Dynamic Weighted Matching with Heterogeneous Arrival and Departure Rates

Abstract

We study a dynamic non-bipartite matching problem. There is a fixed set of agent types, and agents of a given type arrive and depart according to type-specific Poisson processes. The value of a match is determined by the types of the matched agents. We present an online algorithm that is (1/8)-competitive with respect to the value of the optimal-in-hindsight policy, for arbitrary weighted graphs. This is the first result to achieve a constant competitive ratio when both arrivals and departures are random and unannounced. Our algorithm treats agents heterogeneously, interpolating between immediate and delayed matching in order to thicken the market while still matching valuable agents opportunistically.