Fluid and diffusion approximations of probabilistic matching systems
Fluid and diffusion approximations of probabilistic matching systems
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DOI：
10.1007/s11134-017-9516-3
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发表时间：
2017-02
期刊：
影响因子：
1.2
通讯作者：
Burak Büke;Hanyi Chen
中科院分区：
文献类型：
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作者：
Burak Büke;Hanyi Chen
本文主要研究两类用户到达系统并与另一类用户进行匹配的概率匹配系统。用户是选择性的，匹配是概率性的。近年来，人们提出了马尔可夫链模型来分析这些系统；然而，由于概率匹配结构的原因，不可能对这些模型进行精确分析以完全表征性能。在这项工作中，我们提出了基于流体和扩散限制的近似方法，使用不同的标度。我们分析了这些近似的基本性质，并表明一些性能度量对匹配概率不敏感，与已有的结果一致。我们还用我们的近似方法进行数值实验，以深入了解概率匹配系统。
This paper focuses on probabilistic matching systems where two classes of users arrive at the system to match with users from the other class. The users are selective and the matchings occur probabilistically. Recently, Markov chain models were proposed to analyze these systems; however, an exact analysis of these models to completely characterize the performance is not possible due to the probabilistic matching structure. In this work, we propose approximation methods based on fluid and diffusion limits using different scalings. We analyze the basic properties of these approximations and show that some performance measures are insensitive to the matching probability, agreeing with the existing results. We also perform numerical experiments with our approximations to gain insight into probabilistic matching systems.