2 citations · 3 across the 5 of their papers we have counts for
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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…
Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon
Jingrui Sun, Jiongmin Yong
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-empti…
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations
Xun Li, Jingrui Sun, Jie Xiong
This paper is concerned with linear quadratic optimal control problems for mean-field backward stochastic differential equations (MF-BSDEs, for short) with deterministic coefficien…
Linear Quadratic Stochastic Two-Person Nonzero-Sum Differential Games: Open-Loop and Closed-Loop Nash Equilibria
Jingrui Sun, Jiongmin Yong
In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the fo…
Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon
Jingrui Sun, Jiongmin Yong, Shuguang Zhang
This paper is concerned with a linear quadratic stochastic two-person zero-sum differential game with constant coefficients in an infinite time horizon. Open-loop and closed-loop s…