Song Wang - RankMe

66 papers C 1Journal 61Unranked 4

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A compact difference method for the 2-D Kuramoto-Tsuzuki complex equation with Neumann boundary characterized by strong nonlinear effects. Comput. Math. Appl. Jinxiu Zhang, Xuehua Yang, Song Wang
2026	J	`jnl`	A three-layer FDM for the Neumann initial-boundary value problem of 2D Kuramoto-Tsuzuki complex equation with strong nonlinear effects. Commun. Nonlinear Sci. Numer. Simul. Jinxiu Zhang, Xuehua Yang, Song Wang
2025	J	`jnl`	A Symmetric Gauss-Seidel Based Majorized Augmented Lagrangian Method for Generalized Nash Equilibrium Problems in Hilbert Spaces. SIAM J. Optim. Hailing Wang, Di Wu, Song Wang, Kok Lay Teo, Changjun Yu
2025	J	`jnl`	A control parameterization method for solving combined fractional optimal parameter selection and optimal control problems. Commun. Nonlinear Sci. Numer. Simul. Xiaopeng Yi, Zhaohua Gong, Chongyang Liu, Huey Tyng Cheong, Kok Lay Teo, Song Wang
2024	J	`jnl`	Pricing European call options with interval-valued volatility and interest rate. Appl. Math. Comput. Song Wang
2023	J	`jnl`	Numerical Techniques for Determining Implied Volatility in Option Pricing. J. Comput. Appl. Math. Bashiruddin Nabubie, Song Wang
2023	J	`jnl`	Numerical solution of delay fractional optimal control problems with free terminal time. Optim. Lett. Chongyang Liu, Zhaohua Gong, Song Wang, Kok Lay Teo
2022	J	`jnl`	A Smoothing Method for Ramp Metering. IEEE Trans. Intell. Transp. Syst. Chuanye Gu, Changzhi Wu, Kok Lay Teo, Yonghong Wu, Song Wang
2022	J	`jnl`	Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays. J. Optim. Theory Appl. Chongyang Liu, Zhaohua Gong, Kok Lay Teo, Song Wang
2022	J	`jnl`	Optimal state-delay control in nonlinear dynamic systems. Autom. Chongyang Liu, Ryan C. Loxton, Kok Lay Teo, Song Wang
2022	J	`jnl`	Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method. Appl. Math. Comput. Nan Li, Song Wang, Kai Zhang
2021	J	`jnl`	A Hybrid Offline Optimization Method for Reconfiguration of Multi-UAV Formations. IEEE Trans. Aerosp. Electron. Syst. Bin Li, Jiangwei Zhang, Li Dai, Kok Lay Teo, Song Wang
2021	J	`jnl`	A power penalty approach to a mixed quasilinear elliptic complementarity problem. J. Glob. Optim. Yarui Duan, Song Wang, Yuying Zhou
2021	J	`jnl`	Numerical solution of free final time fractional optimal control problems. Appl. Math. Comput. Zhaohua Gong, Chongyang Liu, Kok Lay Teo, Song Wang, Yonghong Wu
2021	J	`jnl`	Optimal Control Computation for Nonlinear Fractional Time-Delay Systems with State Inequality Constraints. J. Optim. Theory Appl. Chongyang Liu, Zhaohua Gong, Changjun Yu, Song Wang, Kok Lay Teo
2020	J	`jnl`	A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing. Math. Comput. Simul. Wen Chen, Song Wang
2020	J	`jnl`	An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints. Numer. Algorithms Jian-Xun Zhao, Song Wang
2020	—	`conf`	Anti-disturbance Control Based On Uncertain Data. ICSIM Peng Cheng, Feng Pan, Yanyan Yin, Lingshuang Kong, Song Wang
2020	J	`jnl`	Asynchronous J. Frankl. Inst. Yanyan Yin, Lijie Zhu, Fei Liu, Kok Lay Teo, Song Wang
2020	J	`jnl`	Event-Triggered Disturbance Rejection Control of Discrete Systems. IEEE Access Peng Cheng, Yanyan Yin, Yanqing Liu, Song Wang, Feng Pan
2020	J	`jnl`	Stochastic Model Predictive Control for the Set Point Tracking of Unmanned Surface Vehicles. IEEE Access Yuan Tan, Guangbin Cai, Bin Li, Kok Lay Teo, Song Wang
2019	J	`jnl`	A power penalty approach to a discretized obstacle problem with nonlinear constraints. Optim. Lett. Jian-Xun Zhao, Song Wang
2019	J	`jnl`	A super-convergent unsymmetric finite volume method for convection-diffusion equations. J. Comput. Appl. Math. Lutz Angermann, Song Wang
2019	J	`jnl`	Event-triggered ε level J. Frankl. Inst. Yanyan Yin, Yanqing Liu, Kok Lay Teo, Song Wang, Fei Liu
2019	J	`jnl`	Numerical Solution of Fractional Optimal Control. J. Optim. Theory Appl. Wen Li, Song Wang, Volker Rehbock
2019	C	`conf`	Robust Filtering for Markov Jump Systems by Randomized Algorithm Approach. ACC Yanyan Yin, Yanqing Liu, Xiaoli Luan, Song Wang, Fei Liu
2019	J	`jnl`	Second-order consensus for heterogeneous multi-agent systems with input constraints. Neurocomputing Yanyan Yin, Yi Shi, Fei Liu, Kok Lay Teo, Song Wang
2018	—	`conf`	A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems. FDM Wen Li, Song Wang
2018	J	`jnl`	An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering. Optim. Lett. Song Wang, Kai Zhang
2018	J	`jnl`	Characterizations of robust solution set of convex programs with uncertain data. Optim. Lett. Xiao-Bing Li, Song Wang
2018	J	`jnl`	Distributed leader-following consensus of nonlinear multi-agent systems with nonlinear input dynamics. Neurocomputing Yi Shi, Yanyan Yin, Song Wang, Yanqing Liu, Fei Liu
