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Author ID: sun.jingrui Recent zbMATH articles by "Sun, Jingrui"
Published as: Sun, Jingrui
Homepage: https://www.sustech.edu.cn/en/faculties/sunjingrui.html
External Links: ORCID
Documents Indexed: 29 Publications since 2015, including 2 Books and 2 Additional arXiv Preprints
Co-Authors: 10 Co-Authors with 26 Joint Publications
536 Co-Co-Authors

Citations contained in zbMATH Open

24 Publications have been cited 393 times in 215 Documents Cited by Year
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
89
2016
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin
57
2015
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie
32
2019
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
30
2016
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin
23
2020
Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities. Zbl 1393.49024
Sun, Jingrui
22
2017
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin
19
2018
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. Zbl 1470.60144
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin
17
2021
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin
15
2019
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls. Zbl 1476.49044
Sun, Jingrui; Xiong, Jie; Yong, Jiongmin
15
2021
Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004
Sun, Jingrui; Yong, Jiongmin
13
2020
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang
11
2016
Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen
10
2021
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients. Zbl 1467.93337
Sun, Jingrui; Wang, Hanxiao
8
2021
Two-person zero-sum stochastic linear-quadratic differential games. Zbl 1467.91010
Sun, Jingrui
7
2021
Optimal control for controllable stochastic linear systems. Zbl 1459.49019
Bi, Xiuchun; Sun, Jingrui; Xiong, Jie
7
2020
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Zbl 1410.93149
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin
5
2019
Turnpike properties for stochastic linear-quadratic optimal control problems. Zbl 1503.49030
Sun, Jingrui; Wang, Hanxiao; Yong, Jiongmin
3
2022
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability. Zbl 1461.93553
Sun, Jingrui; Wang, Hanxiao
2
2021
Zero-sum Stackelberg stochastic linear-quadratic differential games. Zbl 1511.91011
Sun, Jingrui; Wang, Hanxiao; Wen, Jiaqiang
2
2023
General indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1492.93206
Sun, Jingrui; Wen, Jiaqiang; Xiong, Jie
2
2022
Indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1521.93207
Sun, Jingrui; Wu, Zhen; Xiong, Jie
2
2023
Stochastic linear-quadratic optimal control with partial observation. Zbl 1516.49034
Sun, Jingrui; Xiong, Jie
1
2023
Turnpike properties for mean-field linear-quadratic optimal control problems. Zbl 1534.49023
Sun, Jingrui; Yong, Jiongmin
1
2024
Turnpike properties for mean-field linear-quadratic optimal control problems. Zbl 1534.49023
Sun, Jingrui; Yong, Jiongmin
1
2024
Zero-sum Stackelberg stochastic linear-quadratic differential games. Zbl 1511.91011
Sun, Jingrui; Wang, Hanxiao; Wen, Jiaqiang
2
2023
Indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1521.93207
Sun, Jingrui; Wu, Zhen; Xiong, Jie
2
2023
Stochastic linear-quadratic optimal control with partial observation. Zbl 1516.49034
Sun, Jingrui; Xiong, Jie
1
2023
Turnpike properties for stochastic linear-quadratic optimal control problems. Zbl 1503.49030
Sun, Jingrui; Wang, Hanxiao; Yong, Jiongmin
3
2022
General indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1492.93206
Sun, Jingrui; Wen, Jiaqiang; Xiong, Jie
2
2022
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. Zbl 1470.60144
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin
17
2021
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls. Zbl 1476.49044
Sun, Jingrui; Xiong, Jie; Yong, Jiongmin
15
2021
Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen
10
2021
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients. Zbl 1467.93337
Sun, Jingrui; Wang, Hanxiao
8
2021
Two-person zero-sum stochastic linear-quadratic differential games. Zbl 1467.91010
Sun, Jingrui
7
2021
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability. Zbl 1461.93553
Sun, Jingrui; Wang, Hanxiao
2
2021
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin
23
2020
Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004
Sun, Jingrui; Yong, Jiongmin
13
2020
Optimal control for controllable stochastic linear systems. Zbl 1459.49019
Bi, Xiuchun; Sun, Jingrui; Xiong, Jie
7
2020
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie
32
2019
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin
15
2019
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Zbl 1410.93149
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin
5
2019
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin
19
2018
Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities. Zbl 1393.49024
Sun, Jingrui
22
2017
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
89
2016
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
30
2016
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang
11
2016
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin
57
2015
all top 5

