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 highlevel 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 SystemsA.
Publications
(*Corresponding author)

Jingrui Sun and Jiongmin Yong. Turnpike properties for stochastic linearquadratic optimal control problems with periodic coefficients. Journal of Differential Equations, 400 (2024), pp. 189–229.

Jingrui Sun and Jiongmin Yong. Turnpike properties for meanfield linearquadratic optimal control problems. SIAM Journal on Control and Optimization, 62 (2024), pp. 752–775.

Jingrui Sun and Huojun Wu. Longtime behavior of stochastic linearquadratic optimal control problems. The 62nd IEEE Conference on Decision and Control, (2023), pp. 2796–2802.

Jingrui Sun and Jiongmin Yong. Stochastic linearquadratic optimal control problems — recent developments. Annual Reviews in Control, 56 (2023): 100899.

Jingrui Sun and Jie Xiong. Stochastic linearquadratic optimal control with partial observation. SIAM Journal on Control and Optimization, 61 (2023), pp. 1231–1247.

Jingrui Sun, Zhen Wu, and Jie Xiong. Indefinite backward stochastic linearquadratic optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, 29 (2023): 35.

Jingrui Sun, Hanxiao Wang, and Jiaqiang Wen. Zerosum Stackelberg stochastic linearquadratic differential games. SIAM Journal on Control and Optimization, 61 (2023), pp. 250282.

Jingrui Sun, Hanxiao Wang, and Jiongmin Yong. Turnpike properties for stochastic linearquadratic optimal control problems. Chinese Annals of Mathematics (Series B), 43 (2022), pp. 9991022.

Jingrui Sun, Jiaqiang Wen, and Jie Xiong. General indefinite backward stochastic linearquadratic optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, 28 (2022): 35.

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. 145190.

Jingrui Sun, Hanxiao Wang, and Zhen Wu. Meanfield linearquadratic stochastic differential games. Journal of Differential Equations, 296 (2021), pp. 299334.

Jingrui Sun and Hanxiao Wang. Linearquadratic optimal control for backward stochastic differential equations with random coefficients. ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021): 46.

Jingrui Sun. TwoPerson ZeroSum Stochastic LinearQuadratic Differential Games. SIAM Journal on Control and Optimization, 59 (2021), pp. 18041829.

Jingrui Sun and Hanxiao Wang. Meanfield stochastic linearquadratic optimal control problems: Weak closedloop solvability. Mathematical Control and Related Fields, 11 (2021), pp.4771.

Jingrui Sun, Jie Xiong, and Jiongmin Yong. Indefinite stochastic linearquadratic optimal control problems with random coefficients: Closedloop representation of openloop optimal controls. Annals of Applied Probability, 31 (2021), pp. 460499.

Jingrui Sun. Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints. Applied Mathematics & Optimization, 83 (2021), pp. 251276.

Xiuchun Bi, Jingrui Sun*, and Jie Xiong. Optimal control for controllable stochastic linear systems.ESAIM: Control, Optimisation and Calculus of Variations, 26 (2020): 98.

Hanxiao Wang, Jingrui Sun*, and Jiongmin Yong. Weak closedloop solvability of stochastic linearquadratic optimal control problems. Discrete and Continuous Dynamical Systems  Series A, 2019. Published online: doi:10.3934/dcds.2019117.

Jingrui Sun* and Jiongmin Yong.Linearquadratic stochastic twopersonnonzerosum differential games: Openloop and closedloop Nash equilibria. Stochastic Processes and their Applications, 2019, 129: 381418.

Jingrui Sun* and Jiongmin Yong.Stochastic linear quadratic optimal controlproblems in infinite horizon. Applied Mathematics & Optimization, 2018, 78: 145183.

Xun Li, Jingrui Sun*, and Jie Xiong.Linear quadratic optimalcontrol problems for meanfield backward stochastic differential equations. Applied Mathematics & Optimization, 2017. Published online: https://doi.org/10.1007/s0024501794647.

Jingrui Sun*.Meanfield stochastic linear quadratic optimal control problems: Openloop solvabilities. ESAIM: Control, Optimisation and Calculus of Variations, 2017, 23: 10991127.

Xun Li, Jingrui Sun, and Jiongmin Yong.Meanfield stochastic linear quadratic optimal control problems: Closedloop solvability. Probability, Uncertainty and Quantitative Risk, 2016, 1:2.

Jingrui Sun*, Xun Li, and Jiongmin Yong.Openloop and closedloop solvabilities for stochastic linear quadratic optimal control problems. SIAM Journal on Control and Optimization, 2016, 54 (5): 22742308.

Jingrui Sun*, Jiongmin Yong, and Shuguang Zhang.Linear quadraticstochastic twoperson zerosum differential games in an infinite horizon. ESAIM: Control, Optimisation and Calculus of Variations, 2016, 22: 743769.

Jingrui Sun* and Jiongmin Yong.Linear quadratic stochastic differentialgames: Openloop and closedloop saddle points. SIAM Journal on Control and Optimization, 2014, 52 (6): 40824121.