Implement proper management of all threads running in REEF and its applications

Currently creating and joining Java threads in REEF is pretty much ad-hoc: there is no way to enumerate and manage threads created by REEF framework and REEF applications alike. We need to review all places where threads are created in REEF and Wake, and use proper thread management techniques (Thread groups, pools, absence of global error handlers, etc.) to be able to clean up all threads created in REEF. This is important for running REEF in parallel with other applications on the same JVM.