Speaker: 杨建奎教授，北京邮电大学理学院

Title: Optimal Control of Matching Queues

Language: Chinese

Time & Venue: 2024.11.11 15:20-16:00 思源楼615

Abstract: We study a system with multiple classes of components (jobs, customers, orders, etc.) that arrive following (possibly correlated) renewal processes. Each class has its own matching regime---what jobs from other classes are needed to form a match. The decision is whether to match the jobs that are currently present and hence remove them from the queues, or to wait for further arrivals with the hope to form better matches later. The objective is to minimize a convex holding cost. We propose a matching policy, and show that it is asymptotically optimal: under the diffusion scaling, it achieves the limiting performance of the optimal reflection control of a Brownian motion.