Online Stochastic Matching, Poisson Arrivals, and the Natural Linear Program.
Zhiyi HuangXinkai ShuPublished in: CoRR (2021)
Keyphrases
- linear program
- stochastic programming
- linear programming
- poisson arrivals
- stage stochastic programs
- semi infinite
- optimal solution
- approximate dynamic programming
- mixed integer linear program
- column generation
- mixed integer
- np hard
- objective function
- quadratic program
- dynamic programming
- markov processes
- special case
- service rates
- arrival rate
- stochastic process
- scheduling problem
- queueing systems
- integer programming
- computational complexity
- approximation algorithms