Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points. - Jingrui Sun; Jiongmin Yong (SIAM J. Control. Optim., 2014)

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems. - Jingrui Sun; Xun Li 002; Jiongmin Yong (SIAM J. Control. Optim., 2016)

Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games. - Jingrui Sun (SIAM J. Control. Optim., 2021)

Long-Time Behavior of Stochastic Linear-Quadratic Optimal Control Problems. - Jingrui Sun; Huojun Wu (CDC, 2023)

Stochastic linear-quadratic optimal control problems - Recent developments. - Jingrui Sun; Jiongmin Yong (Annu. Rev. Control., 2023)

Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games. - Jingrui Sun; Hanxiao Wang 004; Jiaqiang Wen (SIAM J. Control. Optim., 2023)

Stochastic Linear-Quadratic Optimal Control with Partial Observation. - Jingrui Sun; Jie Xiong (SIAM J. Control. Optim., 2023)

Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems. - Jingrui Sun; Jiongmin Yong (SIAM J. Control. Optim., 2024)

Stochastic Linear-Quadratic Optimal Control With Input Delay and Quadratic Constraint. - Dawei Liu; Jingrui Sun; Juanjuan Xu; Huanshui Zhang (IEEE Trans. Syst. Man Cybern. Syst., 2025)