| Publication | Date of Publication | Type |
|---|
A control parameterization method for solving combined fractional optimal parameter selection and optimal control problems
Communications in Nonlinear Science and Numerical Simulation | 2025-01-22 | Paper |
The second cohomology group of generalized extended Schrödinger-Virasoro algebras
Acta Mathematica Sinica. Chinese Series | 2024-10-25 | Paper |
Pricing European call options with interval-valued volatility and interest rate
Applied Mathematics and Computation | 2024-08-12 | Paper |
A penalty-based method for solving a discrete HJB complementarity problem
Pacific Journal of Optimization | 2024-06-05 | Paper |
An algebraic elimination by substitution algorithm for vehicle-bridge interaction problems
International Journal of Structural Stability and Dynamics | 2024-05-14 | Paper |
On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem
Optimal Control Applications \& Methods | 2023-10-25 | Paper |
Numerical solution of delay fractional optimal control problems with free terminal time
Optimization Letters | 2023-07-06 | Paper |
Distributionally robust multi-period portfolio selection subject to bankruptcy constraints
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
Numerical techniques for determining implied volatility in option pricing
Journal of Computational and Applied Mathematics | 2022-12-09 | Paper |
A modification of Galerkin's method for option pricing
Journal of Industrial and Management Optimization | 2022-10-26 | Paper |
Optimal control of nonlinear fractional-order systems with multiple time-varying delays
Journal of Optimization Theory and Applications | 2022-05-17 | Paper |
Solution method for discrete double obstacle problems based on a power penalty approach
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
Optimal state-delay control in nonlinear dynamic systems
Automatica | 2021-12-14 | Paper |
A power penalty approach to a mixed quasilinear elliptic complementarity problem
Journal of Global Optimization | 2021-11-26 | Paper |
Optimal control computation for nonlinear fractional time-delay systems with state inequality constraints
Journal of Optimization Theory and Applications | 2021-11-18 | Paper |
Numerical solution of free final time fractional optimal control problems
Applied Mathematics and Computation | 2021-11-11 | Paper |
Modelling and optimal state-delay control in microbial batch process
Applied Mathematical Modelling | 2021-09-21 | Paper |
Robust multi-period and multi-objective portfolio selection
Journal of Industrial and Management Optimization | 2021-06-09 | Paper |
A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
The fitted finite volume and power penalty methods for option pricing
SpringerBriefs in Applied Sciences and Technology | 2020-12-08 | Paper |
An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints
Numerical Algorithms | 2020-09-22 | Paper |
Design of green bonds by double-barrier options
Discrete and Continuous Dynamical Systems. Series S | 2020-05-26 | Paper |
Asynchronous \(H_\infty\) control for nonhomogeneous higher-level Markov jump systems
Journal of the Franklin Institute | 2020-05-19 | Paper |
Numerical solution of an obstacle problem with interval coefficients
Numerical Algebra, Control and Optimization | 2020-05-12 | Paper |
An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem
Applied Mathematical Modelling | 2020-02-12 | Paper |
Event-triggered \(\varepsilon\) level \(H_ \infty\) probabilistic control of uncertain systems
Journal of the Franklin Institute | 2019-12-05 | Paper |
A power penalty approach to a discretized obstacle problem with nonlinear constraints
Optimization Letters | 2019-10-18 | Paper |
A 2nd-order numerical scheme for fractional ordinary differential equation systems
Finite Difference Methods. Theory and Applications | 2019-10-10 | Paper |
Probabilistic control of Markov jump systems by scenario optimization approach
Journal of Industrial and Management Optimization | 2019-07-23 | Paper |
A super-convergent unsymmetric finite volume method for convection-diffusion equations
Journal of Computational and Applied Mathematics | 2019-06-28 | Paper |
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing
Applied Mathematics and Computation | 2019-03-28 | Paper |
Numerical solution of fractional optimal control
Journal of Optimization Theory and Applications | 2019-03-06 | Paper |
An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
Optimization Letters | 2018-09-05 | Paper |
Characterizations of robust solution set of convex programs with uncertain data
Optimization Letters | 2018-09-05 | Paper |
Computing eigenmodes of elliptic operators using increasingly flat radial basis functions
