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孙景瑞

副教授  

http://faculty.sustech.edu.cn/sunjr/

  • 简历
  • 科研
  • 教学
  • 发表论著

      南方科技大学副教授，2015 年在中国科学技术大学取得博士学位，2015.4 至 2019.2 先后在香港理工大学、新加坡国立大学、中佛罗里达大学从事科研教学工作，2019 年 2 月加盟南方科技大学数学系。


      2019 年获得深圳市海外高层次人才 “孔雀计划” C 类称号，2023 年独立获得由 SIAM (美国工业与应用数学学会) 颁发的 "SIAG/CST Best SICON Paper Prize"。主持国自然优秀青年科学基金项目、国自然面上项目、国自然青年科学基金项目、广东省自然科学基金面上项目、深圳市自然科学基金面上项目各 1 项，参与国家重点研发计划项目 1 项，是深圳市未来工业互联网安全保障重点实验室核心成员。


      研究领域为随机控制及其应用。在 Springer 出版专著 2 部，在 SIAM Journal on Control and Optimization、Annals of Applied Probability、ESAIM: Control, Optimisation and Calculus of Variations、Stochastic Processes and their Applications、Journal of Differential Equations、Applied Mathematics and Optimization、Discrete and Continuous Dynamical Systems-A 等世界一流学术期刊发表学术论文 20 余篇。



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 stochastic linear-quadratic optimal control problems with periodic coefficients. Journal of Differential Equations, 400 (2024), pp. 189–229. 
  2. Jingrui Sun and Jiongmin Yong. Turnpike properties for mean-field linear-quadratic optimal control problems. SIAM Journal on Control and Optimization, 62 (2024), pp. 752–775.
  3. Jingrui Sun and Huojun Wu. Long-time behavior of stochastic linear-quadratic optimal control problems. The 62nd IEEE Conference on Decision and Control, (2023), pp. 2796–2802.  
  4. Jingrui Sun and Jiongmin Yong. Stochastic linear-quadratic optimal control problems — recent developments. Annual Reviews in Control, 56 (2023): 100899.    
  5. Jingrui Sun and Jie Xiong. Stochastic linear-quadratic optimal control with partial observation. SIAM Journal on Control and Optimization, 61 (2023), pp. 1231–1247.  
  6. Jingrui Sun, Zhen Wu, and Jie Xiong. Indefinite backward stochastic linear-quadratic optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, 29 (2023): 35. 
  7. 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. 
  8. 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. 
  9. 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.
  10. Hanxiao Wang, 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.    
  11. Jingrui Sun, Hanxiao Wang, and Zhen Wu. Mean-field linear-quadratic stochastic differential games. Journal of Differential Equations, 296 (2021), pp. 299-334. 
  12. 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.   
  13. Jingrui Sun. Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games.SIAM Journal on Control and Optimization, 59 (2021), pp. 1804-1829.
  14. 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.
  15. 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. 
  16. Jingrui Sun. Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints. Applied Mathematics & Optimization, 83 (2021), pp. 251-276.
  17. Xiuchun Bi, Jingrui Sun, and Jie Xiong. Optimal control for controllable stochastic linear systems.ESAIM: Control, Optimisation and Calculus of Variations, 26 (2020): 98. 
  18. 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.
  19. 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.
  20. Jingrui Sun and Jiongmin Yong.Stochastic linear quadratic optimal controlproblems in infinite horizon. Applied Mathematics & Optimization, 2018, 78: 145-183.
  21. Xun Li, 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.
  22. Jingrui Sun. Mean-field stochastic linear quadratic optimal control problems: Open-loop solvabilities. ESAIM: Control, Optimisation and Calculus of Variations, 2017, 23: 1099-1127.
  23. 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.
  24. 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.
  25. 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.
  26. 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. 


