namespace UDPServer
{
    class Program
    {
        static void Main(string[] args)
        {
            int recv;
            byte[] data = new byte[1024]; 

            //构建TCP 服务器

            //得到本机IP，设置TCP端口号         
            IPEndPoint ipep = new IPEndPoint(IPAddress.Any , 8001);
            Socket newsock = new Socket(AddressFamily.InterNetwork, SocketType.Dgram , ProtocolType.Udp);

            //绑定网络地址
            newsock.Bind(ipep);

            Console.WriteLine("This is a Server, host name is {0}",Dns.GetHostName());

            //等待客户机连接
            Console.WriteLine("Waiting for a client...");

            //得到客户机IP
            IPEndPoint sender = new IPEndPoint(IPAddress.Any, 0);
            EndPoint Remote = (EndPoint)(sender);
            recv = newsock.ReceiveFrom(data, ref Remote);
            Console .WriteLine ("Message received from {0}: ", Remote.ToString ());
            Console .WriteLine (Encoding .ASCII .GetString (data ,0,recv ));

            //客户机连接成功后，发送欢迎信息
            string welcome = "Welcome ! ";

            //字符串与字节数组相互转换
            data  = Encoding .ASCII .GetBytes (welcome );

            //发送信息
            newsock .SendTo (data ,data.Length ,SocketFlags .None ,Remote );
            while (true )
            {
                data =new byte [1024];
                //发送接受信息
                recv =newsock.ReceiveFrom(data ,ref Remote);
                Console .WriteLine (Encoding .ASCII .GetString (data ,0,recv));
                newsock .SendTo (data ,recv ,SocketFlags .None ,Remote );
            }
        }

        }
    }

------解决方案--------------------
C# code
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Net;
using System.Net.Sockets;

namespace UDPClient
{
    class Program
    {
        static void Main(string[] args)
        {
            byte[] data = new byte[1024];
            string input ,stringData;

            //构建TCP 服务器

            Console.WriteLine("This is a Client, host name is {0}", Dns.GetHostName());

            //设置服务IP，设置TCP端口号
            IPEndPoint ipep = new IPEndPoint(IPAddress .Parse ("127.0.0.1") , 8001);

            //定义网络类型，数据连接类型和网络协议UDP
            Socket server = new Socket(AddressFamily.InterNetwork, SocketType.Dgram, ProtocolType.Udp);

            string welcome = "Hello! ";
            data = Encoding.ASCII.GetBytes(welcome);
            server.SendTo(data, data.Length, SocketFlags.None, ipep);
            IPEndPoint sender = new IPEndPoint(IPAddress.Any, 0);
            EndPoint Remote = (EndPoint)sender;

            data = new byte[1024];
            int recv = server.ReceiveFrom(data, ref Remote);
            Console.WriteLine("Message received from {0}: ", Remote.ToString());
            Console.WriteLine(Encoding .ASCII .GetString (data,0,recv));
            while (true)
            {
                input = Console .ReadLine ();
                if (input =="exit")
                    break ;
                server .SendTo (Encoding .ASCII .GetBytes (input ),Remote );
                data = new byte [1024];
                recv = server.ReceiveFrom(data, ref Remote);
                stringData = Encoding.ASCII.GetString(data, 0, recv);
                Console.WriteLine(stringData);
            }
            Console .WriteLine ("Stopping Client.");
            server .Close ();            
        }

        }
    }