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Yuchao Dong
ORCID
Publication Activity (10 Years)
Years Active: 2019-2024
Publications (10 Years): 5
Top Topics
Infinite Horizon
Linear Quadratic
Stochastic Control
Reinforcement Learning
Top Venues
SIAM J. Control. Optim.
J. Optim. Theory Appl.
CoRR
SIAM J. Appl. Math.
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Publications
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Yuchao Dong
Randomized Optimal Stopping Problem in Continuous Time and Reinforcement Learning Algorithm.
SIAM J. Control. Optim.
62 (3) (2024)
Min Dai
,
Yuchao Dong
,
Yanwei Jia
,
Xun Yu Zhou
Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration.
CoRR
(2023)
Wenlin Huang
,
Jin Liang
,
Yuchao Dong
Optimal Stochastic Control Problem for a Carbon Emission Reduction Process.
SIAM J. Appl. Math.
83 (3) (2023)
Fu Zhang
,
Yuchao Dong
,
Qingxin Meng
Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients.
SIAM J. Control. Optim.
58 (1) (2020)
Yuchao Dong
,
Qingxin Meng
Second-Order Necessary Conditions for Optimal Control with Recursive Utilities.
J. Optim. Theory Appl.
182 (2) (2019)