Selected Publications
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"Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps.
Mathematics 2024, 12(18), 2891, 2024
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"Simulating a strongly nonlinear backward stochastic partial differential equation via efficient approximation and machine learning".
AIMS Mathematics (Special Issue: Advances in Mathematical Modeling and Simulation of Complex Systems), Volume 9, Issue 7: 18688-18711, 2024
- "Game-theoretic policy computing and simulation for blockchained buffering system via
diffusion approximation". Probability in the Engineering and Informational Sciences. Online FirstView 1-36, 2024
- "N-qubit operations on sphere and queueing scaling limits for programmable quantum
computer".
Quantum Information Processing, Volume 22, Article number: 122 (42 pages), 2023
- "Estimating intensity functions of spatial inhomogeneous Poisson point processes
via a Stein estimator", , Communications in Statistics: Simulation
and Computation, Vol. 52, No. 10, pp. 4816-4848, 2023 (jointly with Y. Lu)
- "Fast simulation for Gaussian random fields on compact Riemannian manifolds"
. Communications in Nonlinear Science and Numerical Simulation,
Vol 118 107002, 23 pages, 2023 (jointly with Q. Jiang)
- "Optimal policy
computing for blockchain based smart contracts via federated learning"
. Operational Research, Vol. 22, pp. 5817–5844, 2022.
- "Convolutional neural network based simulation and analysis for backward
stochastic partial differential equations" , Computers and Mathematics
with Applications, Vol. 119, pp. 21–58, 2022.
- "Reflecting time-space Gaussian random field on compact Riemannian manifold and
excursion probability" . Stochastics: An International Journal of
Probability and Stochastic Processes, Vol. 94, No. 6, pp. 865-890, 2022 (jointly with Q. Jiang)
- "A non-conservation stochastic partial differential equation driven by anisotropic
fractional Levy random field", Stochastics and Dynamics, Vol. 21,
No. 5, 2150028 (20 pages), 2021 (jointly with X. Lu).
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"Quantum-computing with AI & blockchain: modelling, fault tolerance and capacity scheduling"
, Mathematical and Computer Modeling of Dynamical
Systems, Vol. 25, No. 6, pp. 523-559, 2019.
- "A
white noise approach to stochastic partial differential equations driven
by the fractional Levy noise" , Advances in Continuous and Discrete Models:
Theory and Modern Applications (formerly called "Advances in Difference Equations") 2018:420, 2018
(jointly with Lu)
- "A unified system of
FB-SDEs with Levy jumps and double completely-S skew reflections" ,
Communications in Mathematical Sciences, Vol. 16, No. 3, pp. 659-704, 2018
- "Platform
modeling and scheduling game with multiple intelligent cloud-computing
pools for Big Data", Mathematical and Computer Modeling of Dynamical
Systems, Vol. 24, No. 5, pp. 506-552, 2018
- Early short conference version published in Proceedings of QTNA 2017, 223-226, 2017
- "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
- "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 (related
conference paper), Scientific Research Publishing, 44-49, 2012.
- "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
- "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 (related
conference paper), IEEE Computer
Society Press, 2011
- "Product-form solutions for integrated services packet networks
and cloud computing systems", Mathematical Problems in Engineering,
Volume 2014 (Regular Issue), Article ID 767651, 16 pages, 2014
- "Product-form solutions for integrated services packet
networks", Proceedings of MICAI 2006, IEEE Computer Society Press,
pp. 296-308 (short conference version), 2006
- "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 additional 26 page proof of online
e-companion ( Supplemental)), 2013
- "Functional limit theorems based on doubly stochastic
renewal processes and optimal controls for wireless systems under
random environment" (an alternative title used in some Probability
and Statistics Conference)
- "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
- "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
- "On the conflict
of truncated random variable vs. heavy-tail and long range dependence
in computer and network simulation", Journal of Computational
Information Systems Vol.7, No. 5, 1488-1499, 2011
- "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)
- "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, pp. 627-646, 2009 (jointly with Feng)
- "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, pp. 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, Vol. 21,
pp. 477-495, 2007 (jointly with Jiang)
- "Diffusion approximations for multiclass queueing networks
under preemptive priority service discipline", Applied Mathematics
and Mechanics, Vol. 28, No. 10, pp. 1331-1342, 2007
- "Finite element density estimator with multi-stage adaptive
filters", Chinese Journal of Engineering Mathematics, Vol. 6, pp.
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, Vol. 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, Vol.
144, No. 1-2, pp. 145-160, 2002
-
"A heavy traffic limit theorem for a class of open queueing
networks with finite buffers", Queueing Systems, Vol. 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 Services, A Bell & Howell
Company, 300 N. Zeeb Road, Ann Arbor, Michigan 48106, U.S.A. 1997
- "A heavy traffic limit theorem for queueing netwroks with
finite capacity", Proceedings of Third International Workshop on
Queueing Networks with Finite Capacity, West Yorkshire, U.K.,
July 6-7, 1995 (Jointly with J.G. Dai)
- "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, pp. 544-547, 1991
- "Stochastic adaptive control for time-varying systems
convergent at the rate of 1/t", IFAC Proceedings Series, Vol. 1, No.
8, pp. 179-184, Pergamon Press, Elmsford, NY, U.S.A. 1989
Edited and Co-Edited Proceedings and Book Series
- Wenfeng Wang, Wanyang Dai, Hari M. Srivastava (Editors).
"Computational Statistics and Data Intelligence (APCAMS 2023)".
Springer Proceedings in Mathematics & Statistics, Springer, New York, 2024.
- Sanjay Yadav, Harrish Kumar, Pavan Kumar Kankar, Wanyang Dai, Fenghua Huang (Editors).
"Proceedings of 2nd International Conference on Artificial
Intelligence, Robotics, and Communication (ICAIR 2022)". Lecture Notes in Electrical
Engineering 1063, Springer, New York, 2023.
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