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ORCIDSong Wang 0004
Person information
- affiliation: Curtin University, Department of Mathematics and Statistics, Perth, Australia
- affiliation (former): University of Western Australia, School of Mathematics and Statistics, Crawley, Australia
- affiliation (PhD 1989): University of Dublin, Trinity College, Ireland
Other persons with the same name
- Song Wang — disambiguation page
- Song Wang 0001 — Hewlett-Packard Laboratories, Palo Alto, CA, USA (and 1 more)
- Song Wang 0002
![[0000-0003-4152-5295]](https://dblp.uni-trier.de./img/orcid-mark.12x12.png "0000-0003-4152-5295")
— University of South Carolina, Department of Computer Science and Engineering, Columbia, SC, USA (and 1 more) - Song Wang 0003 — La Trobe University, School of Engineering and Mathematical Sciences, VIC, Australia (and 1 more)
- Song Wang 0005 — McGill University, Schulich School of Music, Montreal, QC, Canada (and 1 more)
- Song Wang 0006 — Beijing University of Posts and Telecommunications, Automation College, China
- Song Wang 0007 — Fujitsu R&D Center, Beijing, China
- Song Wang 0008 — Zhengzhou University, School of Information Engineering, China
- Song Wang 0009 — York University, Toronto, ON, Canada (and 1 more)
- Song Wang 0010 — Southwest University of Science and Technology, School of Computer Science and Technology, Mianyang, China
- Song Wang 0011 — Wuhan University, School of Computer Science, National Engineering Research Center for Multimedia Software, China
- Song Wang 0012 — Microsoft Azure
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Journal Articles
- 2025
[j55]Xiaopeng Yi, Zhaohua Gong, Chongyang Liu, Huey Tyng Cheong, Kok Lay Teo, Song Wang:
A control parameterization method for solving combined fractional optimal parameter selection and optimal control problems. Commun. Nonlinear Sci. Numer. Simul. 141: 108462 (2025)- 2024
- [j54]Song Wang:
Pricing European call options with interval-valued volatility and interest rate. Appl. Math. Comput. 474: 128698 (2024) - 2023
- [j53]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): 1359-1378 (2023) - 2022
- [j52]Nan Li, Song Wang, Kai Zhang:
Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method. Appl. Math. Comput. 421: 126937 (2022) - [j51]Chongyang Liu, Ryan C. Loxton, Kok Lay Teo, Song Wang:
Optimal state-delay control in nonlinear dynamic systems. Autom. 135: 109981 (2022) - [j50]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): 856-876 (2022) - [j49]Chuanye Gu, Changzhi Wu, Kok Lay Teo, Yonghong Wu, Song Wang:
A Smoothing Method for Ramp Metering. IEEE Trans. Intell. Transp. Syst. 23(8): 13358-13371 (2022) - 2021
- [j48]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: 126270 (2021) - [j47]Yarui Duan, Song Wang, Yuying Zhou:
A power penalty approach to a mixed quasilinear elliptic complementarity problem. J. Glob. Optim. 81(4): 901-918 (2021) - [j46]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): 83-117 (2021) - [j45]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): 506-520 (2021) - 2020
- [j44]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: 579-588 (2020) - [j43]Peng Cheng, Yanyan Yin, Yanqing Liu, Song Wang, Feng Pan:
Event-Triggered Disturbance Rejection Control of Discrete Systems. IEEE Access 8: 77934-77939 (2020) - [j42]Yanyan Yin, Lijie Zhu, Fei Liu, Kok Lay Teo, Song Wang:
Asynchronous H∞ control for nonhomogeneous higher-level Markov jump systems. J. Frankl. Inst. 357(8): 4697-4708 (2020) - [j41]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: 279-293 (2020) - [j40]Jian-Xun Zhao, Song Wang:
An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints. Numer. Algorithms 85(2): 571-589 (2020) - 2019
- [j39]Yanyan Yin, Yi Shi, Fei Liu, Kok Lay Teo, Song Wang:
Second-order consensus for heterogeneous multi-agent systems with input constraints. Neurocomputing 351: 43-50 (2019) - [j38]Lutz Angermann, Song Wang:
A super-convergent unsymmetric finite volume method for convection-diffusion equations. J. Comput. Appl. Math. 358: 179-189 (2019) - [j37]Yanyan Yin, Yanqing Liu, Kok Lay Teo, Song Wang, Fei Liu:
Event-triggered ε level H∞ probabilistic control of uncertain systems. J. Frankl. Inst. 356(17): 10564-10575 (2019) - [j36]Wen Li, Song Wang, Volker Rehbock:
Numerical Solution of Fractional Optimal Control. J. Optim. Theory Appl. 180(2): 556-573 (2019) - [j35]Jian-Xun Zhao, Song Wang:
A power penalty approach to a discretized obstacle problem with nonlinear constraints. Optim. Lett. 13(7): 1483-1504 (2019) - 2018
- [j34]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): 4200-4214 (2018) - [j33]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: 193-197 (2018) - [j32]Song Wang, Kai Zhang:
