An optimization approach to numerical integration in two dimensions. - Wei Rong Lee; Song Wang 004; Kok Lay Teo (Appl. Math. Comput., 2000)

Construction of Suboptimal Feedback Control for Chaotic Systems using B-splines with Optimally Chosen knot Points. - H. W. Joseph Lee; Kok Lay Teo; Wei Rong Lee; Song Wang 004 (Int. J. Bifurc. Chaos, 2001)

Nonlinear system modeling via knot-optimizing B-spline networks. - Ka Fai Cedric Yiu; Song Wang 004; Kok Lay Teo; Ah Chung Tsoi (IEEE Trans. Neural Networks, 2001)

A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems. - Song Wang 004; X. Q. Yang; Kok Lay Teo (Comput. Optim. Appl., 2003)

Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method. - Song Wang 004; Les S. Jennings; Kok Lay Teo (J. Glob. Optim., 2003)

A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation. - Song Wang 004; Zi-Cai Li (Math. Comput., 2003)

On Chaotic Behaviors of Incompressible Fluid Flows in Triangular Driven Cavities. - Song Wang 004 (Int. J. Bifurc. Chaos, 2005)

A radial basis collocation method for Hamilton-Jacobi-Bellman equations. - Chieh-Sen Huang; Song Wang 004; C. S. Chen; Zi-Cai Li (Autom., 2006)

A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities. - C.-S. Huang; C.-H. Hung; Song Wang 004 (Computing, 2006)

Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American Option pricing. - Lutz Angermann; Song Wang 004 (Numerische Mathematik, 2007)

Pricing options under jump diffusion processes with fitted finite volume method. - Kai Zhang 019; Song Wang 004 (Appl. Math. Comput., 2008)

A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems. - Steven Richardson; Song Wang 004; Les S. Jennings (Autom., 2008)

Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers. - Zi-Cai Li; Heng-Shuing Tsai; Song Wang 004; John J. H. Miller (Comput. Math. Appl., 2008)

A power penalty method for linear complementarity problems. - Song Wang 004; Xiaoqi Yang 001 (Oper. Res. Lett., 2008)

Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem. - Ranga Muhandiramge; Natashia Boland; Song Wang 004 (SIAM J. Optim., 2009)

Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation. - Guanghui Wang; Song Wang 004 (Optim. Methods Softw., 2010)

Numerical performance of penalty method for American option pricing. - K. Zhang; X. Q. Yang; Song Wang 004; Kok Lay Teo (Optim. Methods Softw., 2010)

A power penalty approach to a Nonlinear Complementarity Problem. - Chongchao Huang; Song Wang 004 (Oper. Res. Lett., 2010)

Pricing American bond options using a penalty method. - Kai Zhang 019; Song Wang 004 (Autom., 2012)

An adaptive least-squares collocation radial basis function method for the HJB equation. - H. Alwardi; Song Wang 004; Les S. Jennings; Steven Richardson (J. Glob. Optim., 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. - Song Wang 004; Kok Lay Teo (J. Glob. Optim., 2012)

An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs. - Donny Citra Lesmana; Song Wang 004 (Appl. Math. Comput., 2013)

An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation. - H. Alwardi; Song Wang 004; Les S. Jennings (J. Glob. Optim., 2013)

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing. - Song Wang 004; Wen Li (FDM, 2014)

A penalty method for a fractional order parabolic variational inequality governing American put option valuation. - Wen Chen 014; Song Wang 004 (Comput. Math. Appl., 2014)

A numerical method for pricing European options with proportional transaction costs. - Wen Li; Song Wang 004 (J. Glob. Optim., 2014)

A penalty approximation method for a semilinear parabolic double obstacle problem. - Yu Ying Zhou; Song Wang 004; X. Q. Yang (J. Glob. Optim., 2014)

A penalty method for a finite-dimensional obstacle problem with derivative constraints. - Song Wang 004 (Optim. Lett., 2014)

Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs. - Donny Citra Lesmana; Song Wang 004 (Appl. Math. Comput., 2015)

A penalty approach to a discretized double obstacle problem with derivative constraints. - Song Wang 004 (J. Glob. Optim., 2015)

A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation. - Wen Chen 014; Song Wang 004 (NAA, 2016)

A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing. - Wen Chen 014; Song Wang 004 (Appl. Math. Comput., 2017)

Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme. - Wen Li; Song Wang 004 (Comput. Math. Appl., 2017)

A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems. - Wen Li; Song Wang 004 (FDM, 2018)

({H_ infty } ) Filtering for Uncertain Periodic Markov Jump Systems with Periodic and Partly Unknown Information. - Lijie Zhu; Yanyan Yin; Fei Liu 001; Song Wang 004 (Circuits Syst. Signal Process., 2018)

Distributed leader-following consensus of nonlinear multi-agent systems with nonlinear input dynamics. - Yi Shi; Yanyan Yin; Song Wang 004; Yanqing Liu; Fei Liu 001 (Neurocomputing, 2018)

