The following pages link to Yuchao Dong (Q1624198):
Displaying 14 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)
- Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients (Q5086446) (← links)
- The obstacle problem for quasilinear stochastic integral-partial differential equations (Q5086483) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition (Q5237304) (← 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)
- Stability of traveling wave solutions in a credit rating migration Free Boundary Problem (Q6515583) (← links)
- The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)
- Stability of traveling wave solutions in a credit rating migration free boundary problem (Q6664428) (← links)
