首页 / 人员队伍 / 教研序列 / 孙景瑞
孙景瑞
助理教授
研究方向: 随机最优控制 随机微分博弈 正倒向随机微分方程 数理金融
sunjr@sustech.edu.cn

教育背景:

  • 2008.09 – 2015.06 中国科学技术大学 数学科学学院 获基础数学专业博士学位
  • 2012.10 – 2014.10 美国中佛罗里达大学 数学系 联合培养博士
  • 2004.09 – 2008.07 安徽大学 数学科学学院 获数学与应用数学专业学士学位
  • 工作经历:
  • 2019.02 – 南方科技大学 助理教授
  • 2017.09 – 2019.01 美国中佛罗里达大学 访问助理教授
  • 2016.10 – 2017.09 新加坡国立大学 Research Fellow
  • 2015.10 – 2016.09 香港理工大学 博士后
  • 2015.04 – 2015.09 香港理工大学 研究助理

科研项目:

  1. 国家自然科学基金-优秀青年科学基金项目 (12322118), 2024-01-01 至 2026-12-31, 在研, 主持.
  2. 国家自然科学基金-面上项目 (12271242), 2023-01-01 至 2026-12-31, 在研, 主持.
  3. 国家自然科学基金-青年科学基金项目 (11901280), 2020-01-01 至 2022-12-31, 已结题, 主持.
  4. 广东省自然科学基金-面上项目 (2021A1515010031), 2021-01 至 2023-12, 在研, 主持.
  5. 深圳市自然科学基金-面上项目 (JCYJ20220530112814032), 2022-10-28 至 2025-10-31, 在研, 主持.
  6. 国家重点研发计划项目 (2022YFA1006100), 2023-01-01 至 2027-12-31, 在研, 项目骨干. 
  7. 深圳市未来工业互联网安全保障重点实验室, 深圳市重点实验室组建项目 (ZDSYS20210623092007023), 2022-04-01 至 2024-03-31, 核心成员. 

发表论著:

  1. Jingrui Sun and Jiongmin Yong. Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions. SpringerBriefs in Mathematics, Springer, Cham, (2020). 
  2. Jingrui Sun and Jiongmin Yong. Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems. SpringerBriefs in Mathematics, Springer, Cham, (2020). 

发表论文: 

  1. Jingrui Sun and Jiongmin Yong. Turnpike properties for mean-field linear-quadratic optimal control problems. To appear in SIAM Journal on Control and Optimization, (2023).
  2. Jingrui Sun and Huojun Wu. Long-time behavior of stochastic linear-quadratic optimal control problems. To appear in the 62nd IEEE Conference on Decision and Control, (2023).
  3. Jingrui Sun and Jiongmin Yong. Stochastic linear-quadratic optimal control problems — recent developments. Annual Reviews in Control, 56 (2023): 100899.
  4. Jingrui Sun and Jie Xiong. Stochastic linear-quadratic optimal control with partial observation. SIAM Journal on Control and Optimization, 61 (2023), pp. 1231–1247.
  5. Jingrui Sun, Jie Xiong, and Zhen Wu. Indefinite backward stochastic linear-quadratic optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, 29 (2023): 35.
  6. 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.
  7. 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.
  8. 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. Hanxiao Wang,
  9. 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.
  10. Jingrui Sun, Hanxiao Wang, and Zhen Wu. Mean-field linear-quadratic stochastic differential games. Journal of Differential Equations, 296 (2021), pp. 299-334.
  11. 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.
  12. Jingrui Sun. Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games.SIAM Journal on Control and Optimization, 59 (2021), pp. 1804-1829.
  13. 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.
  14. 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.
  15. Jingrui Sun. Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints. Applied Mathematics & Optimization, 83 (2021), pp. 251-276. Xiuchun Bi,
  16. Jingrui Sun, and Jie Xiong. Optimal control for controllable stochastic linear systems.ESAIM: Control, Optimisation and Calculus of Variations, 26 (2020): 98. Hanxiao Wang,
  17. 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.
  18. 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.
  19. Jingrui Sun and Jiongmin Yong.Stochastic linear quadratic optimal controlproblems in infinite horizon. Applied Mathematics & Optimization, 2018, 78: 145-183. Xun Li,
  20. Jingrui Sun, and Jie Xiong. Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Applied Mathematics & Optimization, 80 (2019), pp. 223-250.
  21. Jingrui Sun. Mean-field stochastic linear quadratic optimal control problems: Open-loop solvabilities. ESAIM: Control, Optimisation and Calculus of Variations, 2017, 23: 1099-1127. Xun Li,
  22. Jingrui Sun, and Jiongmin Yong.Mean-field stochastic linear quadratic optimal control problems: Closed-loop solvability. Probability, Uncertainty and Quantitative Risk, 2016, 1:2.
  23. 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.
  24. 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.
  25. 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.
Baidu
map