86 citations · 169 across the 25 of their papers we have counts for
31 papers
Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph'
Loïc Jean, Pascal Moyal
In this paper, we address the optimal control of stochastic matching models on general graphs and single arrivals having fixed arrival rates, as introduced in \cite{MaiMoy16}. On t…
On the sub-additivity of stochastic matching
Pascal Moyal, Ana Busic, Jean Mairesse
We consider a stochastic matching model with a general compatibility graph, as introduced in \cite{MaiMoy16}. We prove that most common matching policies (including FCFM, prioritie…
Online matching for the multiclass stochastic block model
Nahuel Soprano-Loto, Matthieu Jonckheere, Pascal Moyal
We consider the problem of sequential matching in a stochastic block model with several classes of nodes and generic compatibility constraints. When the probabilities of connection…
Perfect sampling of stochastic matching models with reneging
Thomas Masanet, Pascal Moyal
In this paper, we introduce a slight variation of the Dominated Coupling From the Past algorithm (DCFTP) of Kendall, for bounded Markov chains. It is based on the control of a (typ…
Stability regions of systems with compatibilities, and ubiquitous measures on graphs
Jocelyn Begeot, Irène Marcovici, Pascal Moyal
This paper addresses the ubiquity of remarkable measures on graphs, and their applications. In many queueing systems, it is necessary to take into account the compatibility constra…
Diffusive limits of Lipschitz functionals of Poisson measures
Eustache Besançon, Laure Coutin, Laurent Decreusefond +1
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. P…