{"title":"具有类别变化和匹配失败的双向匹配队列的遍历控制","authors":"Amin Khademi, Xin Liu","doi":"10.1287/stsy.2022.0008","DOIUrl":null,"url":null,"abstract":"Motivated by transplant applications, we study a bipartite matching queue with multiclass customers and multitype resources. Customers may change their classes or abandon the system while waiting in queue, and they may decline the offered resource units which results in matching failure. We are interested in designing efficient instantaneous matching policies that allocate resources upon arrival to waiting customers. Our objective is bicriteria and formulated as a cost functional that linearly combines the long-run average expected reward due to successful matches and the long-run average expected cost from customer waiting and abandonment. We first develop a stability condition on the class change and abandonment rates, which requires at least one customer queue with abandonment and that any queue without abandonment have a class transition path to a queue with abandonment. Under this condition, we construct a simple linear program, referred to as the fluid control problem (FCP), which serves as a lower bound for the original stochastic control problem under any admissible policy. We then propose a randomized matching policy based on the solution of the FCP and show that the proposed policy is asymptotically optimal under both the long-run average and ergodic cost criteria. In addition, we apply our method to study two X matching models with two customer classes and two resource types to provide insights on how the class change and matching failure impact the optimal policies.","PeriodicalId":36337,"journal":{"name":"Stochastic Systems","volume":"112 39","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Ergodic Control of Bipartite Matching Queues with Class Change and Matching Failure\",\"authors\":\"Amin Khademi, Xin Liu\",\"doi\":\"10.1287/stsy.2022.0008\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Motivated by transplant applications, we study a bipartite matching queue with multiclass customers and multitype resources. Customers may change their classes or abandon the system while waiting in queue, and they may decline the offered resource units which results in matching failure. We are interested in designing efficient instantaneous matching policies that allocate resources upon arrival to waiting customers. Our objective is bicriteria and formulated as a cost functional that linearly combines the long-run average expected reward due to successful matches and the long-run average expected cost from customer waiting and abandonment. We first develop a stability condition on the class change and abandonment rates, which requires at least one customer queue with abandonment and that any queue without abandonment have a class transition path to a queue with abandonment. Under this condition, we construct a simple linear program, referred to as the fluid control problem (FCP), which serves as a lower bound for the original stochastic control problem under any admissible policy. We then propose a randomized matching policy based on the solution of the FCP and show that the proposed policy is asymptotically optimal under both the long-run average and ergodic cost criteria. In addition, we apply our method to study two X matching models with two customer classes and two resource types to provide insights on how the class change and matching failure impact the optimal policies.\",\"PeriodicalId\":36337,\"journal\":{\"name\":\"Stochastic Systems\",\"volume\":\"112 39\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-03-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Systems\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1287/stsy.2022.0008\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1287/stsy.2022.0008","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
摘要
受移植应用的启发,我们研究了具有多类别客户和多类型资源的双向匹配队列。客户在队列中等待时可能会改变他们的类别或放弃系统,他们也可能拒绝接受所提供的资源单位,从而导致匹配失败。我们对设计高效的瞬时匹配策略很感兴趣,这种策略可以在资源到达时分配给等待的客户。我们的目标是双标准的,并表述为一个成本函数,它线性结合了成功匹配带来的长期平均预期回报以及客户等待和放弃带来的长期平均预期成本。我们首先制定了班级变化率和放弃率的稳定条件,要求至少有一个客户队列出现放弃现象,并且任何未出现放弃现象的队列都有通往出现放弃现象队列的班级转换路径。在此条件下,我们构建了一个简单的线性程序,称为流体控制问题(FCP),它是任何可接受策略下原始随机控制问题的下限。然后,我们根据 FCP 的解提出了一种随机匹配策略,并证明所提出的策略在长期平均成本和遍历成本标准下都是渐近最优的。此外,我们还应用我们的方法研究了具有两个客户类别和两种资源类型的 X 匹配模型,以深入了解类别变化和匹配失败对最优策略的影响。
Ergodic Control of Bipartite Matching Queues with Class Change and Matching Failure
Motivated by transplant applications, we study a bipartite matching queue with multiclass customers and multitype resources. Customers may change their classes or abandon the system while waiting in queue, and they may decline the offered resource units which results in matching failure. We are interested in designing efficient instantaneous matching policies that allocate resources upon arrival to waiting customers. Our objective is bicriteria and formulated as a cost functional that linearly combines the long-run average expected reward due to successful matches and the long-run average expected cost from customer waiting and abandonment. We first develop a stability condition on the class change and abandonment rates, which requires at least one customer queue with abandonment and that any queue without abandonment have a class transition path to a queue with abandonment. Under this condition, we construct a simple linear program, referred to as the fluid control problem (FCP), which serves as a lower bound for the original stochastic control problem under any admissible policy. We then propose a randomized matching policy based on the solution of the FCP and show that the proposed policy is asymptotically optimal under both the long-run average and ergodic cost criteria. In addition, we apply our method to study two X matching models with two customer classes and two resource types to provide insights on how the class change and matching failure impact the optimal policies.