Second-Order Necessary Conditions for Optimal Control with Recursive Utilities. - Yuchao Dong; Qingxin Meng 003 (J. Optim. Theory Appl., 2019)

Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients. - Fu Zhang; Yuchao Dong; Qingxin Meng 003 (SIAM J. Control. Optim., 2020)

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)

Optimal Stochastic Control Problem for a Carbon Emission Reduction Process. - Wenlin Huang; Jin Liang; Yuchao Dong (SIAM J. Appl. Math., 2023)

Randomized Optimal Stopping Problem in Continuous Time and Reinforcement Learning Algorithm. - Yuchao Dong (SIAM J. Control. Optim., 2024)

Stability of Traveling Wave Solutions in a Credit Rating Migration Free Boundary Problem. - Claude-Michel Brauner; Yuchao Dong; Jin Liang; Luca Lorenzi (SIAM J. Math. Anal., 2025)