Prof. Wanyang Dai
Nanjing University, China
Title: Stochastic Game with Big Data within Cloud-Computing and Blockchain
Abstract:
We develop a generic game platform that can be used to model various real-world systems
with multiple intelligent cloud-computing pools and parallel-queues for resources-competing users.
Inside the platform, the software structure is modeled as Blockchain. All the users are associated
with Big Data arrival streams whose random dynamics is modeled by triply stochastic renewal
reward processes. Each user may be served simultaneously by multiple pools while each pool with
parallel-servers may also serve multi-users at the same time via smart policies in the Blockchain, e.g.,
a Nash equilibrium point myopically at each fixed time to a game-theoretic scheduling problem.
To illustrate the effectiveness of our game platform, we model the performance measures of its
internal data flow dynamics (queue length and workload processes) as reflecting diffusion with
regime-switchings (RDRSs) under our scheduling policies. By RDRS models, we can prove our myopic
game-theoretic policy to be an asymptotic Pareto minimal-dual-cost Nash equilibrium one globally over
the whole time horizon to a randomly evolving dynamic game problem. Iterative schemes for simulating
our multi-dimensional RDRS models are also developed with the support of numerical comparisons.
Biography:
Wanyang Dai is a Distinguished Professor in Mathematics Department of Nanjing University,
a Special Guest Expert in Jiangsu FinTech Research Center, President of Jiangsu
Probability & Statistics Society, Chairman of Jiangsu Big Data-Blockchain and Smart Information
Special Committee, Editor-in-Chief of Journal of Advances in Applied Mathematics,
editors of over 20 international journals ranging from pure mathematics to its applications
(e.g., Wireless Engineering and Technology, Artificial Intelligence), General Chairs and plenary/
keynote speakers of over 30 IEEE and international conferences, member/group leader
of judge committee in mathematics for National Natural Science Awards of China, a Long
Term Participant of IMA Annual Program of Probability and Statistics in Complex Systems:
Financial Engineering, Communication Networks and Genomics in (U.S. based) Institute of
Mathematics and Its Applications (IMA).
His research includes stochastic processes related optimization and Pareto optimal control/
game, admission/scheduling/routing protocols and performance analysis/optimization
for BigData-Blockchain oriented quantum-cloud computing and wireless/wireline communication
systems, forward/backward stochastic (ordinary/partial) differential equations and
their applications to queueing systems, Internet of Things, energy and power engineering.
His “influential” papers are published in “big name” journals, e.g., Operations Research,
Communications in Mathematical Sciences, Journal of Computational and Applied Mathematics,
Queueing Systems, Mathematical and Computer Modeling of Dynamical Systems.
His researches were awarded as outstanding papers by academic societies, e.g., IEEE Top
Conference Series.
He received his Ph.D degree in applied mathematics jointly with industrial engineering
and systems engineering from Georgia Institute of Technology, U.S.A., in 1996, where he
worked on stochastics and applied probability concerning network performance modeling
and analysis, algorithm design and implementation via stochastic diffusion approximation.
The breakthrough results and methodologies developed in his thesis were cited, used, and
claimed as “contemporaneous and independent” achievements by other subsequent breakthrough
papers that were presented as “45 minute invited talk in probability and statistics”
in International Congress of Mathematicians (ICM) 1998, which is the most privilege honor
in the mathematical society. The designed finite element-Galerkin algorithm to compute the
stationary distributions of reflecting Brownian motions (weak solutions of general dimensional
partial differential equations) is also well-known to the related fields.
He was an MTS (permanent) in End-to-End Network Architecture Department of AT&T
Bell Labs (now called Nokia Bell Labs) in U.S.A. from 1996-1999, where he was principal
investigators and developers of several projects in telecommunication network architecture
and design, network performance and financial engineering, operating system and database
development to support various intelligent engines/models for strategy planning and BigData
analytics in a “Plug-in and Play” manner, with some (nowadays called cloud computing)
project won “Technology Transfer”.