Song Wang

Curtin University

This profile is automatically generated from trusted academic sources.

Google Scholar

How do I reach out?

Meet Kite AI

Contact this professor

Research Interests

Transportation Engineering

Actuarial Science

Optimal Control

Continuous-time Systems

Fractional Differential Equations

Lyapunov Function

Finite-time Control

Ask ApplyKite AI

Start chatting

How can you help me contact this professor?

What are this professor's research interests?

How should I write an email to this professor?

Articles18

Collaborators1

Chongyang Liu

How do I reach out?

Meet Kite AI

Song Wang

How do I reach out?

Contact this professor

Research Interests

Ask ApplyKite AI

Articles18

A control parameterization method for solving combined fractional optimal parameter selection and optimal control problems

The ADI difference and extrapolation scheme for high-dimensional variable coefficient evolution equations

The alternating direction implicit difference scheme and extrapolation method for a class of three dimensional hyperbolic equations with constant coefficients

Pricing European call options with interval-valued volatility and interest rate

A Penalty-based Method for Solving a Discrete HJB Complementarity Problem

A third-order numerical method for solving fractional ordinary differential equations

An interior penalty method for a parabolic complementarity problem involving a fractional Black-Scholes operator

Robust optimal control of nonlinear fractional systems

Computational method for feedback perimeter control of multiregion urban traffic networks with state-dependent delays

Numerical Techniques for Determining Implied Volatility in Option Pricing

Analytical Solution for Controlled Drug Release with Time-Dependent Diffusion Parameter

Numerical solution of delay fractional optimal control problems with free terminal time

Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method

On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem

Optimal state-delay control in nonlinear dynamic systems

Solution method for discrete double obstacle problems based on a power penalty approach

A power penalty approach to a mixed quasilinear elliptic complementarity problem

Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays

Collaborators1

Chongyang Liu

How do I reach out?