Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph'
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arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866913222106284032 |
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| author | Jean, Loïc Moyal, Pascal |
| author_facet | Jean, Loïc Moyal, Pascal |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_01803 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph' Jean, Loïc Moyal, Pascal Optimization and Control Probability 60J10, 60K25, 90C40 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. |
| title | Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph' |
| topic | Optimization and Control Probability 60J10, 60K25, 90C40 |
| url | https://arxiv.org/abs/2402.01803 |