{"id":170,"date":"2014-12-06T11:40:12","date_gmt":"2014-12-06T11:40:12","guid":{"rendered":"http:\/\/meyn.coron.us\/?page_id=170"},"modified":"2026-04-14T09:56:21","modified_gmt":"2026-04-14T14:56:21","slug":"optimization-of-dynamic-matching-models","status":"publish","type":"page","link":"https:\/\/faculty.eng.ufl.edu\/meyn\/publications\/optimization-of-dynamic-matching-models\/","title":{"rendered":"Optimization of Dynamic Matching Models"},"content":{"rendered":"<table border=\"0\" cellspacing=\"12\" cellpadding=\"12\" align=\"left\">\n<tbody>\n<tr>\n<td>\n<h3 class=\"p1\"><a href=\"https:\/\/arxiv.org\/abs\/1411.1044\">Optimization of Dynamic \u00a0Matching Models<\/a><\/h3>\n<p class=\"p1\">Ana Bu\u0161i\u0107 and Sean Meyn<\/p>\n<\/td>\n<td><\/td>\n<\/tr>\n<tr>\n<td>\n<div><span style=\"font-family: inherit;font-size: inherit\">We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on the infinite-horizon average-cost optimal control problem.<\/span><\/div>\n<div><span style=\"font-family: inherit;font-size: inherit\"><br \/>\nA relaxation of the stochastic control problem is proposed, which is found to be a special case of an inventory model, as treated in the classical theory of Clark and Scarf. The optimal policy for the relaxation admits a closed-form expression. Based on the policy for this relaxation, a new matching policy is proposed. For a parameterized family of models in which the network load approaches capacity, this policy is shown to be approximately optimal, with bounded regret, even though the average cost grows without bound. <\/span><\/div>\n<div><\/div>\n<div>\n<div>\n<div class=\"p1\">@article{busmey14,<\/div>\n<div class=\"p1\">author = {A.~Bu\\v{s}i\\'{c} and S. Meyn},<\/div>\n<div class=\"p1\">title = {{Optimization of Dynamic Matching Models}},<\/div>\n<div class=\"p1\">journal = {ArXiv e-prints},<\/div>\n<\/div>\n<\/div>\n<div>\n<div class=\"p1\">volume = {abs\/1411.1044},Month = {Nov.},<\/div>\n<div class=\"p1\">year = {2014}}<\/div>\n<\/div>\n<\/td>\n<td>\n<div>\n<p><a href=\"http:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/NNv2-1.png\"><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-114 size-medium\" src=\"http:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/NNv2-1-300x136.png\" alt=\"NNv2\" width=\"300\" height=\"136\" srcset=\"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/NNv2-1-300x136.png 300w, https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/NNv2-1-1024x464.png 1024w, https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/NNv2-1-768x348.png 768w, https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/NNv2-1.png 1260w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><\/a><\/p>\n<\/div>\n<div>In the simple example shown above there are three classes of demand and three classes of supply. \u00a0The edges in the graph indicate potential matches.<\/div>\n<div><\/div>\n<div>The paper concerns general bipartite matching models in a stochastic and dynamic setting<\/div>\n<\/td>\n<\/tr>\n<tr>\n<td>\n<div>\n<p><a href=\"http:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/costThresholdsAndCompare123321-1.png\"><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-112 size-medium\" src=\"http:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/costThresholdsAndCompare123321-1-300x83.png\" alt=\"costThresholdsAndCompare\" width=\"300\" height=\"83\" srcset=\"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/costThresholdsAndCompare123321-1-300x83.png 300w, https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/costThresholdsAndCompare123321-1-1024x285.png 1024w, https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/costThresholdsAndCompare123321-1-768x214.png 768w, https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/costThresholdsAndCompare123321-1-1536x427.png 1536w, https:\/\/faculty.eng.ufl.edu\/meyn\/wp-content\/uploads\/sites\/671\/2014\/12\/costThresholdsAndCompare123321-1.png 1600w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><\/a><\/p>\n<\/div>\n<\/td>\n<\/tr>\n<tr>\n<td>On the right is the threshold policy for various values of of the threshold tau. The optimal threshold is very close to the value predicted by the RBM model. The plots on the right hand side compare the average cost obtained using the threshold policy (using the diffusion heuristic), MaxWeight, and a priority policy<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>Optimization of Dynamic \u00a0Matching Models Ana Bu\u0161i\u0107 and Sean Meyn We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on the infinite-horizon average-cost [&hellip;]<\/p>\n","protected":false},"author":1347,"featured_media":0,"parent":27,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"page-templates\/page-section-nav.php","meta":{"_acf_changed":false,"inline_featured_image":false,"featured_post":"","footnotes":"","_links_to":"","_links_to_target":""},"class_list":["post-170","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/pages\/170","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/users\/1347"}],"replies":[{"embeddable":true,"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/comments?post=170"}],"version-history":[{"count":1,"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/pages\/170\/revisions"}],"predecessor-version":[{"id":2911,"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/pages\/170\/revisions\/2911"}],"up":[{"embeddable":true,"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/pages\/27"}],"wp:attachment":[{"href":"https:\/\/faculty.eng.ufl.edu\/meyn\/wp-json\/wp\/v2\/media?parent=170"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}