Optimal Control of Dynamic Bipartite Matching Models

Arnaud Cadas 1, 2 Ana Bušic 1, 2 Josu Doncel 3
1 DYOGENE - Dynamics of Geometric Networks
DI-ENS - Département d'informatique de l'École normale supérieure, CNRS - Centre National de la Recherche Scientifique : UMR 8548, Inria de Paris
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 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 preliminary numerical experiments, threshold-type policies performs also very well for more general bipartite graphs.
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Submitted on : Wednesday, January 2, 2019 - 7:28:43 PM
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Arnaud Cadas, Ana Bušic, Josu Doncel. Optimal Control of Dynamic Bipartite Matching Models. 2018. ⟨hal-01968549⟩



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