Jingrui Sun

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients	2024-05-17	Paper
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems	2024-02-20	Paper
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems	2023-09-05	Paper
Stochastic Linear-Quadratic Optimal Control with Partial Observation	2023-06-14	Paper
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games	2023-03-29	Paper
Erratum to: ``Turnpike properties for stochastic linear-quadratic optimal control problems	2023-03-10	Paper
Turnpike properties for stochastic linear-quadratic optimal control problems	2022-12-08	Paper
General indefinite backward stochastic linear-quadratic optimal control problems	2022-06-08	Paper
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls	2021-11-04	Paper
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations	2021-08-11	Paper
Mean-field linear-quadratic stochastic differential games	2021-07-12	Paper
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients	2021-07-07	Paper
Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games	2021-06-04	Paper
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability	2021-05-05	Paper
Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints	2021-04-22	Paper
Optimal control for controllable stochastic linear systems	2021-03-17	Paper
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems	2020-06-23	Paper
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability	2020-02-17	Paper
Linear quadratic optimal control problems for mean-field backward stochastic differential equations	2019-08-13	Paper
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions	2019-07-03	Paper
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems	2019-03-28	Paper
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria	2019-01-25	Paper
Stochastic linear quadratic optimal control problems in infinite horizon	2018-09-05	Paper
Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities	2017-06-28	Paper
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems	2016-09-14	Paper
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon	2016-08-03	Paper
Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points	2015-03-27	Paper

Research outcomes over time

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