Commitment under uncertainty: Two-stage stochastic matching problems

Authors:
Irit Katriel;Claire Kenyon-Mathieu;Eli Upfal
Affiliations:
Computer Science Department, Brown University, Box 1910, Providence, RI 02906, United States;Computer Science Department, Brown University, Box 1910, Providence, RI 02906, United States;Computer Science Department, Brown University, Box 1910, Providence, RI 02906, United States
Venue:
Theoretical Computer Science
Year:
2008

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Abstract

We define and study two versions of the bipartite matching problem in the framework of two-stage stochastic optimization with recourse. In one version, the uncertainty is in the second stage costs of the edges, and in the other version, the uncertainty is in the set of vertices that needs to be matched. We prove lower bounds, and analyze efficient strategies for both cases. These problems model real-life stochastic integral planning problems, such as commodity trading, reservation systems and scheduling under uncertainty.