Southern University of Science and Technology (SUSTech) is a public university founded in the Shenzhen Special Economic Zone of China.
SUSTech offers an unparalleled learning and research experience at the scientific and technological frontiers.
SUSTech offers unprecedented opportunities for undergraduate and graduate students to work alongside the faculty to explore and tackle both fundamental and practical problems.
The Global Engagement Office (GEO) is responsible for forming and implementing a coherent strategy to promote the University’s international development and global profile.
The undergraduate admission of SUSTech adopts comprehensive evaluation enrollment mode based on national college entrance examination.The graduate admission of SUSTech currently adopts joint training mode.
The main duties of SUSTCEF is to accept the donations from the domestic and foreign associations, enterprises, trading companies and individuals, and establish the funding projects depending on the demands of the university and the wishes of the donors.
Tenure-Track Assistant Professor
Department of Mathematics
Stochastic optimal control
Stochastic differential games
Forward and backward stochastic differential equations
2008.09 – 2015.06 PhD in Mathematics, University of Science and Technology of China
2012.10 – 2014.10 Joint-Cultivated PhD in Mathematics, University of Central Florida
2004.09 – 2008.07 BS in Mathematics and Applied Mathematics, Anhui University
2019.02 – Present Tenure-Track Assistant Professor, Department of Mathematics, SUSTech
2017.09 – 2019.01 Visiting Assistant Professor, Department of Mathematics, University of Central Florida
2016.10 – 2017.09 Research Fellow, Department of Mathematics, National University of Singapore
2015.10 – 2016.09 Postdoctoral Fellow, Department of Applied Mathematics, The Hong Kong Polytechnic University
2015.04 – 2015.09 Research Assistant, Department of Applied Mathematics, The Hong Kong Polytechnic University
Publications (*Corresponding author)
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.