Engineering Analysis with Boundary Elements | 2018-08-09 | Paper |
Event-triggered probabilistic robust control of linear systems with input constrains: by scenario optimization approach
International Journal of Robust and Nonlinear Control | 2018-02-09 | Paper |
A numerical scheme for pricing American options with transaction costs under a jump diffusion process
Journal of Industrial and Management Optimization | 2017-10-20 | Paper |
A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations
Numerical Algebra, Control and Optimization | 2017-09-15 | Paper |
Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme
Computers & Mathematics with Applications | 2017-09-12 | Paper |
A 2nd-order FDM for a 2D fractional Black-Scholes equation
Lecture Notes in Computer Science | 2017-07-07 | Paper |
Estimation of effective diffusion coefficients of drug delivery devices in a flow-through system
Journal of Engineering Mathematics | 2017-04-06 | Paper |
Analysing human walking using dynamic optimisation
Optimization Methods, Theory and Applications | 2017-01-17 | Paper |
Analysing human periodic walking at different speeds using parameterization enhancing transform in dynamic optimization
Pacific Journal of Optimization | 2016-10-14 | Paper |
A penalty method for a fractional order parabolic variational inequality governing American put option valuation
Computers & Mathematics with Applications | 2016-09-27 | Paper |
Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations
Pacific Journal of Optimization | 2016-06-24 | Paper |
Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs
Applied Mathematics and Computation | 2016-01-04 | Paper |
A power penalty method for a bounded nonlinear complementarity problem
Optimization | 2015-11-27 | Paper |
A superconvergent fitted finite volume method for Black-Scholes equations governing European and American option valuation
Numerical Methods for Partial Differential Equations | 2015-10-23 | Paper |
A penalty approach to a discretized double obstacle problem with derivative constraints
Journal of Global Optimization | 2015-09-22 | Paper |
Recent advances in numerical solution of HJB equations arising in option pricing
Finite Difference Methods,Theory and Applications | 2015-08-20 | Paper |
A finite difference method for pricing European and American options under a geometric Lévy process
Journal of Industrial and Management Optimization | 2015-02-03 | Paper |
A penalty approximation method for a semilinear parabolic double obstacle problem
Journal of Global Optimization | 2014-12-11 | Paper |
A penalty method for a finite-dimensional obstacle problem with derivative constraints
Optimization Letters | 2014-09-18 | Paper |
A numerical method for pricing European options with proportional transaction costs
Journal of Global Optimization | 2014-09-04 | Paper |
An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs
Applied Mathematics and Computation | 2014-06-06 | Paper |
A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems
Automatica | 2014-03-19 | Paper |
Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme
Journal of Industrial and Management Optimization | 2013-11-14 | Paper |
Numerical methods for estimating effective diffusion coefficients of three-dimensional drug delivery systems
Numerical Algebra, Control and Optimization | 2012-09-14 | Paper |
Pricing American bond options using a penalty method
Automatica | 2012-08-24 | Paper |
Determination of effective diffusion coefficients of drug delivery devices by a state observer approach
Discrete and Continuous Dynamical Systems. Series B | 2011-12-13 | Paper |
A penalty method for a mixed nonlinear complementarity problem
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2011-12-08 | Paper |
Convergence property of an interior penalty approach to pricing American option
Journal of Industrial and Management Optimization | 2011-07-19 | Paper |
Numerical methods for the estimation of effective diffusion coefficients of 2D controlled drug delivery systems
Optimization and Engineering | 2011-02-03 | Paper |
On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities
IMA Journal of Numerical Analysis | 2010-11-19 | Paper |
Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation
Optimization Methods \& Software | 2010-10-12 | Paper |
Numerical performance of penalty method for American option pricing
Optimization Methods \& Software | 2010-10-12 | Paper |
A power penalty approach to numerical solutions of two-asset American options
| 2010-07-08 | Paper |
A power penalty approach to a nonlinear complementarity problem
Operations Research Letters | 2010-03-18 | Paper |
Convergent network approximation for the continuous Euclidean length constrained minimum cost path problem
