论文标题
薄动态匹配市场中瞬时决策的优越性
Superiority of Instantaneous Decisions in Thin Dynamic Matching Markets
论文作者
论文摘要
我们研究了一个动态匹配程序,均质代理根据泊松过程随机到达,并随机形成边缘,从而产生稀疏的市场。代理商根据一定的出发分配离开,并可能通过与兼容代理人组成一对来提早离开。主要目的是最大化匹配剂的数量。我们的主要结果是表明,尽管在薄弱的市场上运行,但在出发分配上的温和条件就足以获得瞬时匹配的最佳性能。因此,我们是第一个提供自然条件的人,在稀疏和稀疏的市场中,瞬时决策是优越的。这个结果令人惊讶,因为以前文献中的类似结果基于市场厚度。此外,瞬时匹配在进一步的目标方面表现良好,例如最大程度地减少等待时间并避免市场充血的风险。我们开发了新技术来证明我们的结果超出了马尔可夫流程的普遍采用方法。
We study a dynamic matching procedure where homogeneous agents arrive at random according to a Poisson process and form edges at random yielding a sparse market. Agents leave according to a certain departure distribution and may leave early by forming a pair with a compatible agent. The primary objective is to maximize the number of matched agents. Our main result is to show that a mild condition on the departure distribution suffices to get almost optimal performance of instantaneous matching, despite operating in a thin market. We are thus the first to provide a natural condition under which instantaneous decisions are superior in a market that is both sparse and thin. This result is surprising because similar results in the previous literature are based on market thickness. In addition, instantaneous matching performs well with respect to further objectives such as minimizing waiting times and avoiding the risk of market congestion. We develop new techniques for proving our results going beyond commonly adopted methods for Markov processes.