Invention Grant
- Patent Title: Generalized online matching and real time risk management
- Patent Title (中): 广泛的在线匹配和实时风险管理
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Application No.: US11680341Application Date: 2007-02-28
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Publication No.: US08799082B2Publication Date: 2014-08-05
- Inventor: Kamal Jain
- Applicant: Kamal Jain
- Applicant Address: US WA Redmond
- Assignee: Microsoft Corporation
- Current Assignee: Microsoft Corporation
- Current Assignee Address: US WA Redmond
- Agent Dan Choi; Carole Boelitz; Micky Minhas
- Main IPC: G06Q30/00
- IPC: G06Q30/00

Abstract:
The claimed subject matter provides an architecture and associated schema for facilitating advantageous solutions the generalized online matching problem. The architecture can employ a blended schema that includes distinct aspects of both primal-dual schema and dual-fitting schema. In accordance therewith, the blended schema can provide algorithms that yield solutions in accordance with a competitive ratio of 1−1/e. In addition, the blended schema can be extended to provide for rich risk management features. Further, an addition of stochastic information can be employed in connection with the blended schema to improve the results beyond the competitive ratio.
Public/Granted literature
- US20080104115A1 GENERALIZED ONLINE MATCHING AND REAL TIME RISK MANAGEMENT Public/Granted day:2008-05-01
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