GENERALIZED ONLINE MATCHING AND REAL TIME RISK MANAGEMENT

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.