Jingrui Sun

Finance · 2015–2020

A researcher in the Science corpus: 6 papers; trusts 17 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 46 citations into it; #6,946 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 19 citations into it
• Demography — 18 citations into it; #2,333 of 4,236 by trust here, #2,670 by citations
• Computational Theory and Mathematics — 9 citations into it
• Control and Systems Engineering — 9 citations into it
• Management Science and Operations Research — 9 citations into it; #7,578 of 11,946 by trust here, #8,469 by citations
• Statistical and Nonlinear Physics — 7 citations into it
• Mathematical Physics — 6 citations into it

Whom Jingrui Sun trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jiongmin Yong
2. Jianhui Huang
3. Mustapha Ait Rami
4. Rainer Buckdahn
5. Xun Yu Zhou
6. Xunjing Li
7. Shuping Chen
8. Boualem Djehiche
9. Peter E. Caines
10. Juan Li

Who trusts Jingrui Sun overall

1. Huyen Pham
2. Xunjing Li
3. Jiongmin Yong

Papers from Jingrui Sun's perspective

Ordered by how strongly the researchers Jingrui Sun trusts endorse each paper. Same corpus, a different order for every researcher.

1. Mean field games
2. A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations
3. Linear Matrix Inequalities
4. Generalized Inverse Matrices
5. Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls (IEEE Transactions on Automatic Control)
6. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
7. Forward-Backward Stochastic Differential Equations and their Applications
8. A Maximum Principle for SDEs of Mean-Field Type
9. Non-Cooperative Games
10. Control of McKean–Vlasov dynamics versus mean field games

Their papers

• Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (2016) — 65 citations
• Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions (2020) — 98 citations
• Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon (2016) — 64 citations
• Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations (2016) — 72 citations
• Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria (2016) — 55 citations
• Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Open-Loop Solvabilities (2015) — 66 citations