SIAM Journal on Optimization | 2010-03-17 | Paper |
The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains
Journal of Industrial and Management Optimization | 2010-03-11 | Paper |
Superconvergence of Solution Derivatives for the Shortley–Weller Difference Approximation for Parabolic Problems
Numerical Functional Analysis and Optimization | 2010-02-02 | Paper |
Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs
Journal of Optimization Theory and Applications | 2009-11-27 | Paper |
A computational scheme for uncertain volatility model in option pricing
Applied Numerical Mathematics | 2009-07-02 | Paper |
An optimization approach to the estimation of effective drug diffusivity: From a planar disc into a finite external volume
Journal of Industrial and Management Optimization | 2009-04-20 | Paper |
A computational scheme for option under jump diffusion processes
| 2009-04-15 | Paper |
Knot-optimizing spline networks (KOSNETS) for nonparametric regression
Journal of Industrial and Management Optimization | 2009-02-03 | Paper |
Pricing options under jump diffusion processes with fitted finite volume method
Applied Mathematics and Computation | 2008-09-12 | Paper |
Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers
Computers & Mathematics with Applications | 2008-09-11 | Paper |
A power penalty method for solving a nonlinear parabolic complementarity problem
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2008-09-10 | Paper |
A power penalty method for linear complementarity problems
Operations Research Letters | 2008-08-06 | Paper |
Disruption management for supply chain coordination with exponential demand function
Acta Mathematica Scientia. Series B. (English Edition) | 2008-05-14 | Paper |
Superconvergence of solution derivatives of the Shortley-Weller difference approximation to Poisson's equation with singularities on polygonal domains
Applied Numerical Mathematics | 2008-04-28 | Paper |
Superconvergence of Solution Derivatives of the Shortley–Weller Difference Approximation to Elliptic Equations with Singularities Involving the Mixed Type of Boundary Conditions
Numerical Functional Analysis and Optimization | 2008-03-20 | Paper |
Solving 0-1 programming problems by a penalty approach.
Opsearch | 2008-01-25 | Paper |
Power penalty method for a linear complementarity problem arising from American option valuation
Journal of Optimization Theory and Applications | 2007-06-21 | Paper |
Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing
Numerische Mathematik | 2007-04-26 | Paper |
A novel approach in uncertain programing. I: New arithmetic and order relation for interval numbers
Journal of Industrial and Management Optimization | 2007-04-05 | Paper |
A novel approach in uncertain programming. II: A class of constrained nonlinear programming problems with interval objective functions
Journal of Industrial and Management Optimization | 2007-04-05 | Paper |
On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation
Stochastic Analysis and Applications | 2007-02-15 | Paper |
A radial basis collocation method for Hamilton-Jacobi-Bellman equations
Automatica | 2007-01-11 | Paper |
Multidimensional exponentially fitted simplicial finite elements for convection-diffusion equations with tensor-valued diffusion
Calcolo | 2006-09-28 | Paper |
ON CHAOTIC BEHAVIORS OF INCOMPRESSIBLE FLUID FLOWS IN TRIANGULAR DRIVEN CAVITIES
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2006-06-23 | Paper |
A fitted finite volume method for the valuation of options on assets with stochastic volatilities
Computing | 2006-06-16 | Paper |
Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method
Optimization | 2006-06-16 | Paper |
Applications of Ostrowski's inequality to the estimation of error bounds for some special means and for some numerical quadrature rules
Applied Mathematics Letters | 2005-09-27 | Paper |
A novel fitted finite volume method for the Black-Scholes equation governing option pricing
IMA Journal of Numerical Analysis | 2005-02-28 | Paper |
On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
Journal of Computational and Applied Mathematics | 2004-03-29 | Paper |
Particular solutions of singularly perturbed partial differential equations with constant coefficients in rectangular domains. I: Convergence analysis.
Journal of Computational and Applied Mathematics | 2004-03-29 | Paper |
On Convergence of the Exponentially Fitted Finite Volume Method With an Anisotropic Mesh Refinement for a Singularly Perturbed Convection-diffusion Equation
Computational Methods in Applied Mathematics | 2004-01-05 | Paper |
Solving convection-dominated anisotropic diffusion equations by an exponentially fitted finite volume method.