Characterizations of robust solution set of convex programs with uncertain data. - Xiao-Bing Li; Song Wang 004 (Optim. Lett., 2018)

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering. - Song Wang 004; Kai Zhang 019 (Optim. Lett., 2018)

Robust Filtering for Markov Jump Systems by Randomized Algorithm Approach. - Yanyan Yin; Yanqing Liu; Xiaoli Luan; Song Wang 004; Fei Liu 001 (ACC, 2019)

Second-order consensus for heterogeneous multi-agent systems with input constraints. - Yanyan Yin; Yi Shi; Fei Liu 001; Kok Lay Teo; Song Wang 004 (Neurocomputing, 2019)

A super-convergent unsymmetric finite volume method for convection-diffusion equations. - Lutz Angermann; Song Wang 004 (J. Comput. Appl. Math., 2019)

Event-triggered ε level H∞ probabilistic control of uncertain systems. - Yanyan Yin; Yanqing Liu; Kok Lay Teo; Song Wang 004; Fei Liu 001 (J. Frankl. Inst., 2019)

Numerical Solution of Fractional Optimal Control. - Wen Li; Song Wang 004; Volker Rehbock (J. Optim. Theory Appl., 2019)

A power penalty approach to a discretized obstacle problem with nonlinear constraints. - Jian-Xun Zhao; Song Wang 004 (Optim. Lett., 2019)

Anti-disturbance Control Based On Uncertain Data. - Peng Cheng; Feng Pan 004; Yanyan Yin; Lingshuang Kong; Song Wang 004 (ICSIM, 2020)

Event-Triggered Disturbance Rejection Control of Discrete Systems. - Peng Cheng; Yanyan Yin; Yanqing Liu; Song Wang 004; Feng Pan 004 (IEEE Access, 2020)

Stochastic Model Predictive Control for the Set Point Tracking of Unmanned Surface Vehicles. - Yuan Tan 002; Guangbin Cai; Bin Li 005; Kok Lay Teo; Song Wang 004 (IEEE Access, 2020)

Asynchronous H∞ control for nonhomogeneous higher-level Markov jump systems. - Yanyan Yin; Lijie Zhu; Fei Liu 001; Kok Lay Teo; Song Wang 004 (J. Frankl. Inst., 2020)

A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing. - Wen Chen 014; Song Wang 004 (Math. Comput. Simul., 2020)

An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints. - Jian-Xun Zhao; Song Wang 004 (Numer. Algorithms, 2020)

Numerical solution of free final time fractional optimal control problems. - Zhaohua Gong; Chongyang Liu; Kok Lay Teo; Song Wang 004; Yonghong Wu (Appl. Math. Comput., 2021)

A power penalty approach to a mixed quasilinear elliptic complementarity problem. - Yarui Duan; Song Wang 004; Yuying Zhou (J. Glob. Optim., 2021)

Optimal Control Computation for Nonlinear Fractional Time-Delay Systems with State Inequality Constraints. - Chongyang Liu; Zhaohua Gong; Changjun Yu; Song Wang 004; Kok Lay Teo (J. Optim. Theory Appl., 2021)

A Hybrid Offline Optimization Method for Reconfiguration of Multi-UAV Formations. - Bin Li 005; Jiangwei Zhang; Li Dai 001; Kok Lay Teo; Song Wang 004 (IEEE Trans. Aerosp. Electron. Syst., 2021)

Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method. - Nan Li; Song Wang 004; Kai Zhang 019 (Appl. Math. Comput., 2022)

Optimal state-delay control in nonlinear dynamic systems. - Chongyang Liu; Ryan C. Loxton; Kok Lay Teo; Song Wang 004 (Autom., 2022)

Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays. - Chongyang Liu; Zhaohua Gong; Kok Lay Teo; Song Wang 004 (J. Optim. Theory Appl., 2022)

A Smoothing Method for Ramp Metering. - Chuanye Gu; Changzhi Wu; Kok Lay Teo; Yonghong Wu; Song Wang 004 (IEEE Trans. Intell. Transp. Syst., 2022)

Numerical Techniques for Determining Implied Volatility in Option Pricing. - Bashiruddin Nabubie; Song Wang 004 (J. Comput. Appl. Math., 2023)

Numerical solution of delay fractional optimal control problems with free terminal time. - Chongyang Liu; Zhaohua Gong; Song Wang 004; Kok Lay Teo (Optim. Lett., 2023)

Pricing European call options with interval-valued volatility and interest rate. - Song Wang 004 (Appl. Math. Comput., 2024)

A control parameterization method for solving combined fractional optimal parameter selection and optimal control problems. - Xiaopeng Yi; Zhaohua Gong; Chongyang Liu; Huey Tyng Cheong; Kok Lay Teo; Song Wang 004 (Commun. Nonlinear Sci. Numer. Simul., 2025)