Dynamic programming for the stochastic matching model on general graphs: The case of the 'N-graph'
Résumé
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 [12]. On the 'N-shaped' graph, by following the dynamic programming approach of [5], 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.
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