Song Wang

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 28

Top Topics

Disturbance Rejection

Equality Constraints

Optimal Control

Top Venues

Appl. Math. Comput.

J. Optim. Theory Appl.

J. Glob. Optim.

Publications

Song Wang
Pricing European call options with interval-valued volatility and interest rate. Appl. Math. Comput. 474 (2024)
Chongyang Liu, Zhaohua Gong, Song Wang, Kok Lay Teo
Numerical solution of delay fractional optimal control problems with free terminal time. Optim. Lett. 17 (6) (2023)
Chongyang Liu, Zhaohua Gong, Kok Lay Teo, Song Wang
Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays. J. Optim. Theory Appl. 193 (1) (2022)
Chuanye Gu, Changzhi Wu, Kok Lay Teo, Yonghong Wu, Song Wang
A Smoothing Method for Ramp Metering. IEEE Trans. Intell. Transp. Syst. 23 (8) (2022)
Chongyang Liu, Ryan C. Loxton, Kok Lay Teo, Song Wang
Optimal state-delay control in nonlinear dynamic systems. Autom. 135 (2022)
Zhaohua Gong, Chongyang Liu, Kok Lay Teo, Song Wang, Yonghong Wu
Numerical solution of free final time fractional optimal control problems. Appl. Math. Comput. 405 (2021)
Bin Li, Jiangwei Zhang, Li Dai, Kok Lay Teo, Song Wang
A Hybrid Offline Optimization Method for Reconfiguration of Multi-UAV Formations. IEEE Trans. Aerosp. Electron. Syst. 57 (1) (2021)
Chongyang Liu, Zhaohua Gong, Changjun Yu, Song Wang, Kok Lay Teo
Optimal Control Computation for Nonlinear Fractional Time-Delay Systems with State Inequality Constraints. J. Optim. Theory Appl. 191 (1) (2021)
Yuan Tan, Guangbin Cai, Bin Li, Kok Lay Teo, Song Wang
Stochastic Model Predictive Control for the Set Point Tracking of Unmanned Surface Vehicles. IEEE Access 8 (2020)
Peng Cheng, Feng Pan, Yanyan Yin, Lingshuang Kong, Song Wang
Anti-disturbance Control Based On Uncertain Data. ICSIM (2020)
Yanyan Yin, Lijie Zhu, Fei Liu, Kok Lay Teo, Song Wang
control for nonhomogeneous higher-level Markov jump systems. J. Frankl. Inst. 357 (8) (2020)
Wen Chen, Song Wang
A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing. Math. Comput. Simul. 171 (2020)
Peng Cheng, Yanyan Yin, Yanqing Liu, Song Wang, Feng Pan
Event-Triggered Disturbance Rejection Control of Discrete Systems. IEEE Access 8 (2020)
Jian-Xun Zhao, Song Wang
A power penalty approach to a discretized obstacle problem with nonlinear constraints. Optim. Lett. 13 (7) (2019)
Lutz Angermann, Song Wang
A super-convergent unsymmetric finite volume method for convection-diffusion equations. J. Comput. Appl. Math. 358 (2019)
Yanyan Yin, Yanqing Liu, Xiaoli Luan, Song Wang, Fei Liu
Robust Filtering for Markov Jump Systems by Randomized Algorithm Approach. ACC (2019)
Yanyan Yin, Yanqing Liu, Kok Lay Teo, Song Wang, Fei Liu
probabilistic control of uncertain systems. J. Frankl. Inst. 356 (17) (2019)
Wen Li, Song Wang, Volker Rehbock
Numerical Solution of Fractional Optimal Control. J. Optim. Theory Appl. 180 (2) (2019)
Yanyan Yin, Yi Shi, Fei Liu, Kok Lay Teo, Song Wang
Second-order consensus for heterogeneous multi-agent systems with input constraints. Neurocomputing 351 (2019)
Song Wang, Kai Zhang
An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering. Optim. Lett. 12 (6) (2018)
Yi Shi, Yanyan Yin, Song Wang, Yanqing Liu, Fei Liu
Distributed leader-following consensus of nonlinear multi-agent systems with nonlinear input dynamics. Neurocomputing 286 (2018)
Wen Li, Song Wang
A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems. FDM (2018)
Xiao-Bing Li, Song Wang
Characterizations of robust solution set of convex programs with uncertain data. Optim. Lett. 12 (6) (2018)
Lijie Zhu, Yanyan Yin, Fei Liu, Song Wang
\({H_\infty }\) Filtering for Uncertain Periodic Markov Jump Systems with Periodic and Partly Unknown Information. Circuits Syst. Signal Process. 37 (10) (2018)
Wen Li, Song Wang
Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme. Comput. Math. Appl. 73 (11) (2017)
