基本情况

戴万阳，南京大学数学系教授、博士/博士后导师，国家自然科学奖励委员会数学学科会评委员、会评随机分析组组长与国家自然科学奖评审专家、国家自然科学基金重大/重点(包括杰出青年/优秀青年)项目评审专家，担任多本国际期刊杂志总编等。曾任美国电信(现称阿尔卡特-朗讯)贝尔实验室 (AT&T (now called Alcatel-Lucent) Bell Labs)永久(Permanent)科学家与研究员、重大/重点项目首席科学家与研究员(Principal Investigator)、并获美国乔治亚理工大学(Georgia Institute of Technology)的博士学位; 现任国家与江苏省多个概率、统计及运筹学会的常务理事与副理事长. 戴万阳在随机网络的反射扩散逼近、随机(渐近)最优控制与(随机微分)博弈论及(正倒向与反射)随机(常/偏)微分方程等领域作了多项重要系列工作，其成果受到了众多美国科学院院士与美国工程院院士、INFORMS Lanchaster奖得主及John von Neumann奖得主等著名科学家的引用、沿用与发展，是1998年世界数学家大会概率统计领域45分钟特邀报告有关理论与方法的原创者，众多成果发表在国际顶尖、权威与著名杂志上，多次在国际国内学术会议上做特邀大会主旨报告，其有关支撑各种决策与大数据分析的网络与计算机云平台操作系统及数据库并实现网络平台、智能引擎与终端用户分离以全方位达到即插即用目的的成果与产品获得了美国贝尔实验室的(1998年)内部技术转让。

 

研究领域

随机网络的反射扩散逼近、随机(渐近)最优控制与(随机微分)博弈论及(正倒向与反射) 随机(常/偏)微分方程等

 

论文发表

  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 (SCI (3区), EI)
  2. “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 (SCI (3区), 获Taylor & Francis数学与统计学2015读者奖提名奖)
  3. “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 (SCI (3区), EI)
  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 (SCI (2区), SSCI (2区), 商学院 (1区),  (2015 SCI A区), EI, 运筹学及管理科学界公认国际顶尖杂志, 已获包括法国、巴西、韩国等多国作者及IEEE Transactions on Mobile Computing杂志论文的7次引用(以Google搜索为准, 以下同))
  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) (2001年被确定为中国100个杰出学术期刊中数学类的三个杰出期刊之一，已获包括德国学者及Stochastic Processes and Their Applications杂志论文的3次用，English version available at http://arxiv.org/abs/1307.4173
  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 (SCI (4区), 已获6次引用)
  7. “Mean-variance portfolio selection based on a generalized BNS stochastic volatility model”, International Journal of Computer Mathematics, Vol. 88, No. 16, 3521-3534, 2011 (SCI (4区), 已获5次引用)
  8. “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) (SCI (4区)
  9. “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 (EI, 已获6次引用)
  10. “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) (Scopus, 获国际一般系统论研究会（IIGSS）首届中国概率统计年会优秀论文一等奖（2008）, 已获1次引用)
  11. “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 (EI)
  12. “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) (EI, 已获1次引用)
  13. “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) (SCI, 该年分区情况未知, 2014年为4区, 已获2次引用)
  14. “Diffusion approximations for multiclass queueing networks under preemptive priority service discipline”, Applied Mathematics and Mechanics, 28 (10), 1331-1342, 2007 (SCI, 该年分区情况未知, 2014年为4区, 已获包括他引在内的4次引用)
  15. “Finite element density estimator with multi-stage adaptive filters”, Chinese Journal of Engineering Mathematics, 23, 1068-1074, 2006 (中文核心期刊)
  16. “A Brownian model for multiclass queueing networks with finite buffers”, Journal of Computational and Applied Mathematics 144/1-2, pp 145-160, 2002 (SCI, 该年分区情况未知,  2014年为3区, 已获包括多名瑞士作者在内的3次引用)
  17. “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) (SCI, 该年分区情况未知, 2014年为4区, 排队论学会顶尖杂志, 多篇世界数学家大会45分钟特邀报告论文发表在此杂志上, 已获包括美国工程院士、IEEE会士在内的37次引用)
  18. “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) (SCI, 该年分区情况未知, 2014年为4区, 排队论学会顶尖杂志, 多篇世界数学家大会45分钟特邀报告论文发表在此杂志上, 已获包括美国院士在内的55次引用)
  19. “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 (该文已有获包括美国院士、世界数学家大会（1998年）概率统计方面45分钟特邀报告者在内的15次引用)
  20. “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)
  21. “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 (获得包括IEEE论文在内的他人引用)
  22. “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 (EI, 已获2次引用)