics & Optimization · 2017 · 55 citations

Stochastic System, Stochastic Control, Infinite Horizon

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

Xun Li, Jingrui Sun, Jiongmin Yong · Probability Uncertainty and Quantitative Risk · 2016 · 50 citations · Full text

Mathematical Programming, Optimal Control Problem, Mean Field Game +6

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