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math.OC2026
Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
Jingrui Sun
This paper develops sharp Hautus-type criteria, stochastic counterparts of the classical Popov-Belevitch-Hautus test, for exact controllability and stabilizability of backwardstruc…
math.OC2026
Near optimal controls for partially observed stochastic linear quadratic problems
Jingrui Sun, Jiaqiang Wen, Jie Xiong +1
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main featu…
math.OC2024
Long-Time Behavior of Zero-Sum Linear-Quadratic Stochastic Differential Games
Jingrui Sun, Jiongmin Yong
The paper investigates the long-time behavior of zero-sum linear-quadratic stochastic differential games, aiming to demonstrate that, under appropriate conditions, both the saddle…