Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph'
| Autor: | Jean, Loïc, Moyal, Pascal |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | 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. |
| Databáze: | arXiv |
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