Primal-Dual Policy for Multi-way Dynamic Matching


    Department of Systems Engineering and Engineering Management

                        The Chinese University of Hong Kong


Date: Wednesday, December 20, 2023, 10:00 am to 11:30 am HKT

Venue: ERB 513, The Chinese University of Hong Kong

Title: Primal-Dual Policy for Multi-way Dynamic Matching

Speaker: Prof. Yehua Wei, The Fuqua School of Business, Duke University



We study a discrete-time dynamic multi-way matching model. There are finitely many agent types that arrive stochastically and wait to be matched. We propose a primal-dual policy that schedule matches for future arrivals based on an estimator for the dual solution of an exact or approximate fluid solution. We show that our policy is first to achieve constant regret at all times under unknown arrival rates, and when the arrival rates are known, it achieves the optimal scaling as the lower-bound in the literature. In addition, we discuss how the primal-dual policy can be adapted to other resource allocation problems such as network revenue management. Link to paper:



Yehua Wei is an associate professor of Business Administration in the Decision Sciences area at Fuqua School of Business. His research interests primarily focus on complex decisions under uncertainty. Specifically, he studies problems in flexibility design, dynamic resource allocation, vehicle routing, queueing networks, and e-commerce fulfillment. His work has garnered recognition through numerous awards, including the George Nicholson Paper Competition, Daniel H. Wagner Prize for Excellence in Operations Research Practice, MSOM Service Management SIG Best Paper Prize, and the Intelligent Transportation Systems SIG Paper Award.


Everyone is welcome to attend the talk!

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Wednesday, December 20, 2023 - 10:00