Wen Chen, Song Wang
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing. Appl. Math. Comput. 305 (2017)
Song Wang
A penalty approach to a discretized double obstacle problem with derivative constraints. J. Glob. Optim. 62 (4) (2015)
Donny Citra Lesmana, Song Wang
Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs. Appl. Math. Comput. 251 (2015)
Wen Li, Song Wang
A numerical method for pricing European options with proportional transaction costs. J. Glob. Optim. 60 (1) (2014)
Wen Chen, Song Wang
A penalty method for a fractional order parabolic variational inequality governing American put option valuation. Comput. Math. Appl. 67 (1) (2014)
Song Wang, Wen Li
Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing. FDM (2014)
Song Wang
A penalty method for a finite-dimensional obstacle problem with derivative constraints. Optim. Lett. 8 (6) (2014)
H. Alwardi, Song Wang, Les S. Jennings
An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation. J. Glob. Optim. 56 (4) (2013)
Donny Citra Lesmana, Song Wang
An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs. Appl. Math. Comput. 219 (16) (2013)
Kai Zhang, Song Wang
Pricing American bond options using a penalty method. Autom. 48 (3) (2012)
H. Alwardi, Song Wang, Les S. Jennings, Steven Richardson
An adaptive least-squares collocation radial basis function method for the HJB equation. J. Glob. Optim. 52 (2) (2012)
Song Wang, Kok Lay Teo
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. 52 (2) (2012)
Guanghui Wang, Song Wang
Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation. Optim. Methods Softw. 25 (5) (2010)
K. Zhang, X. Q. Yang, Song Wang, Kok Lay Teo
Numerical performance of penalty method for American option pricing. Optim. Methods Softw. 25 (5) (2010)
Chongchao Huang, Song Wang
A power penalty approach to a Nonlinear Complementarity Problem. Oper. Res. Lett. 38 (1) (2010)
Ranga Muhandiramge, Natashia Boland, Song Wang
Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem. SIAM J. Optim. 20 (1) (2009)
Steven Richardson, Song Wang, Les S. Jennings
A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems. Autom. 44 (4) (2008)
Kai Zhang, Song Wang
Pricing options under jump diffusion processes with fitted finite volume method. Appl. Math. Comput. 201 (1-2) (2008)
Zi-Cai Li, Heng-Shuing Tsai, Song Wang, John J. H. Miller
Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers. Comput. Math. Appl. 55 (11) (2008)
Lutz Angermann, Song Wang
Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American Option pricing. Numerische Mathematik 106 (1) (2007)
C.-S. Huang, Song Wang, C. S. Chen, Z.-C. Li
A radial basis collocation method for Hamilton-Jacobi-Bellman equations. Autom. 42 (12) (2006)
C.-S. Huang, C.-H. Hung, Song Wang
A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities. Computing 77 (3) (2006)
Song Wang
On Chaotic Behaviors of Incompressible Fluid Flows in Triangular Driven Cavities. Int. J. Bifurc. Chaos 15 (10) (2005)
Song Wang, Zi-Cai Li
A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation. Math. Comput. 72 (244) (2003)
Song Wang, Les S. Jennings, Kok Lay Teo
Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method. J. Glob. Optim. 27 (2-3) (2003)
Song Wang, X. Q. Yang, Kok Lay Teo
A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems. Comput. Optim. Appl. 25 (1-3) (2003)
Ka Fai Cedric Yiu, Song Wang, Kok Lay Teo, Ah Chung Tsoi
Nonlinear system modeling via knot-optimizing B-spline networks. IEEE Trans. Neural Networks 12 (5) (2001)
H. W. Joseph Lee, Kok Lay Teo, Wei Rong Lee, Song Wang
Construction of Suboptimal Feedback Control for Chaotic Systems using B-splines with Optimally Chosen knot Points. Int. J. Bifurc. Chaos 11 (9) (2001)
Wei Rong Lee, Song Wang, Kok Lay Teo
An optimization approach to numerical integration in two dimensions. Appl. Math. Comput. 109 (2-3) (2000)