Yuchao Dong

Identifiers

• name variant Yuchao Dong 0.60 · backfill

Papers (9)

1. Randomized Optimal Switching Problem and Related Mirror Descent Flow math.OC · 2026 · author #1
2. A Two-fold Randomization Framework for Impulse Control Problems math.OC · 2025 · author #2
3. Backward Stochastic Riccati Equation with Jumps associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients math.OC · 2018 · author #2
4. Utility maximization for L{\'e}vy switching models math.PR · 2018 · author #2
5. The Obstacle Problem for Quasilinear Stochastic PDEs with Neumann boundary condition math.PR · 2018 · author #1
6. The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations math.PR · 2018 · author #1
7. Second-Order Necessary Conditions for Optimal Control with Recursive Utilities math.OC · 2018 · author #1
8. Constrained LQ problem with a random jump and application to portfolio selection math.OC · 2016 · author #1
9. Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients math.PR · 2016 · author #1

Mentions

• 2606.12875 #1 · arxiv_oai · confidence 0.70 Yuchao Dong
• 2509.12018 #2 · arxiv_oai · confidence 0.70 Yuchao Dong

Frequent Coauthors

• Jing Zhang 2 shared papers
• Qingxin Meng 2 shared papers
• Xue Yang 2 shared papers
• Fu Zhang 1 shared papers
• Haoyang Cao 1 shared papers
• Lioudmila Vostrikova (LAREMA) 1 shared papers
• Zhouhao Yang 1 shared papers