Nothing Special   »   [go: up one dir, main page]

skip to main content
10.1145/3306309.3306317acmotherconferencesArticle/Chapter ViewAbstractPublication PagesvaluetoolsConference Proceedingsconference-collections
research-article

Optimal Control of Dynamic Bipartite Matching Models

Published: 12 March 2019 Publication History

Abstract

A dynamic bipartite matching model is given by a bipartite matching graph which determines the possible matchings between the various types of supply and demand items. Both supply and demand items arrive to the system according to a stochastic process. Matched pairs leave the system and the others wait in the queues, which induces a holding cost. We model this problem as a Markov Decision Process and study the discounted cost and the average cost case. We first consider a model with two types of supply and two types of demand items with an N-shaped matching graph. For linear cost function, we prove that an optimal matching policy gives priority to the end edges of the matching graph and is of threshold type for the diagonal edge. In addition, for the average cost problem, we compute the optimal threshold value. According to our numerical experiments, threshold-type policies perform also very well for more general bipartite graphs.

References

[1]
Ivo Adan and Gideon Weiss. 2012. Exact FCFS Matching Rates for Two Infinite Multitype Sequences. Operations Research 60, 2 (2012), 475--489.
[2]
Ivo J. B. F. Adan, Ana Busic, Jean Mairesse, and Gideon Weiss. 2018. Reversibility and Further Properties of FCFS Infinite Bipartite Matching. Math. Oper. Res. 43, 2 (2018), 598--621.
[3]
Itai Ashlagi, Patrick Jaillet, and Vahideh H. Manshadi. 2013. Kidney Exchange in Dynamic Sparse Heterogenous Pools. In Proceedings of the Fourteenth ACM Conference on Electronic Commerce (EC '13). ACM, New York, NY, USA, 25--26.
[4]
Siddhartha Banerjee, Yash Kanoria, and Pengyu Qian. 2018. The Value of State Dependent Control in Ridesharing Systems. ArXiv e-prints (March 2018). arXiv:1803.04959
[5]
Ana Busic, Varun Gupta, and Jean Mairesse. 2013. Stability of the bipartite matching model. Advances in Applied Probability 45, 2 (2013), 351--378. http://arxiv.org/abs/1003.3477
[6]
Ana Busic and Sean P. Meyn. 2014. Approximate optimality with bounded regret in dynamic matching models. ArXiv e-prints (2014). arXiv:1411.1044 http://arxiv.org/abs/1411.1044
[7]
Arnaud Cadas. {n. d.}. Python Code. https://github.com/ArnaudCadas/DynamicMatchingModel.
[8]
Arnaud Cadas, Ana Busic, and Josu Doncel. 2018. Optimal Control of Dynamic Bipartite Matching Models. ArXiv e-prints (Oct. 2018). arXiv:1810.08541
[9]
René Caldentey, Edward H. Kaplan, and Gideon Weiss. 2009. FCFS infinite bipartite matching of servers and customers. Advances in Applied Probability 41, 3 (2009), 695--730. http://www.jstor.org/stable/27793900
[10]
Jon Feldman, Aranyak Mehta, Vahab S. Mirrokni, and S. Muthukrishnan. 2009. Online Stochastic Matching: Beating 1-1/e. In Proceedings of the 2009 50th Annual IEEE Symposium on Foundations of Computer Science, IEEE Computer Society (Ed.). ACM Press, 117--126.
[11]
United Network for Organ Sharing. {n.d.}. Online. https://unos.org/wp-content/uploads/unos/Living_Donation_KidneyPaired.pdf
[12]
Itai Gurvich and Amy Ward. 2014. On the dynamic control of matching queues. Stoch. Syst. 4, 2 (2014), 479--523.
[13]
Emmanuel Hyon and Alain Jean-Marie. 2012. Scheduling Services in a Queuing System with Impatience and Setup Costs. Comput. J. 55, 5 (2012), 553--563.
[14]
Patrick Jaillet and Xin Lu. 2014. Online Stochastic Matching: New Algorithms with Better Bounds. Mathematics of Operations Research 39, 3 (2014), 624--646.
[15]
Jean Mairesse and Pascal Moyal. 2016. Stability of the stochastic matching model. Journal of Applied Probability 53, 4 (2016), 1064--1077.
[16]
Vahideh H. Manshadi, Shayan Oveis Gharan, and Amin Saberi. 2012. Online Stochastic Matching: Online Actions Based on Offline Statistics. Mathematics of Operations Research 37, 4 (2012), 559--573.
[17]
Mohammadreza Nazari and Alexander L. Stolyar. 2018. Reward maximization in general dynamic matching systems. Queueing Systems (12 Nov 2018).
[18]
Martin L. Puterman. 2005. Markov decision processes: discrete stochastic dynamic programming. Wiley-Interscience.
[19]
Robert J. Schalkoff. 1991. Pattern Recognition: Statistical, Structural and Neural Approaches. John Wiley & Sons, Inc., New York, NY, USA.
[20]
Lenka Zdeborová, Aurélien Decelle, and Michael Chertkov. 2009. Message passing for optimization and control of a power grid: Model of a distribution system with redundancy. Phys. Rev. E 80 (Oct 2009), 046112. Issue 4.

Cited By

View all

Recommendations

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image ACM Other conferences
VALUETOOLS 2019: Proceedings of the 12th EAI International Conference on Performance Evaluation Methodologies and Tools
March 2019
202 pages
ISBN:9781450365963
DOI:10.1145/3306309
Publication rights licensed to ACM. ACM acknowledges that this contribution was authored or co-authored by an employee, contractor or affiliate of a national government. As such, the Government retains a nonexclusive, royalty-free right to publish or reproduce this article, or to allow others to do so, for Government purposes only.

In-Cooperation

  • EAI: The European Alliance for Innovation
  • Universitat de les Illes Balears: Universitat de les Illes Balears

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 12 March 2019

Permissions

Request permissions for this article.

Check for updates

Author Tags

  1. Dynamic matching graphs
  2. Markov decision processes

Qualifiers

  • Research-article
  • Research
  • Refereed limited

Conference

VALUETOOLS 2019

Acceptance Rates

VALUETOOLS 2019 Paper Acceptance Rate 18 of 42 submissions, 43%;
Overall Acceptance Rate 90 of 196 submissions, 46%

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)14
  • Downloads (Last 6 weeks)1
Reflects downloads up to 19 Nov 2024

Other Metrics

Citations

Cited By

View all
  • (2024)Performance paradox of dynamic matching models under greedy policiesQueueing Systems: Theory and Applications10.1007/s11134-024-09924-z107:3-4(257-293)Online publication date: 1-Sep-2024
  • (2024)On the sub-additivity of stochastic matchingQueueing Systems10.1007/s11134-024-09919-w107:3-4(295-339)Online publication date: 23-Jul-2024
  • (2023)Stability regions of systems with compatibilities and ubiquitous measures on graphsQueueing Systems10.1007/s11134-023-09872-0103:3-4(275-312)Online publication date: 22-Feb-2023
  • (2023)Matched Queues with Flexible and Impatient CustomersMethodology and Computing in Applied Probability10.1007/s11009-023-09980-725:1Online publication date: 28-Jan-2023
  • (undefined)On the Optimality of Greedy Policies in Dynamic MatchingSSRN Electronic Journal10.2139/ssrn.3918497
  • (undefined)Dynamic Stochastic Matching Under Limited TimeSSRN Electronic Journal10.2139/ssrn.3497624

View Options

Login options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media