Cited by 245 Authors

27 Yong, Jiongmin
21 Sun, Jingrui
14 Wang, Tianxiao
14 Zhang, Huanshui
13 Wang, Hanxiao
12 Huang, Jianhui
12 Li, Xun
11 Wu, Zhen
11 Xiong, Jie
11 Yu, Zhiyong
10 Wang, Bingchang
7 Feng, Xinwei
6 Shi, Jingtao
6 Xu, Juanjuan
5 Hu, Ying
5 Wei, Qingmeng
5 Wen, Jiaqiang
4 Chen, Tian
4 Du, Kai
4 Hamaguchi, Yushi
4 Jin, Nana
4 Meng, Qingxin
4 Shi, Xiaomin
4 Xu, Zuoquan
3 Drăgan, Vasile
3 Kim, Kon-Gun
3 Kim, Mun Chŏl
3 Li, Na
3 Liang, Yong
3 Lin, Yaning
3 Moon, Jun-Hee
3 Ni, Yuanhua
3 Pun, Chi Seng
3 Si, Kehan
3 Wang, Guangchen
3 Wang, Wencan
3 Xie, Tinghan
3 Zhang, Huanjun
3 Zhang, Jianfeng
3 Zhang, Jifeng
3 Zhang, Xin
3 Zhou, Chao
2 Aberkane, Samir
2 Fu, Minyue
2 Han, Bingyan
2 Huang, Minyi
2 Huang, Nan-Jing
2 Ivanov, Ivan Ganchev
2 Ji, Wei
2 Li, Min
2 Li, Zixuan
2 Lü, Qi
2 Ma, Bowen
2 Palamarchuk, E. S.
2 Pham, Huyên
2 Qi, Qingyuan
2 Qiu, Zhenghong
2 Rosazza Gianin, Emanuela
2 Sun, Yun
2 Tang, Maoning
2 Tian, Ran
2 Wang, Shujun
2 Wang, Wenjing
2 Wei, Jiaqin
2 Wong, Hoi Ying
2 Yan, Zhiguo
2 Zhang, Haisen
2 Zhang, Weihai
2 Zhang, Xianfeng
2 Zheng, Yueyang
2 Zhu, Yuanguo
1 Ackermann, Julia
1 Aïd, René
1 Ankirchner, Stefan
1 Aryati, Lina
1 Bakan, Hacer Öz
1 Barbieri, Fabio
1 Barreiro-Gomez, Julián
1 Basei, Matteo
1 Bi, Xiuchun
1 Bonesini, Ofelia
1 Buffe, Rémi
1 Callegaro, Giorgia
1 Campi, Luciano
1 Carmona, René A.
1 Cedric, Yiu Ka Fai
1 Cetemen, Doruk
1 Chen, Li
1 Chen, Xin
1 Chen, Yanhong
1 Chen, Yuyang
1 Cheng, Guangquan
1 Choutri, Salah Eddine
1 Conforti, Giovanni
1 Costa, Oswaldo Luiz V.
1 Dai, Lanruo
1 Di Nunno, Giulia
1 Dong, Hailing
1 Dou, Fangfang
1 El Oula Frihi, Zahrate
...and 145 more Authors
all top 5

Cited in 58 Serials

26 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
25 SIAM Journal on Control and Optimization
18 Applied Mathematics and Optimization
12 Mathematical Control and Related Fields
10 Automatica
10 Asian Journal of Control
8 Journal of Mathematical Analysis and Applications
8 Systems & Control Letters
7 Journal of Differential Equations
5 International Journal of Control
5 Journal of Systems Science and Complexity
5 Probability, Uncertainty and Quantitative Risk
4 Journal of Optimization Theory and Applications
4 Advances in Difference Equations
3 Applied Mathematics and Computation
3 Optimal Control Applications & Methods
3 Statistics & Probability Letters
3 Stochastic Processes and their Applications
3 Finance and Stochastics
3 International Journal of Systems Science. Principles and Applications of Systems and Integration
2 Journal of the Franklin Institute
2 Chaos, Solitons and Fractals
2 Journal of Computational and Applied Mathematics
2 The Annals of Applied Probability
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 International Journal of Robust and Nonlinear Control
2 European Journal of Control
2 Soft Computing
2 Stochastics and Dynamics
2 Journal of Applied Mathematics and Computing
2 Discrete and Continuous Dynamical Systems. Series S
1 Theory of Probability and its Applications
1 International Journal of Game Theory
1 Journal of Economic Theory
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Memoirs of the American Mathematical Society
1 Chinese Annals of Mathematics. Series A
1 Chinese Annals of Mathematics. Series B
1 Optimization
1 MCSS. Mathematics of Control, Signals, and Systems
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 SIAM Journal on Optimization
1 Discrete and Continuous Dynamical Systems
1 Journal of Inequalities and Applications
1 Brazilian Journal of Probability and Statistics
1 Differential Equations
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Journal of Industrial and Management Optimization
1 Asian-European Journal of Mathematics
1 SIAM Journal on Financial Mathematics
1 Science China. Mathematics
1 Games
1 Dynamic Games and Applications
1 Numerical Algebra, Control and Optimization
1 Journal of Dynamics and Games
1 Open Mathematics
1 Communications on Applied Mathematics and Computation

Citations by Year