Prof. Wanyang Dai
Nanjing University, China
1996 Ph.D., Georgia Institute of Technology,
1988 M.Sc.,Shanghai University, China
1985 B.Sc., Nanjing Normal University,
“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.
“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.
“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
“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.
“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.
“Mean-variance portfolio selection
based on a generalized BNS stochastic volatility model”, International Journal
of Computer Mathematics, Vol. 88, No. 16, 3521-3534, 2011.
“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).
“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.
“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.
“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
“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.
“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).
“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).
“Diffusion approximations for multiclass queueing networks under
preemptive priority service discipline”, Applied Mathematics and Mechanics, 28
(10), 1331-1342, 2007.
“Product-form solutions for integrated services packet networks”,
Proceedings of MICAI 2006, IEEE Computer Society Press, 296-308, 2006.
“Finite element density estimator with multi-stage adaptive filters”,
Chinese Journal of Engineering Mathematics, 23, 1068-1074, 2006.
“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).
“A Brownian model for multiclass queueing networks with finite buffers”,
Journal of Computational and Applied Mathematics 144/1-2, pp 145-160, 2002.
“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).
“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,Michigan48106,U.S.A., 1997.
“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.
“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.