Online stochastic matching, poisson arrivals, and the natural linear program.
Zhiyi HuangXinkai ShuPublished in: STOC (2021)
Keyphrases
- linear program
- stochastic programming
- linear programming
- poisson arrivals
- semi infinite
- stage stochastic programs
- approximate dynamic programming
- mixed integer linear program
- column generation
- objective function
- optimal solution
- mixed integer
- arrival rate
- queueing systems
- multistage
- average cost
- convex optimization