Stochastic dynamic matching – A mixed graph-theory and linear-algebra approach

Date/heure
19 octobre 2023
10:45 - 11:45

Lieu
Salle de conférences Nancy

Oratrice ou orateur
Céline Comte (LAAS-CNRS Toulouse)

Catégorie d'évènement
Séminaire Probabilités et Statistique


Résumé

The stochastic dynamic matching problem has recently drawn attention in the stochastic-modeling community due to its numerous applications, ranging from supply-chain management to kidney exchange programs. In this presentation, we consider a matching problem in which items of different classes arrive according to independent Poisson processes, unmatched items are stored in a queue, and compatibility constraints are described by a simple graph on the classes, so that two items can be matched if their classes are neighbors in the graph. We analyze the efficiency of matching policies, not only in terms of system stability, but also in terms of matching rates between different classes. Our results rely on the observation that, under any stable policy, the matching rates satisfy a conservation equation that equates the arrival and departure rates of each item class.

This presentation is based on a joint work with Fabien Mathieu (LINCS) and Ana Bušić (Inria and PSL University). A preprint is available at the following address: https://arxiv.org/abs/2112.14457.