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Creators/Authors contains: "Sun, Jingrui"

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  1. ; (, Journal of Differential Equations)
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  2. ; (, SIAM Journal on Control and Optimization)
    This paper is concerned with an optimal control problem for a mean-field linear stochastic differential equation with a quadratic functional in the infinite time horizon. Under suitable conditions, including the stabilizability, the (strong) exponential, integral, and mean-square turnpike properties for the optimal pair are established. The keys are to correctly formulate the corresponding static optimization problem and find the equations determining the correction processes. These have revealed the main feature of the stochastic problems which are significantly different from the deterministic version of the theory. 
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  3. ; (, Annual Reviews in Control)
    In this paper, we present a brief survey for some recent developments of stochastic linear-quadratic optimal controls. We mainly concentrate on the results obtained by the authors and their collaborators in the last decay. 
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  4. ; ; (, Applied Mathematics & Optimization)
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  5. ; ; (, The Annals of Applied Probability)
    null (Ed.)
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  6. ; (, Stochastic Processes and their Applications)
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  7. ; ; (, Discrete & Continuous Dynamical Systems - A)
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