Song Wang

  • 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 54 papers between 2000 and 2022.

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PhD thesis 


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Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays.
J. Optim. Theory Appl., 2022

Optimal state-delay control in nonlinear dynamic systems.
Autom., 2022

Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method.
Appl. Math. Comput., 2022

A Hybrid Offline Optimization Method for Reconfiguration of Multi-UAV Formations.
IEEE Trans. Aerosp. Electron. Syst., 2021

Optimal Control Computation for Nonlinear Fractional Time-Delay Systems with State Inequality Constraints.
J. Optim. Theory Appl., 2021

A power penalty approach to a mixed quasilinear elliptic complementarity problem.
J. Glob. Optim., 2021

Numerical solution of free final time fractional optimal control problems.
Appl. Math. Comput., 2021

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

Event-Triggered Disturbance Rejection Control of Discrete Systems.
IEEE Access, 2020

Anti-disturbance Control Based On Uncertain Data.
Proceedings of the ICSIM '20: The 3rd International Conference on Software Engineering and Information Management, 2020

A power penalty approach to a discretized obstacle problem with nonlinear constraints.
Optim. Lett., 2019

Numerical Solution of Fractional Optimal Control.
J. Optim. Theory Appl., 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

Second-order consensus for heterogeneous multi-agent systems with input constraints.
Neurocomputing, 2019

Robust Filtering for Markov Jump Systems by Randomized Algorithm Approach.
Proceedings of the 2019 American Control Conference, 2019

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering.
Optim. Lett., 2018

Characterizations of robust solution set of convex programs with uncertain data.
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

A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems.
Proceedings of the Finite Difference Methods. Theory and Applications, 2018

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

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

A penalty method for a finite-dimensional obstacle problem with derivative constraints.
Optim. Lett., 2014

A numerical method for pricing European options with proportional transaction costs.
J. Glob. Optim., 2014

A penalty method for a fractional order parabolic variational inequality governing American put option valuation.
Comput. Math. Appl., 2014

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing.
Proceedings of the Finite Difference Methods, Theory and Applications, 2014

An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation.
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

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

Pricing American bond options using a penalty method.
Autom., 2012

A power penalty approach to a Nonlinear Complementarity Problem.
Oper. Res. Lett., 2010

Numerical performance of penalty method for American option pricing.
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

Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem.
SIAM J. Optim., 2009

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

Pricing options under jump diffusion processes with fitted finite volume method.
Appl. Math. Comput., 2008

Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American Option pricing.
Numerische Mathematik, 2007

A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities.
Computing, 2006

A radial basis collocation method for Hamilton-Jacobi-Bellman equations.
Autom., 2006

On Chaotic Behaviors of Incompressible Fluid Flows in Triangular Driven Cavities.
Int. J. Bifurc. Chaos, 2005

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

A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems.
Comput. Optim. Appl., 2003

Nonlinear system modeling via knot-optimizing B-spline networks.
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

An optimization approach to numerical integration in two dimensions.
Appl. Math. Comput., 2000