An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering. Optim. Lett. 12(6): 1161-1178 (2018) - [j31]Xiao-Bing Li, Song Wang:
Characterizations of robust solution set of convex programs with uncertain data. Optim. Lett. 12(6): 1387-1402 (2018) - 2017
- [j30]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: 174-187 (2017) - [j29]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): 2454-2469 (2017) - 2015
- [j28]Donny Citra Lesmana, Song Wang:
Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs. Appl. Math. Comput. 251: 318-330 (2015) - [j27]Song Wang:
A penalty approach to a discretized double obstacle problem with derivative constraints. J. Glob. Optim. 62(4): 775-790 (2015) - 2014
- [j26]Wen Chen, Song Wang:
A penalty method for a fractional order parabolic variational inequality governing American put option valuation. Comput. Math. Appl. 67(1): 77-90 (2014) - [j25]Wen Li, Song Wang:
A numerical method for pricing European options with proportional transaction costs. J. Glob. Optim. 60(1): 59-78 (2014) - [j24]Yu Ying Zhou, Song Wang, X. Q. Yang:
A penalty approximation method for a semilinear parabolic double obstacle problem. J. Glob. Optim. 60(3): 531-550 (2014) - [j23]Song Wang:
A penalty method for a finite-dimensional obstacle problem with derivative constraints. Optim. Lett. 8(6): 1799-1811 (2014) - 2013
- [j22]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): 8811-8828 (2013) - [j21]H. Alwardi, Song Wang, Les S. Jennings:
An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation. J. Glob. Optim. 56(4): 1361-1373 (2013) - 2012
- [j20]Kai Zhang, Song Wang:
Pricing American bond options using a penalty method. Autom. 48(3): 472-479 (2012) - [j19]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): 193 (2012) - [j18]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): 305-322 (2012) - 2010
- [j17]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): 699-723 (2010) - [j16]K. Zhang, X. Q. Yang, Song Wang, Kok Lay Teo:
Numerical performance of penalty method for American option pricing. Optim. Methods Softw. 25(5): 737-752 (2010) - [j15]Chongchao Huang, Song Wang:
A power penalty approach to a Nonlinear Complementarity Problem. Oper. Res. Lett. 38(1): 72-76 (2010) - 2009
- [j14]Ranga Muhandiramge, Natashia Boland, Song Wang:
Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem. SIAM J. Optim. 20(1): 54-77 (2009) - 2008
- [j13]Kai Zhang, Song Wang:
Pricing options under jump diffusion processes with fitted finite volume method. Appl. Math. Comput. 201(1-2): 398-413 (2008) - [j12]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): 1149-1155 (2008) - [j11]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): 2602-2622 (2008) - 2007
- [j10]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): 1-40 (2007) - 2006
- [j9]Chieh-Sen Huang, Song Wang, C. S. Chen, Zi-Cai Li:
A radial basis collocation method for Hamilton-Jacobi-Bellman equations. Autom. 42(12): 2201-2207 (2006) - [j8]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): 297-320 (2006) - 2005
- [j7]Song Wang:
On Chaotic Behaviors of Incompressible Fluid Flows in Triangular Driven Cavities. Int. J. Bifurc. Chaos 15(10): 3103-3118 (2005) - 2003
- [j6]Song Wang, X. Q. Yang, Kok Lay Teo:
A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems. Comput. Optim. Appl. 25(1-3): 251-268 (2003) - [j5]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): 177-192 (2003) - [j4]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): 1689-1709 (2003) - 2001
- [j3]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): 2375-2388 (2001) - [j2]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): 1013-1022 (2001) - 2000
- [j1]Wei Rong Lee, Song Wang, Kok Lay Teo:
An optimization approach to numerical integration in two dimensions. Appl. Math. Comput. 109(2-3): 205-223 (2000)
Conference and Workshop Papers
- 2020
- [c5]Peng Cheng, Feng Pan, Yanyan Yin, Lingshuang Kong, Song Wang:
Anti-disturbance Control Based On Uncertain Data. ICSIM 2020: 32-35 - 2019
- [c4]Yanyan Yin, Yanqing Liu, Xiaoli Luan, Song Wang, Fei Liu:
Robust Filtering for Markov Jump Systems by Randomized Algorithm Approach. ACC 2019: 1879-1884 - 2018
- [c3]Wen Li, Song Wang:
A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems. FDM 2018: 60-71 - 2016
- [c2]Wen Chen, Song Wang:
A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation. NAA 2016: 46-57 - 2014
- [c1]Song Wang, Wen Li:
Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing. FDM 2014: 104-116
Coauthor Index
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