Yuchao Dong

Learning equilibrium mean‐variance strategy

Min Dai, Yuchao Dong, Yanwei Jia · Mathematical Finance · 2023 · 36 citations

Business, Economics, Finance +15

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

Zhang Fu, Yuchao Dong, Qingxin Meng · SIAM Journal on Control and Optimization · 2020 · 29 citations

Engineering, Mathematics, Dynamical Systems +16

Improvement of Dynamic Time Warping (DTW) Algorithm

Yuansheng Lou, Huanhuan Ao, Yuchao Dong · 2015 · 14 citations

Computing, Computer Science, Algorithms +12

Second-Order Necessary Conditions for Optimal Control with Recursive Utilities

Yuchao Dong, Qingxin Meng · Journal of Optimization Theory and Applications · 2019 · 12 citations

Natural Sciences, Economics, Mathematics +16

Randomized Optimal Stopping Problem in Continuous Time and Reinforcement Learning Algorithm

Yuchao Dong · SIAM Journal on Control and Optimization · 2024 · 12 citations

Business, Mathematics, Machine Learning +13