The following pages link to Yuchao Dong (Q1624198):
Displaying 7 items.
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
- Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors (Q6049920) (← links)
- Optimal Stochastic Control Problem for a Carbon Emission Reduction Process (Q6100182) (← links)
- Learning equilibrium mean‐variance strategy (Q6187369) (← links)
