研究领域

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

教育背景

2008.09 – 2015.06  中国科学技术大学     数学系  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                    数学系  获数学与应用数学专业学士学位

工作经历

2019.02 –                江南捕鱼（中国官网）有限公司,             Tenure-Track助理教授，副教授

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

发表论著 (*通讯作者)

1. 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.

2. Jingrui Sun* and Jiongmin Yong. Linear-quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria. Stochastic Processes and their Applications, 2019, 129: 381-418.

3. Jingrui Sun*. Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints. Applied Mathematics & Optimization, 2018. Published online: https://doi.org/10.1007/s00245-018-9532-7.

4. Jingrui Sun* and Jiongmin Yong. Stochastic linear quadratic optimal control problems in infinite horizon. Applied Mathematics & Optimization, 2018, 78: 145-183.

5. Xun Li, Jingrui Sun*, and Jie Xiong. Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Applied Mathematics & Optimization, 2017. Published online: https://doi.org/10.1007/s00245-017-9464-7.

6. Jingrui Sun*. Mean-field stochastic linear quadratic optimal control problems: Open-loop solvabilities. ESAIM: Control, Optimisation and Calculus of Variations, 2017, 23: 1099-1127.

7. 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.

8. 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.

9. Jingrui Sun*, Jiongmin Yong, and Shuguang Zhang. Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. ESAIM: Control, Optimisation and Calculus of Variations, 2016, 22: 743-769.

10. Jingrui Sun* and Jiongmin Yong. Linear quadratic stochastic differential games: Open-loop and closed-loop saddle points. SIAM Journal on Control and Optimization, 2014, 52 (6): 4082-4121.