招聘公告


南方科技大学孙景瑞课题组诚招博士后若干名


博士后待遇：

  1. 博士后聘用期两年，年薪 33 万元起，含广东省生活补贴15万元及深圳市生活补贴6 万元，并按深圳市有关规定参加社会保险及住房公积金。博士后福利费参照学校教职工标准发放。
  2. 特别优秀候选人可以申请校长卓越博士后，年薪可达50万元以上。(含广东省及深圳市在站生活补贴)。
  3. 在站期间，可依托学校申请深圳市公租房，未依托学校使用深圳市公租房的博士后，可享受两年税前2800元/月的住房补贴。
  4. 拥有优良的工作环境和境内外合作交流机会，博士后在站期间享受两年共计2.5万学术交流经费资助。
  5. 课题组协助符合条件的博士后申请“广东省海外人才支持项目”。即在世界排名前200名的高校(不含境内，排名以上一年度泰晤士、USNEWS、QS 和上海交通大学的世界大学排行榜为准)获得博士学位，在广东省博士后设站单位从事博士后研究，并承诺在站2年以上的博士后，申请成功后省财政给予每名进站博士后资助60万元生活补贴(与广东省及深圳市在站博士后生活补贴不同时享受);对获得本项目资助，出站后与广东省用人单位签订工作协议或劳动合同并承诺连续在粤工作3年以上的博士后，省财政给予每人40万元住房补贴。
  6. 博士后出站选择留深从事科研工作，且与本市企事业单位签订3年以上劳动(聘用)合同的，可以申请深圳市博士后留深来深科研资助。深圳市政府给予每人每年10万元科研资助，共资助3年(以深圳市最新申报要求为准)。
  7. 根据《深圳市新引进博士人才生活补贴工作实施办法》规定，新引进博士人才生活补贴 (10万元) 与省市博士后在站生活补贴不同时享受。


博士后要求：


研究方向为随机控制、随机分析、数理金融或概率统计者优先；有发表论文经历者优先。
注：请有意应聘者发送个人简历邮件到 sunjr@sustech.edu.cn






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.



泛函分析、概率论、概率论与数理统计、金融数学专题、随机分析、随机控制与投资组合理论

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 stochastic linear-quadratic optimal control problems with periodic coefficients. Journal of Differential Equations, 400 (2024), pp. 189–229. 
  2. Jingrui Sun and Jiongmin Yong. Turnpike properties for mean-field linear-quadratic optimal control problems. SIAM Journal on Control and Optimization, 62 (2024), pp. 752–775. 
  3. Jingrui Sun and Huojun Wu. Long-time behavior of stochastic linear-quadratic optimal control problems. The 62nd IEEE Conference on Decision and Control, (2023), pp. 2796–2802. 
  4. Jingrui Sun and Jiongmin Yong. Stochastic linear-quadratic optimal control problems — recent developments. Annual Reviews in Control, 56 (2023): 100899.    
  5. Jingrui Sun and Jie Xiong. Stochastic linear-quadratic optimal control with partial observation. SIAM Journal on Control and Optimization, 61 (2023), pp. 1231–1247.  
  6. Jingrui Sun, Zhen Wu, and Jie Xiong. Indefinite backward stochastic linear-quadratic optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, 29 (2023): 35. 
  7. 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. 
  8. 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. 
  9. 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.
  10. Hanxiao Wang, 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.    
  11. Jingrui Sun, Hanxiao Wang, and Zhen Wu. Mean-field linear-quadratic stochastic differential games. Journal of Differential Equations, 296 (2021), pp. 299-334. 
  12. 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.   
  13. Jingrui Sun. Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games.SIAM Journal on Control and Optimization, 59 (2021), pp. 1804-1829.
  14. 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.
  15. 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. 
  16. Jingrui Sun. Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints. Applied Mathematics & Optimization, 83 (2021), pp. 251-276.
  17. Xiuchun Bi, Jingrui Sun, and Jie Xiong. Optimal control for controllable stochastic linear systems.ESAIM: Control, Optimisation and Calculus of Variations, 26 (2020): 98. 
  18. 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.
  19. 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.
  20. Jingrui Sun and Jiongmin Yong. Stochastic linear quadratic optimal control problems in infinite horizon. Applied Mathematics & Optimization, 2018, 78: 145-183.
  21. 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.
  22. Jingrui Sun. Mean-field stochastic linear quadratic optimal control problems: Open-loop solvabilities. ESAIM: Control, Optimisation and Calculus of Variations, 2017, 23: 1099-1127.
  23. 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.
  24. 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.
  25. 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.
  26. 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): 4082-41



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