Related papers: Matching Impatient and Heterogeneous Demand and Su…
We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specifically, there are two disjoint sets of demand and supply types, and a reward associated with…
We study dynamic matching in an infinite-horizon stochastic market. While all agents are potentially compatible with each other, some are hard-to-match and others are easy-to-match. Agents prefer to be matched as soon as possible and…
We study a dynamic matching problem on a two-sided platform with unbalanced patience, in which long-lived supply accumulates over time with a unit waiting cost per period, while short-lived demand departs if not matched promptly. High- or…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…
We study generalizations of online bipartite matching in which each arriving vertex (customer) views a ranked list of offline vertices (products) and matches to (purchases) the first one they deem acceptable. The number of products that the…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each week in the selling horizon. Ideally, we would like to use…
We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…
We study a continuous-time, infinite-horizon dynamic bipartite matching problem. Suppliers arrive according to a Poisson process; while waiting, they may abandon the queue at a uniform rate. Customers on the other hand must be matched upon…
We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of this exchange is motivated by the limit order book mechanism…
We study a spatiotemporal service matching problem in which demand, heterogeneous in location and time sensitivity/preference, is to be assigned to service stations. The planner seeks to maximize social welfare, defined as total service…
Stochastic dynamic matching problems have recently gained attention in the stochastic-modeling community due to their diverse applications, such as supply-chain management and kidney exchange programs. In this paper, we study a matching…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
A two-sided matching system is considered, where servers are assumed to arrive at a fixed rate, while the arrival rate of customers is modulated via a price-control mechanism. We analyse a loss model, wherein customers who are not served…
We study a dynamic matching setting where homogeneous agents arrive at random according to a Poisson process and randomly form edges yielding a sparse market. Agents stay in the market according to a certain sojourn time and wait to be…
Recently, there has been a growing interest in developing inventory control policies which are robust to model misspecification. One approach is to posit that nature selects a worst-case distribution for any stochastic primitives from some…
We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…
We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…
We consider a distributed cloud service deployed at a set of distinct server pools. Arriving jobs are classified into heterogeneous types, in accordance with their setup times which are differentiated at each of the pools. A dispatcher for…