Prof. Wanyang Dai

Department of Mathematics

Nanjing University, China

Email: nan5lu8@nju.edu.cn

Qualifications

1996 Ph.D., Applied Mathematics (Jointly with Industrial and Systems Engineering), Georgia Institute of Technology, USA

1988 M.Sc., Operations Research and Control Theory, Shanghai University, China

1985 B.Sc., Mathematics, Nanjing Normal University, China

Publications (Selected)

1. “Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes”, Mathematical Problems in Engineering, Volume 2015 (Regular Issue), Article ID 625289, 20 pages, 2015
2. “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
3. "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.
4. "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.
5. "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).
6. "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.
7. "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.
8. "Mean-variance portfolio selection based on a generalized BNS stochastic volatility model”, International Journal of Computer Mathematics, Vol. 88, No. 16, 3521-3534, 2011.
9. "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).
10. "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.
11. "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.
12. "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).
13. "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.
14. "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).
15. "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).
16. "Diffusion approximations for multiclass queueing networks under preemptive priority service discipline”, Applied Mathematics and Mechanics, 28 (10), 1331-1342, 2007.
17. "Product-form solutions for integrated services packet networks”, Proceedings of MICAI 2006, IEEE Computer Society Press, 296-308, 2006.
18. "Finite element density estimator with multi-stage adaptive filters”, Chinese Journal of Engineering Mathematics, 23, 1068-1074, 2006.
19. "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).
20. "A Brownian model for multiclass queueing networks with finite buffers”, Journal of Computational and Applied Mathematics 144/1-2, pp 145-160, 2002.
21. "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).
22. "Brownian approximations for queueing networks with finite buffers: modeling, heavy traffic analysis and numerical implementations”, UMI Dissertation Service(Publishing Number, UMI Number 9714724), A Bell &Howell Company, 300 N. Zeeb Road, Ann Arbor, Michigan 48106, U.S.A., 1997.

http://maths.nju.edu.cn:8001/portals/blog/wydai/WanyangDai.pdf