Yuchao Dong

Available identifiers

zbMath Open dong.yuchaoMaRDI QIDQ1624198

List of research outcomes

Publication	Date of Publication	Type
Learning equilibrium mean‐variance strategy	2024-01-31	Paper
Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors	2023-09-18	Paper
Optimal Stochastic Control Problem for a Carbon Emission Reduction Process	2023-06-21	Paper
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps	2022-11-11	Paper
Randomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm	2022-08-03	Paper
Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients	2022-07-05	Paper
The obstacle problem for quasilinear stochastic integral-partial differential equations	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	2020-09-09	Paper
Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients	2020-01-31	Paper
The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition	2019-10-17	Paper
Second-order necessary conditions for optimal control with recursive utilities	2019-08-13	Paper
Constrained LQ problem with a random jump and application to portfolio selection	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	2018-04-22	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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