Dr. Jingrui Sun is an Associate Professor at the Southern University of Science and Technology. He earned his Ph.D. degree from the University of Science and Technology of China in 2015. From April 2015 to February 2019, he held research and teaching positions successively at The Hong Kong Polytechnic University, the National University of Singapore, and the University of Central Florida before joining the Department of Mathematics at the Southern University of Science and Technology in February 2019.

In 2019, he was honored with the "Peacock Program" Class C title for high-level overseas talents in Shenzhen. In 2023, he independently received the "SIAG/CST Best SICON Paper Prize" awarded by the Society for Industrial and Applied Mathematics (SIAM). Dr. Sun has led various projects, including one National Natural Science Foundation of China Excellent Young Scientist Fund project, one National Natural Science Foundation of China General Program, one National Natural Science Foundation of China Youth Science Fund project, one Guangdong Basic and Applied Basic Research Foundation project, and one Shenzhen Fundamental Research General Program. He has also participated in a National Key R&D Program of China and is a core member of the Shenzhen Key Laboratory of Safety and Security for Next Generation of Industrial Internet.

His research primarily focuses on stochastic control and its applications. Dr. Sun has authored two specialized books published by Springer and has contributed over 20 academic papers to renowned journals such as the SIAM Journal on Control and Optimization, Annals of Applied Probability, ESAIM: Control, Optimisation and Calculus of Variations, Stochastic Processes and their Applications, Journal of Differential Equations, Applied Mathematics and Optimization, and Discrete and Continuous Dynamical Systems-A.

Publications (*Corresponding author)

1. Jingrui Sun and Jiongmin Yong. Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients. Journal of Differential Equations, 400 (2024), pp. 189–229. 
2. Jingrui Sun and Jiongmin Yong. Turnpike properties for mean-field linear-quadratic optimal control problems. SIAM Journal on Control and Optimization, 62 (2024), pp. 752–775.
3. Jingrui Sun and Huojun Wu. Long-time behavior of stochastic linear-quadratic optimal control problems. The 62nd IEEE Conference on Decision and Control, (2023), pp. 2796–2802.  
4. Jingrui Sun and Jiongmin Yong. Stochastic linear-quadratic optimal control problems — recent developments. Annual Reviews in Control, 56 (2023): 100899.  
5. Jingrui Sun and Jie Xiong. Stochastic linear-quadratic optimal control with partial observation. SIAM Journal on Control and Optimization, 61 (2023), pp. 1231–1247.  
6. Jingrui Sun, Zhen Wu, and Jie Xiong. Indefinite backward stochastic linear-quadratic optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, 29 (2023): 35. 
7. Jingrui Sun, Hanxiao Wang, and Jiaqiang Wen.  Zero-sum Stackelberg stochastic linear-quadratic differential games. SIAM Journal on Control and Optimization, 61 (2023), pp. 250-282. 
8. Jingrui Sun, Hanxiao Wang, and Jiongmin Yong. Turnpike properties for stochastic linear-quadratic optimal control problems. Chinese Annals of Mathematics (Series B), 43 (2022), pp. 999-1022. 
9. Jingrui Sun, Jiaqiang Wen, and Jie Xiong. General indefinite backward stochastic linear-quadratic optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, 28 (2022): 35.
10. Hanxiao Wang, Jingrui Sun*, and Jiongmin Yong. Recursive utility processes, dynamic risk measures and quadratic backward stochastic volterra integral equations. Applied Mathematics & Optimization, 84 (2021), pp. 145-190.    
11. Jingrui Sun, Hanxiao Wang, and Zhen Wu. Mean-field linear-quadratic stochastic differential games. Journal of Differential Equations, 296 (2021), pp. 299-334. 
12. Jingrui Sun and Hanxiao Wang. Linear-quadratic optimal control for backward stochastic differential equations with random coefficients. ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021): 46.   
13. Jingrui Sun. Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games. SIAM Journal on Control and Optimization, 59 (2021), pp. 1804-1829.
14. Jingrui Sun and Hanxiao Wang. Mean-field stochastic linear-quadratic optimal control problems: Weak closed-loop solvability. Mathematical Control and Related Fields, 11 (2021), pp.47-71.
15. Jingrui Sun, Jie Xiong, and Jiongmin Yong. Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls. Annals of Applied Probability, 31 (2021), pp. 460-499. 
16. Jingrui Sun. Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints. Applied Mathematics & Optimization, 83 (2021), pp. 251-276.
17. Xiuchun Bi, Jingrui Sun*, and Jie Xiong. Optimal control for controllable stochastic linear systems.ESAIM: Control, Optimisation and Calculus of Variations, 26 (2020): 98. 
18. Hanxiao Wang, Jingrui Sun*, and Jiongmin Yong. Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Discrete and Continuous Dynamical Systems - Series A, 2019. Published online: doi:10.3934/dcds.2019117.
19. Jingrui Sun* and Jiongmin Yong.Linear-quadratic stochastic two-personnonzero-sum differential games: Open-loop and closed-loop Nash equilibria. Stochastic Processes and their Applications, 2019, 129: 381-418.
20. Jingrui Sun* and Jiongmin Yong.Stochastic linear quadratic optimal controlproblems in infinite horizon. Applied Mathematics & Optimization, 2018, 78: 145-183.
21. Xun Li, Jingrui Sun*, and Jie Xiong.Linear quadratic optimalcontrol problems for mean-field backward stochastic differential equations. Applied Mathematics & Optimization, 2017. Published online: https://doi.org/10.1007/s00245-017-9464-7.
22. Jingrui Sun*.Mean-field stochastic linear quadratic optimal control problems: Open-loop solvabilities. ESAIM: Control, Optimisation and Calculus of Variations, 2017, 23: 1099-1127.
23. Xun Li, Jingrui Sun, and Jiongmin Yong.Mean-field stochastic linear quadratic optimal control problems: Closed-loop solvability. Probability, Uncertainty and Quantitative Risk, 2016, 1:2.
24. Jingrui Sun*, Xun Li, and Jiongmin Yong.Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. SIAM Journal on Control and Optimization, 2016, 54 (5): 2274-2308.
25. Jingrui Sun*, Jiongmin Yong, and Shuguang Zhang.Linear quadraticstochastic two-person zero-sum differential games in an infinite horizon. ESAIM: Control, Optimisation and Calculus of Variations, 2016, 22: 743-769.
26. Jingrui Sun* and Jiongmin Yong.Linear quadratic stochastic differentialgames: Open-loop and closed-loop saddle points. SIAM Journal on Control and Optimization, 2014, 52 (6): 4082-4121.