Yuchao Dong

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stability of traveling wave solutions in a credit rating migration free boundary problem SIAM Journal on Mathematical Analysis	2025-01-16	Paper
The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations	2024-12-13	Paper
Learning equilibrium mean‐variance strategy Mathematical Finance	2024-01-31	Paper
Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors Journal of Differential Equations	2023-09-18	Paper
Optimal Stochastic Control Problem for a Carbon Emission Reduction Process SIAM Journal on Applied Mathematics	2023-06-21	Paper
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps Applied Mathematics and Optimization	2022-11-11	Paper
Randomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm	2022-08-03	Paper
The obstacle problem for quasilinear stochastic integral-partial differential equations Stochastics	2022-07-05	Paper
Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients Stochastics	2022-07-05	Paper
The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Control Problem with Random Coefficients	2020-12-08	Paper
Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator Applied Mathematics and Optimization	2020-09-09	Paper
Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients SIAM Journal on Control and Optimization	2020-01-31	Paper
Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients SIAM Journal on Control and Optimization	2020-01-31	Paper
The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition Stochastics and Dynamics	2019-10-17	Paper
Second-order necessary conditions for optimal control with recursive utilities Journal of Optimization Theory and Applications	2019-08-13	Paper
Constrained LQ problem with a random jump and application to portfolio selection Chinese Annals of Mathematics. Series B	2018-11-15	Paper
Utility maximization for L{\'e}vy switching models	2018-07-24	Paper
The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations (available as arXiv preprint)	2018-04-22	Paper
Stability of traveling wave solutions in a credit rating migration Free Boundary Problem (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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