2018	J	`jnl`	\({H_\infty }\) Filtering for Uncertain Periodic Markov Jump Systems with Periodic and Partly Unknown Information. Circuits Syst. Signal Process. Lijie Zhu, Yanyan Yin, Fei Liu, Song Wang
2017	J	`jnl`	A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing. Appl. Math. Comput. Wen Chen, Song Wang
2017	J	`jnl`	Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme. Comput. Math. Appl. Wen Li, Song Wang
2016	—	`conf`	A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation. NAA Wen Chen, Song Wang
2015	J	`jnl`	A penalty approach to a discretized double obstacle problem with derivative constraints. J. Glob. Optim. Song Wang
2015	J	`jnl`	Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs. Appl. Math. Comput. Donny Citra Lesmana, Song Wang
2014	J	`jnl`	A numerical method for pricing European options with proportional transaction costs. J. Glob. Optim. Wen Li, Song Wang
2014	J	`jnl`	A penalty approximation method for a semilinear parabolic double obstacle problem. J. Glob. Optim. Yu Ying Zhou, Song Wang, X. Q. Yang
2014	J	`jnl`	A penalty method for a finite-dimensional obstacle problem with derivative constraints. Optim. Lett. Song Wang
2014	J	`jnl`	A penalty method for a fractional order parabolic variational inequality governing American put option valuation. Comput. Math. Appl. Wen Chen, Song Wang
2014	—	`conf`	Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing. FDM Song Wang, Wen Li
2013	J	`jnl`	An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation. J. Glob. Optim. H. Alwardi, Song Wang, Les S. Jennings
2013	J	`jnl`	An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs. Appl. Math. Comput. Donny Citra Lesmana, Song Wang
2012	J	`jnl`	An adaptive least-squares collocation radial basis function method for the HJB equation. J. Glob. Optim. H. Alwardi, Song Wang, Les S. Jennings, Steven Richardson
2012	J	`jnl`	Pricing American bond options using a penalty method. Autom. Kai Zhang, Song Wang
2012	J	`jnl`	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. Song Wang, Kok Lay Teo
2010	J	`jnl`	A power penalty approach to a Nonlinear Complementarity Problem. Oper. Res. Lett. Chongchao Huang, Song Wang
2010	J	`jnl`	Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation. Optim. Methods Softw. Guanghui Wang, Song Wang
2010	J	`jnl`	Numerical performance of penalty method for American option pricing. Optim. Methods Softw. K. Zhang, X. Q. Yang, Song Wang, Kok Lay Teo
2009	J	`jnl`	Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem. SIAM J. Optim. Ranga Muhandiramge, Natashia Boland, Song Wang
2008	J	`jnl`	A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems. Autom. Steven Richardson, Song Wang, Les S. Jennings
2008	J	`jnl`	A power penalty method for linear complementarity problems. Oper. Res. Lett. Song Wang, Xiaoqi Yang
2008	J	`jnl`	Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers. Comput. Math. Appl. Zi-Cai Li, Heng-Shuing Tsai, Song Wang, John J. H. Miller
2008	J	`jnl`	Pricing options under jump diffusion processes with fitted finite volume method. Appl. Math. Comput. Kai Zhang, Song Wang
2007	J	`jnl`	Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American Option pricing. Numerische Mathematik Lutz Angermann, Song Wang
2006	J	`jnl`	A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities. Computing C.-S. Huang, C.-H. Hung, Song Wang
2006	J	`jnl`	A radial basis collocation method for Hamilton-Jacobi-Bellman equations. Autom. Chieh-Sen Huang, Song Wang, C. S. Chen, Zi-Cai Li
2005	J	`jnl`	On Chaotic Behaviors of Incompressible Fluid Flows in Triangular Driven Cavities. Int. J. Bifurc. Chaos Song Wang
2003	J	`jnl`	A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems. Comput. Optim. Appl. Song Wang, X. Q. Yang, Kok Lay Teo
2003	J	`jnl`	A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation. Math. Comput. Song Wang, Zi-Cai Li
2003	J	`jnl`	Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method. J. Glob. Optim. Song Wang, Les S. Jennings, Kok Lay Teo
2001	J	`jnl`	Construction of Suboptimal Feedback Control for Chaotic Systems using B-splines with Optimally Chosen knot Points. Int. J. Bifurc. Chaos H. W. Joseph Lee, Kok Lay Teo, Wei Rong Lee, Song Wang
2001	J	`jnl`	Nonlinear system modeling via knot-optimizing B-spline networks. IEEE Trans. Neural Networks Ka Fai Cedric Yiu, Song Wang, Kok Lay Teo, Ah Chung Tsoi
2000	J	`jnl`	An optimization approach to numerical integration in two dimensions. Appl. Math. Comput. Wei Rong Lee, Song Wang, Kok Lay Teo
1994	J	`jnl`	On the Implementation of a 3-D Semiconductor Device Simulator on Distributed-Memory MIMD/SIMD Machines. Parallel Comput. John J. H. Miller, Song Wang