Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph'
Optimization and Control
2024-02-06 v1 Probability
Abstract
In this paper, we address the optimal control of stochastic matching models on general graphs and single arrivals having fixed arrival rates, as introduced in \cite{MaiMoy16}. On the `N-shaped' graph, by following the dynamic programming approach of \cite{BCD19}, we show that a `Threshold'-type policy on the diagonal edge, with priority to the extreme edges, is optimal for the discounted cost problem and linear holding costs.
Cite
@article{arxiv.2402.01803,
title = {Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph'},
author = {Loïc Jean and Pascal Moyal},
journal= {arXiv preprint arXiv:2402.01803},
year = {2024}
}