Generalized Max-Weight Policies in Stochastic Matching
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Publication:6199151
DOI10.1287/STSY.2022.0098arXiv2011.04535OpenAlexW3104754702WikidataQ114058117 ScholiaQ114058117MaRDI QIDQ6199151FDOQ6199151
Authors: Matthieu Jonckheere, Pascal Moyal, Nahuel Soprano-Loto 
Publication date: 23 February 2024
Published in: Stochastic Systems (Search for Journal in Brave)
Abstract: We consider a matching system where items arrive one by one at each node of a compatibility network according to Poisson processes and depart from it as soon as they are matched to a compatible item. The matching policy considered is a generalized max-weight policy where decisions can be noisy. Additionally, some of the nodes may have impatience, i.e. leave the system before being matched. Using specific properties of the max-weight policy, we construct several Lyapunov functions, including a simple quadratic one. This allows us to establish stability results, to construct bounds for the stationary mean and variances of the total amount of customers in the system, and to prove exponential convergence speed towards the stationary measure. We finally illustrate some of these results using simulations on toy examples.
Full work available at URL: https://arxiv.org/abs/2011.04535
Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)
Cited In (5)
- Editorial introduction: Special issue on product forms, stochastic matching, and redundancy
- A fluid approximation for a matching model with general reneging distributions
- Multi-component matching queues in heavy traffic
- On the sub-additivity of stochastic matching
- Editorial introduction: second part of the special issue on product forms, stochastic matching, and redundancy
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