Yuchao Dong

According to our database, Yuchao Dong authored at least 5 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Randomized Optimal Stopping Problem in Continuous Time and Reinforcement Learning Algorithm.

Yuchao Dong

SIAM J. Control. Optim., 2024

2023

Optimal Stochastic Control Problem for a Carbon Emission Reduction Process.

Wenlin Huang, Jin Liang, Yuchao Dong

SIAM J. Appl. Math., June, 2023

Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration.

Min Dai, Yuchao Dong, Yanwei Jia, Xun Yu Zhou

CoRR, 2023

2020

Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients.

Fu Zhang, Yuchao Dong, Qingxin Meng

SIAM J. Control. Optim., 2020

2019

Second-Order Necessary Conditions for Optimal Control with Recursive Utilities.

Yuchao Dong, Qingxin Meng

J. Optim. Theory Appl., 2019