2024/02/02 by Jean, Loïc, Moyal, Pascal
#60J10 #60K25 #90C40 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
paper · doi:10.48550/arxiv.2402.01803
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 \citeMaiMoy16. On the `N-shaped' graph, by following the dynamic programming approach of \citeBCD19, 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.