Computers & Mathematics with Applications | 2003-12-14 | Paper |
Three-dimensional exponentially fitted conforming tetrahedral finite elements for the semiconductor continuity equations
Applied Numerical Mathematics | 2003-07-30 | Paper |
A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation
Mathematics of Computation | 2003-07-28 | Paper |
A unified gradient flow approach to constrained nonlinear optimization problems
Computational Optimization and Applications | 2003-06-09 | Paper |
An analysis of a conforming exponentially fitted finite element method for a convection-diffusion problem
Journal of Computational and Applied Mathematics | 2002-08-22 | Paper |
The unified treatment of trapezoid, Simpson, and Ostrowski type inequality for monotonic mappings and applications.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
A weighted version of Ostrowsky inequality for mapping of Hölder type and applications in numerical analysis
Bulletin Mathématique de la Société des Sciences Mathématiques de Roumanie. Nouvelle Série | 2002-01-13 | Paper |
An Ostrowski type inequality for a random variable whose probability density function belongs to L_p [a,b, p > 1]
Mathematical Inequalities & Applications | 2001-07-24 | Paper |
A note on integrals for birth-death processes
Mathematical Biosciences | 2001-07-17 | Paper |
A numerical solution to the flow between eccentric rotating cylinders with a slotted sleeve
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 2001-04-26 | Paper |
Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2001-04-23 | Paper |
A parameter-uniform Schwarz method for a singularly perturbed reaction-diffusion problem with an interior layer
Applied Numerical Mathematics | 2001-01-25 | Paper |
A conforming exponentially fitted finite element scheme for the semiconductor continuity equations in 3D
ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik | 2001-01-01 | Paper |
scientific article; zbMATH DE number 1416300 (Why is no real title available?)
| 2000-07-31 | Paper |
An optimization approach to numerical integration in two dimensions
Applied Mathematics and Computation | 2000-06-25 | Paper |
scientific article; zbMATH DE number 1180722 (Why is no real title available?)
| 2000-03-21 | Paper |
The finite volume method and application in combinations
Journal of Computational and Applied Mathematics | 2000-02-09 | Paper |
An optimization approach to a finite dimensional parameter estimation problem in semiconductor device design
Journal of Computational Physics | 2000-02-03 | Paper |
Optimal recharge and driving strategies for a battery-powered electric vehicle
Mathematical Problems in Engineering | 1999-11-21 | Paper |
A new exponentially fitted triangular finite element method for the continuity equations in the drift-diffusion model of semiconductor devices
ESAIM: Mathematical Modelling and Numerical Analysis | 1999-04-13 | Paper |
Computing optimal control With a hyperbolic partial differential equation
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1999-04-13 | Paper |
scientific article; zbMATH DE number 1217668 (Why is no real title available?)
| 1999-01-24 | Paper |
scientific article; zbMATH DE number 1187270 (Why is no real title available?)
| 1999-01-18 | Paper |
A novel exponentially fitted triangular finite element method for an advection-diffusion problem with boundary layers
Journal of Computational Physics | 1998-10-25 | Paper |
Computable error bounds for pointwise derivatives of a Neumann problem
IMA Journal of Numerical Analysis | 1998-07-20 | Paper |
An a posteriori error estimate for finite element approximations of a singularly perturbed advection-diffusion problem
Journal of Computational and Applied Mathematics | 1998-06-02 | Paper |
scientific article; zbMATH DE number 1100648 (Why is no real title available?)
| 1998-05-21 | Paper |
An inequality of Ostrowski-Grüss' type and its applications to the estimation of error bounds for some special means and for some numerical quadrature rules
Computers & Mathematics with Applications | 1998-01-12 | Paper |
scientific article; zbMATH DE number 834470 (Why is no real title available?)
| 1996-03-31 | Paper |
An analysis of the Scharfetter-Gummel box method for the stationary semiconductor device equations
ESAIM: Mathematical Modelling and Numerical Analysis | 1995-05-11 | Paper |
A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem
IMA Journal of Numerical Analysis | 1995-02-07 | Paper |
scientific article; zbMATH DE number 554523 (Why is no real title available?)
| 1995-02-02 | Paper |
An exponentially fitted finite volume method for the numerical solution of 2D unsteady incompressible flow problems
Journal of Computational Physics | 1994-12-07 | Paper |
A Tetrahedral Mixed Finite Element Method for the Stationary Semiconductor Continuity Equations
SIAM Journal on Numerical Analysis | 1994-05-18 | Paper |
scientific article; zbMATH DE number 176682 (Why is no real title available?)
| 1993-05-18 | Paper |
scientific article; zbMATH DE number 31274 (Why is no real title available?)
| 1992-06-28 | Paper |
A triangular mixed finite element method for the stationary semiconductor device equations
ESAIM: Mathematical Modelling and Numerical Analysis | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4180735 (Why is no real title available?)
| 1990-01-01 | Paper |
Hexahedral finite elements for the stationary semiconductor device equations
Computer Methods in Applied Mechanics and Engineering | 1990-01-01 | Paper |
Domain decomposition technique for the continuity equations of semiconductor device models
Journal of Computational and Applied Mathematics | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4106227 (Why is no real title available?)
| 1988-01-01 | Paper |
