Prof. Wanyang Dai_SCET 2018 - Engii
个人简介
戴万阳教授
戴万阳教授
南京大学
标题: Zero-sum or non-zero-sum stochastic differential game with Levy Big Data and BestGo policies
摘要: 
We formulate a stochastic differential game (SDG) problem with the aim to intelligently find BestGo competing or sharing policies for a general number of q players. The SDG is driven by Levy Big Data (i.e., a general-dimensional vector Levy process). It can be used to model either zero-sum resource-competing or non-zero-sum resource-sharing real-world game problems (e.g., the ones concerning transmission and switching in communication and energy systems or even the well-known ones based on AlphaGo and AlphaGo Zero in mastering the Game of Go). By establishing a vector-form Ito-Ventzell's formula and a 4-tuple vector-field solution to a unified system of stochastic partial differential equations (SPDEs), we get a Pareto optimal Nash equilibrium policy process to the SDG. In a zero-sum game, it represents the best win or the best effort to a player. However, in a non-zero-sum game, it is a “win-win” policy to all the players, which not only represents the optimality to the whole system but also the fairness to all the players. Related high-performance supporting quantum-cloud computing facilities with Blockchain and simulation example will also be introduced.
简介: 
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, and Editor-in-Chief of Journal of Advances in Applied Mathematics, where 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".

He is also 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 20 IEEE and international conferences, member/group leader of judge committee in mathematics for National Natural Science Awards of China. He was a visiting scholar in Academy of Mathematics and Systems
Science 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), a visiting professor in Department of Systems Engineering and Engineering Management in Chinese University of Hong Kong.