孙景瑞
助理教授
sunjr@sustech.edu.cn http://faculty.sustech.edu.cn/sunjr/
简历
科研
教学
发表论著
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 – 南方科技大学 Tenure-Track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
发表论著 (*通讯作者)
Hanxiao Wang, Jingrui Sun*, andJiongmin Yong. Weak closed-loop solvability of stochasticlinear-quadratic optimal control problems. Discrete and ContinuousDynamical Systems - Series A, 2019. Published online: doi:10.3934/dcds.**.
JingruiSun* and Jiongmin Yong. Linear-quadraticstochastic two-person nonzero-sum differential games: Open-loop andclosed-loop Nash equilibria. Stochastic Processes and their Applications,2019, 129: 381-418.
JingruiSun*. Linear quadratic optimal control problemswith fixed terminal states and integral quadratic constraints. AppliedMathematics & Optimization, 2018. Published online: https://doi.org/10.1007/s00245-018-9532-7.
JingruiSun* and Jiongmin Yong. Stochastic linearquadratic optimal control problems in infinite horizon. AppliedMathematics & Optimization, 2018, 78: 145-183.
Xun Li, Jingrui Sun*, and JieXiong. Linear quadratic optimal control problems for mean-fieldbackward stochastic differential equations. Applied Mathematics & Optimization,2017. Published online: https://doi.org/10.1007/s00245-017-9464-7.
JingruiSun*. Mean-field stochastic linear quadraticoptimal control problems: Open-loop solvabilities. ESAIM: Control,Optimisation and Calculus of Variations, 2017, 23: 1099-1127.
Xun Li, Jingrui Sun, and JiongminYong. Mean-field stochastic linear quadratic optimal control problems:Closed-loop solvability. Probability, Uncertainty and Quantitative Risk,2016, 1:2.
JingruiSun*, Xun Li, and Jiongmin Yong. Open-loop andclosed-loop solvabilities for stochastic linear quadratic optimal controlproblems. SIAM Journal on Control and Optimization, 2016, 54 (5): 2274-2308.
JingruiSun*, Jiongmin Yong, and Shuguang Zhang. Linearquadratic stochastic two-person zero-sum differential games in aninfinite horizon. ESAIM: Control, Optimisation and Calculus of Variations,2016, 22: 743-769.
JingruiSun* and Jiongmin Yong. Linear quadraticstochastic differential games: Open-loop and closed-loop saddle points.SIAM Journal on Control and Optimization, 2014, 52 (6): 4082-4121.
招聘公告:
南方科技大学孙景瑞课题组诚聘博士后研究员,研究助理若干名。博士后研究员要求博士毕业,从事随机控制、正倒向随机微分方程、或金融数学研究,发表高水平论文一篇及以上。研究助理要求数学专业背景,数学基础扎实,有较好的英文读写能力。有意者请发简历至邮箱:sunjr@sustech.edu.cn