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Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph' by Jean, Loïc; Moyal, Pascal is a scholarly article available to read on EtoBox.

What is Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph' about?

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.

Author

Jean, Loïc; Moyal, Pascal

Published

2024

Language

EN