Prof. Wanyang Dai
Department of Mathematics
Nanjing University, China
Professor
Email: nan5lu8@netra.nju.edu.cn
Qualifications
1996 Ph.D., Georgia Institute of Technology,
U.S.A., Applied Mathematics Jointly with Industrial and Systems Engineering
(Stochastics, Operations Research)
1988 M.Sc., Shanghai University, China,
Mathematics (Operations Research, Control Theory)
1985 B.Sc., Nanjing Normal University, China,
Mathematics (Pure Mathematics)
Publications (Selected)
Books, Book Chapters, Dissertation
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"Brownian approximations for queueing
networks with finite buffers: modeling, heavy traffic analysis and numerical
implementations", Georgia Institute of Technology, U.S.A., 1996, UMI
Dissertation Service (Publishing Number, UMI Number 9714724), A Bell
&Howell Company, 300 N. Zeeb Road, Ann Arbor, Michigan 48106, U.S.A., 1997
Scientific Journals
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“Optimal control
with monotonicity constraints for a parallel-server loss channel serving
multi-class jobs”, Mathematical and Computer Modeling of Dynamical
Systems, Vol. 20, No. 3, 284-315, 2014
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“Product-form
solutions for integrated services packet networks and cloud computing systems”,
Mathematical Problems in Engineering, Vol. 2014 (Regular Issue), Article ID
767651, 16 pages, 2014
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“Optimal rate
scheduling via utility-maximization for J-user MIMO Markov fading wireless
channels with cooperation”, Operations Research, Vol. 61, No. 6, 1450-1462
(with 26 pages online e-companion ( Supplemental)), 2013
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“Stochastic
integration for fractional Levy process and stochastic differential equation
driven by fractional Levy noise”, ACTA Mathematica Scientia (A): Chinese Series
(Journal of Mathematical Physics, Series A), Vol. A33, No. 6, 1022-1034, 2013
(jointly with Lu) (English version available at http://arxiv.org/abs/1307.4173)
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“Heavy traffic
limit theorems for a queue with Poisson ON/OFF long-range dependent sources and
general service time distribution”, Acta Mathematicae Applicatae Sinica,
English Series, Vol. 28, No. 4, 807-822, 2012
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"Mean-variance
portfolio selection based on a generalized BNS stochastic volatility
model", International Journal of Computer Mathematics, Vol. 88, No. 16, 3521-3534,
2011
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“Generalized
fractional Levy random fields on Gelfand triple: a white noise approach”,
Front. Math. China, Vol. 9, No. 3, 493-506, 2011 (jointly with Lu and Huang).
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“On the conflict
of truncated random variable vs. heavy-tail and long range dependence in
computer and network simulation”, Journal of Computational information Systems
7:5, 1488-1499, 2011
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“Stochastic
optimal controls for parallel-server channels with zero waiting buffer capacity
and multiclass customers”, Journal of Advances in Systems Science and
Applications, Vol. 9, No. 4, 627-646, 2009 (jointly with Feng)
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“Stochastic
optimal control of ATO systems with batch arrivals via diffusion
approximation”, Probability in the Engineering and Informational Sciences, 21,
477-495, 2007 (jointly with Jiang)
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“Diffusion
approximations for multiclass queueing networks under preemptive priority
service discipline”, Applied Mathematics and Mechanics, 28 (10), 1331-1342,
2007
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“Finite element
density estimator with multi-stage adaptive filters”, Chinese Journal of
Engineering Mathematics, 23, 1068-1074, 2006
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“The finite
element method for computing the stationary distribution of an SRBM in a
hypercube with applications to finite buffer queueing networks”, Queueing
Systems 42, pp 33-62, 2002 (jointly with Chen, J.G. Dai and Shen)
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“A Brownian model
for multiclass queueing networks with finite buffers”, Journal of Computational
and Applied Mathematics 144/1-2, pp 145-160, 2002
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“A heavy traffic limit theorem for a class of
open queueing networks with finite buffers”, Queueing Systems 32, pp 5-40, 1999
(jointly with J.G. Dai)
International Conference Papers
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“Optimal hedging
and its performance based on a Levy driven volatility model”, Proceedings of
International Conference on Applied Mathematics and Sustainable Development -
Special track within 2012 Spring World Congress of Engineering and Technology,
Scientific Research Publishing, 44-49, 2012
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“Constrained
optimal control for a parallel-server channel serving multi-class jobs in
zero-buffer regime”, Proceedings of 2011 World Congress of Engineering and
Technology, Vol.1, 249-254, IEEE Computer Society Press, 2011
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“On the traveling
neuron nets (human brains) controlled by a satellite communication system”,
Proceedings of International Conference on Bioinformatics and Biomedical Engineering
(iCBBE 2009), pp. 1-4, IEEE Computer Society Press, 2009
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“Optimal control
based on a generalized exponential scheduling rule for a generalized switch”,
Proceedings of International Conference on Communications and Mobile Computing
2009, IEEE Computer Society Press, Vol. 2 332-336, 2009 (jointly with Wang)
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“Estimating
time-variable parameters by the least squares algorithm with a variable
forgetting factor: convergence and stability”, Proceedings of Asia-Pacific
Conference on Measurement and Control, Vol.2, 544-547, 1991
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“Stochastic
adaptive control for time-varying systems convergent at the rate of 1/t”, IFAC
Proceedings Series v 1 n 8, pp 179-184, Pergamon Press, Elmsford, NY, U.S.A.,
1989
Profile Details
http://math.nju.edu.cn/~wydai/