Song Wang
Orcid: 0000-0002-5198-8173Affiliations:
- Curtin University, Department of Mathematics and Statistics, Perth, Australia
- University of Western Australia, School of Mathematics and Statistics, Crawley, Australia (former)
- University of Dublin, Trinity College, Ireland (PhD 1989)
According to our database1,
Song Wang
authored at least 58 papers
between 2000 and 2023.
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Bibliography
2023
Numerical solution of delay fractional optimal control problems with free terminal time.
Optim. Lett., July, 2023
2022
Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays.
J. Optim. Theory Appl., 2022
Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method.
Appl. Math. Comput., 2022
2021
IEEE Trans. Aerosp. Electron. Syst., 2021
Optimal Control Computation for Nonlinear Fractional Time-Delay Systems with State Inequality Constraints.
J. Optim. Theory Appl., 2021
J. Glob. Optim., 2021
Appl. Math. Comput., 2021
2020
An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints.
Numer. Algorithms, 2020
A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing.
Math. Comput. Simul., 2020
Asynchronous <i>H</i><sub>∞</sub> control for nonhomogeneous higher-level Markov jump systems.
J. Frankl. Inst., 2020
Stochastic Model Predictive Control for the Set Point Tracking of Unmanned Surface Vehicles.
IEEE Access, 2020
Proceedings of the ICSIM '20: The 3rd International Conference on Software Engineering and Information Management, 2020
2019
A power penalty approach to a discretized obstacle problem with nonlinear constraints.
Optim. Lett., 2019
Event-triggered ε level <i>H</i><sub>∞</sub> probabilistic control of uncertain systems.
J. Frankl. Inst., 2019
A super-convergent unsymmetric finite volume method for convection-diffusion equations.
J. Comput. Appl. Math., 2019
Neurocomputing, 2019
Proceedings of the 2019 American Control Conference, 2019
2018
An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering.
Optim. Lett., 2018
Optim. Lett., 2018
Distributed leader-following consensus of nonlinear multi-agent systems with nonlinear input dynamics.
Neurocomputing, 2018
\({H_\infty }\) Filtering for Uncertain Periodic Markov Jump Systems with Periodic and Partly Unknown Information.
Circuits Syst. Signal Process., 2018
Proceedings of the Finite Difference Methods. Theory and Applications, 2018
2017
Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme.
Comput. Math. Appl., 2017
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing.
Appl. Math. Comput., 2017
2016
Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016
2015
A penalty approach to a discretized double obstacle problem with derivative constraints.
J. Glob. Optim., 2015
Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs.
Appl. Math. Comput., 2015
2014
A penalty method for a finite-dimensional obstacle problem with derivative constraints.
Optim. Lett., 2014
J. Glob. Optim., 2014
J. Glob. Optim., 2014
A penalty method for a fractional order parabolic variational inequality governing American put option valuation.
Comput. Math. Appl., 2014
Proceedings of the Finite Difference Methods, Theory and Applications, 2014
2013
J. Glob. Optim., 2013
An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs.
Appl. Math. Comput., 2013
2012
Special issue on "Optimization and optimal control with applications" for the 4th International Conference on Optimization and Control with Applications (OCA2009), June 6-11, 2009, Harbin, China.
J. Glob. Optim., 2012
An adaptive least-squares collocation radial basis function method for the HJB equation.
J. Glob. Optim., 2012
2010
Oper. Res. Lett., 2010
Optim. Methods Softw., 2010
Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation.
Optim. Methods Softw., 2010
2009
Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem.
SIAM J. Optim., 2009
2008
Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers.
Comput. Math. Appl., 2008
A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems.
Autom., 2008
Appl. Math. Comput., 2008
2007
Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American Option pricing.
Numerische Mathematik, 2007
2006
A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities.
Computing, 2006
Autom., 2006
2005
Int. J. Bifurc. Chaos, 2005
2003
A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation.
Math. Comput., 2003
Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method.
J. Glob. Optim., 2003
Comput. Optim. Appl., 2003
2001
IEEE Trans. Neural Networks, 2001
Construction of Suboptimal Feedback Control for Chaotic Systems using B-splines with Optimally Chosen knot Points.
Int. J. Bifurc. Chaos, 2001
2000
Appl. Math. Comput., 2000