| Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients F Zhang, Y Dong, Q Meng SIAM Journal on Control and Optimization 58 (1), 393-424, 2020 | 23 | 2020 |
| Learning equilibrium mean‐variance strategy M Dai, Y Dong, Y Jia Mathematical Finance 33 (4), 1166-1212, 2023 | 22 | 2023 |
| Second-order necessary conditions for optimal control with recursive utilities Y Dong, Q Meng Journal of Optimization Theory and Applications 182, 494-524, 2019 | 16 | 2019 |
| Randomized optimal stopping problem in continuous time and reinforcement learning algorithm Y Dong SIAM Journal on Control and Optimization 62 (3), 1590-1614, 2024 | 6 | 2024 |
| Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration M Dai, Y Dong, Y Jia, XY Zhou arXiv preprint arXiv:2312.11797, 2023 | 6 | 2023 |
| Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients Y Dong Stochastics 90 (5), 782-806, 2018 | 6 | 2018 |
| Weak limits of random coefficient autoregressive processes and their application in ruin theory Y Dong, J Spielmann Insurance: Mathematics and Economics 91, 1-11, 2020 | 4 | 2020 |
| Optimal Controls of Stochastic Differential Equations with Jumps and Random Coefficients: Stochastic Hamilton–Jacobi–Bellman Equations with Jumps Q Meng, Y Dong, Y Shen, S Tang Applied Mathematics & Optimization 87 (1), 3, 2023 | 3 | 2023 |
| Dynamic Programming Principle and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations for Stochastic Recursive Control Problem with Non-Lipschitz Generator Y Zhuo, Y Dong, J Pu Applied Mathematics & Optimization 82, 851-887, 2020 | 3 | 2020 |
| The obstacle problem for quasilinear stochastic integral-partial differential equations Y Dong, X Yang, J Zhang Stochastics 92 (2), 297-333, 2020 | 2 | 2020 |
| Constrained LQ problem with a random jump and application to portfolio selection Y Dong Chinese Annals of Mathematics, Series B 39 (5), 829-848, 2018 | 2 | 2018 |
| Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors Y Dong, J Liang, CM Brauner Journal of Differential Equations 372, 505-535, 2023 | 1 | 2023 |
| Optimal Stochastic Control Problem for a Carbon Emission Reduction Process W Huang, J Liang, Y Dong SIAM Journal on Applied Mathematics 83 (3), 1272-1295, 2023 | 1 | 2023 |
| The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition Y Dong, X Yang, J Zhang Stochastics and Dynamics 19 (05), 1950039, 2019 | 1 | 2019 |
| Optimal Carbon Emission Control With Allowances Purchasing X Chen, Y Dong, W Huang, J Liang arXiv preprint arXiv:2407.08477, 2024 | | 2024 |
| Learning an Optimal Investment Policy with Transaction Costs via a Randomized Dynkin Game M Dai, Y Dong Available at SSRN 4871712, 2024 | | 2024 |
| Utility maximization of the exponential Lévy switching models Y Dong, L Vostrikova Theory of Probability & Its Applications 69 (1), 127-149, 2024 | | 2024 |
| Stability of traveling wave solutions in a credit rating migration Free Boundary Problem CM Brauner, Y Dong, J Liang, L Lorenzi arXiv preprint arXiv:2401.00198, 2023 | | 2023 |
| The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Control Problem with Random Coefficients Y Dong, Q Meng, Q Zhang arXiv preprint arXiv:2012.04814, 2020 | | 2020 |
| Utility maximization for L {\'e} vy switching models L Vostrikova, Y Dong arXiv preprint arXiv:1807.08982, 2018 | | 2018 |
