Online Stochastic Matching: A Polytope Perspective

Abstract: Stochastic dynamic matching problems have recently gained attention in the stochastic-modeling community due to their diverse applications, such as supply-chain management and kidney exchange programs. In this paper, we study a matching problem where items of different classes arrive according to independent Poisson processes. Unmatched items are stored in a queue, and compatibility between items is represented by a simple graph, where items can be matched if their classes are connected.We analyze matching policies in terms of stability, delay, and long-term matching rate optimization. Our approach relies on the conservation equation, which ensures a balance between arrivals and departures in any stable system. Our main contributions are as follows.We establish a link between the existence of stable policies, the dimensionality of the solution set of the conservation equation, and the compatibility graph's structure.We describe the convex polytope formed by non-negative solutions to the conservation equation, and we design policies that can achieve or closely approximate the vertices of this polytope.Lastly, we discuss potential extensions of our results beyond the main assumptions of this paper.